CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 11-Dec-2013

Day Change Summary
	Previous	Current
	10-Dec-2013	11-Dec-2013	Change	Change %	Previous Week
Open	0.9687	0.9726	0.0039	0.4%	0.9757
High	0.9754	0.9796	0.0042	0.4%	0.9845
Low	0.9678	0.9720	0.0042	0.4%	0.9680
Close	0.9741	0.9754	0.0013	0.1%	0.9723
Range	0.0076	0.0076	0.0000	0.0%	0.0165
ATR	0.0076	0.0076	0.0000	0.0%	0.0000
Volume	47,946	101,494	53,548	111.7%	57,737

Daily Pivots for day following 11-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9985	0.9945	0.9796
R3	0.9909	0.9869	0.9775
R2	0.9833	0.9833	0.9768
R1	0.9793	0.9793	0.9761	0.9813
PP	0.9757	0.9757	0.9757	0.9767
S1	0.9717	0.9717	0.9747	0.9737
S2	0.9681	0.9681	0.9740
S3	0.9605	0.9641	0.9733
S4	0.9529	0.9565	0.9712

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0244	1.0149	0.9814
R3	1.0079	0.9984	0.9768
R2	0.9914	0.9914	0.9753
R1	0.9819	0.9819	0.9738	0.9784
PP	0.9749	0.9749	0.9749	0.9732
S1	0.9654	0.9654	0.9708	0.9619
S2	0.9584	0.9584	0.9693
S3	0.9419	0.9489	0.9678
S4	0.9254	0.9324	0.9632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9845	0.9678	0.0167	1.7%	0.0078	0.8%	46%	False	False	41,474
10	0.9883	0.9678	0.0205	2.1%	0.0087	0.9%	37%	False	False	22,401
20	1.0106	0.9678	0.0428	4.4%	0.0075	0.8%	18%	False	False	11,723
40	1.0318	0.9678	0.0640	6.6%	0.0069	0.7%	12%	False	False	5,940
60	1.0358	0.9678	0.0680	7.0%	0.0070	0.7%	11%	False	False	4,004
80	1.0358	0.9678	0.0680	7.0%	0.0061	0.6%	11%	False	False	3,005
100	1.0398	0.9678	0.0720	7.4%	0.0051	0.5%	11%	False	False	2,405
120	1.0398	0.9678	0.0720	7.4%	0.0047	0.5%	11%	False	False	2,005

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	1.0119
2.618	0.9995
1.618	0.9919
1.000	0.9872
0.618	0.9843
HIGH	0.9796
0.618	0.9767
0.500	0.9758
0.382	0.9749
LOW	0.9720
0.618	0.9673
1.000	0.9644
1.618	0.9597
2.618	0.9521
4.250	0.9397

Fisher Pivots for day following 11-Dec-2013
Pivot	1 day	3 day
R1	0.9758	0.9748
PP	0.9757	0.9743
S1	0.9755	0.9737

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

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