CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	0.9859	0.9781	-0.0078	-0.8%	0.9752
High	0.9862	0.9793	-0.0069	-0.7%	0.9848
Low	0.9776	0.9752	-0.0024	-0.2%	0.9740
Close	0.9780	0.9774	-0.0006	-0.1%	0.9825
Range	0.0086	0.0041	-0.0045	-52.3%	0.0108
ATR	0.0077	0.0074	-0.0003	-3.3%	0.0000
Volume	137,063	111,597	-25,466	-18.6%	649,920

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9896	0.9876	0.9797
R3	0.9855	0.9835	0.9785
R2	0.9814	0.9814	0.9782
R1	0.9794	0.9794	0.9778	0.9784
PP	0.9773	0.9773	0.9773	0.9768
S1	0.9753	0.9753	0.9770	0.9743
S2	0.9732	0.9732	0.9766
S3	0.9691	0.9712	0.9763
S4	0.9650	0.9671	0.9751

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0128	1.0085	0.9884
R3	1.0020	0.9977	0.9855
R2	0.9912	0.9912	0.9845
R1	0.9869	0.9869	0.9835	0.9891
PP	0.9804	0.9804	0.9804	0.9815
S1	0.9761	0.9761	0.9815	0.9783
S2	0.9696	0.9696	0.9805
S3	0.9588	0.9653	0.9795
S4	0.9480	0.9545	0.9766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9882	0.9752	0.0130	1.3%	0.0062	0.6%	17%	False	True	145,653
10	0.9882	0.9725	0.0157	1.6%	0.0060	0.6%	31%	False	False	131,214
20	0.9923	0.9725	0.0198	2.0%	0.0071	0.7%	25%	False	False	139,782
40	0.9927	0.9490	0.0437	4.5%	0.0083	0.9%	65%	False	False	156,442
60	0.9927	0.9486	0.0441	4.5%	0.0080	0.8%	65%	False	False	132,323
80	1.0250	0.9486	0.0764	7.8%	0.0080	0.8%	38%	False	False	99,687
100	1.0318	0.9486	0.0832	8.5%	0.0075	0.8%	35%	False	False	79,769
120	1.0358	0.9486	0.0872	8.9%	0.0074	0.8%	33%	False	False	66,493

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9967
2.618	0.9900
1.618	0.9859
1.000	0.9834
0.618	0.9818
HIGH	0.9793
0.618	0.9777
0.500	0.9773
0.382	0.9768
LOW	0.9752
0.618	0.9727
1.000	0.9711
1.618	0.9686
2.618	0.9645
4.250	0.9578

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	0.9774	0.9817
PP	0.9773	0.9803
S1	0.9773	0.9788

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

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