CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 04-Dec-2013

Day Change Summary
	Previous	Current
	03-Dec-2013	04-Dec-2013	Change	Change %	Previous Week
Open	0.9719	0.9771	0.0052	0.5%	0.9877
High	0.9813	0.9828	0.0015	0.2%	0.9891
Low	0.9680	0.9731	0.0051	0.5%	0.9753
Close	0.9776	0.9797	0.0021	0.2%	0.9767
Range	0.0133	0.0097	-0.0036	-27.1%	0.0138
ATR	0.0074	0.0076	0.0002	2.2%	0.0000
Volume	3,925	5,940	2,015	51.3%	8,696

Daily Pivots for day following 04-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0076	1.0034	0.9850
R3	0.9979	0.9937	0.9824
R2	0.9882	0.9882	0.9815
R1	0.9840	0.9840	0.9806	0.9861
PP	0.9785	0.9785	0.9785	0.9796
S1	0.9743	0.9743	0.9788	0.9764
S2	0.9688	0.9688	0.9779
S3	0.9591	0.9646	0.9770
S4	0.9494	0.9549	0.9744

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	0.9883	0.9680	0.0203	2.1%	0.0096	1.0%	58%	False	False	3,328
10	1.0023	0.9680	0.0343	3.5%	0.0078	0.8%	34%	False	False	2,527
20	1.0250	0.9680	0.0570	5.8%	0.0077	0.8%	21%	False	False	1,452
40	1.0318	0.9680	0.0638	6.5%	0.0066	0.7%	18%	False	False	776
60	1.0358	0.9680	0.0678	6.9%	0.0067	0.7%	17%	False	False	549
80	1.0358	0.9680	0.0678	6.9%	0.0056	0.6%	17%	False	False	413
100	1.0398	0.9680	0.0718	7.3%	0.0048	0.5%	16%	False	False	331
120	1.0565	0.9680	0.0885	9.0%	0.0045	0.5%	13%	False	False	277

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0240
2.618	1.0082
1.618	0.9985
1.000	0.9925
0.618	0.9888
HIGH	0.9828
0.618	0.9791
0.500	0.9780
0.382	0.9768
LOW	0.9731
0.618	0.9671
1.000	0.9634
1.618	0.9574
2.618	0.9477
4.250	0.9319

Fisher Pivots for day following 04-Dec-2013
Pivot	1 day	3 day
R1	0.9791	0.9783
PP	0.9785	0.9768
S1	0.9780	0.9754

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

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