CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 03-Dec-2013

Day Change Summary
	Previous	Current
	02-Dec-2013	03-Dec-2013	Change	Change %	Previous Week
Open	0.9757	0.9719	-0.0038	-0.4%	0.9877
High	0.9787	0.9813	0.0026	0.3%	0.9891
Low	0.9704	0.9680	-0.0024	-0.2%	0.9753
Close	0.9706	0.9776	0.0070	0.7%	0.9767
Range	0.0083	0.0133	0.0050	60.2%	0.0138
ATR	0.0070	0.0074	0.0005	6.5%	0.0000
Volume	4,848	3,925	-923	-19.0%	8,696

Daily Pivots for day following 03-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0155	1.0099	0.9849
R3	1.0022	0.9966	0.9813
R2	0.9889	0.9889	0.9800
R1	0.9833	0.9833	0.9788	0.9861
PP	0.9756	0.9756	0.9756	0.9771
S1	0.9700	0.9700	0.9764	0.9728
S2	0.9623	0.9623	0.9752
S3	0.9490	0.9567	0.9739
S4	0.9357	0.9434	0.9703

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0218	1.0130	0.9843
R3	1.0080	0.9992	0.9805
R2	0.9942	0.9942	0.9792
R1	0.9854	0.9854	0.9780	0.9829
PP	0.9804	0.9804	0.9804	0.9791
S1	0.9716	0.9716	0.9754	0.9691
S2	0.9666	0.9666	0.9742
S3	0.9528	0.9578	0.9729
S4	0.9390	0.9440	0.9691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9890	0.9680	0.0210	2.1%	0.0086	0.9%	46%	False	True	2,370
10	1.0050	0.9680	0.0370	3.8%	0.0075	0.8%	26%	False	True	1,965
20	1.0250	0.9680	0.0570	5.8%	0.0074	0.8%	17%	False	True	1,160
40	1.0358	0.9680	0.0678	6.9%	0.0065	0.7%	14%	False	True	631
60	1.0358	0.9680	0.0678	6.9%	0.0067	0.7%	14%	False	True	450
80	1.0361	0.9680	0.0681	7.0%	0.0055	0.6%	14%	False	True	338
100	1.0398	0.9680	0.0718	7.3%	0.0048	0.5%	13%	False	True	272
120	1.0632	0.9680	0.0952	9.7%	0.0045	0.5%	10%	False	True	228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0378
2.618	1.0161
1.618	1.0028
1.000	0.9946
0.618	0.9895
HIGH	0.9813
0.618	0.9762
0.500	0.9747
0.382	0.9731
LOW	0.9680
0.618	0.9598
1.000	0.9547
1.618	0.9465
2.618	0.9332
4.250	0.9115

Fisher Pivots for day following 03-Dec-2013
Pivot	1 day	3 day
R1	0.9766	0.9767
PP	0.9756	0.9757
S1	0.9747	0.9748

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These figures are updated between 7pm and 10pm EST after a trading day.

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