CME Japanese Yen Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Nov-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Nov-2013 | 
                    21-Nov-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0005 | 
                        0.9977 | 
                        -0.0028 | 
                        -0.3% | 
                        1.0103 | 
                     
                    
                        | High | 
                        1.0005 | 
                        0.9977 | 
                        -0.0028 | 
                        -0.3% | 
                        1.0103 | 
                     
                    
                        | Low | 
                        1.0005 | 
                        0.9904 | 
                        -0.0101 | 
                        -1.0% | 
                        0.9992 | 
                     
                    
                        | Close | 
                        1.0005 | 
                        0.9904 | 
                        -0.0101 | 
                        -1.0% | 
                        0.9992 | 
                     
                    
                        | Range | 
                        0.0000 | 
                        0.0073 | 
                        0.0073 | 
                         | 
                        0.0111 | 
                     
                    
                        | ATR | 
                        0.0039 | 
                        0.0043 | 
                        0.0004 | 
                        11.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        16 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Nov-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0147 | 
                1.0099 | 
                0.9944 | 
                 | 
             
            
                | R3 | 
                1.0074 | 
                1.0026 | 
                0.9924 | 
                 | 
             
            
                | R2 | 
                1.0001 | 
                1.0001 | 
                0.9917 | 
                 | 
             
            
                | R1 | 
                0.9953 | 
                0.9953 | 
                0.9911 | 
                0.9941 | 
             
            
                | PP | 
                0.9928 | 
                0.9928 | 
                0.9928 | 
                0.9922 | 
             
            
                | S1 | 
                0.9880 | 
                0.9880 | 
                0.9897 | 
                0.9868 | 
             
            
                | S2 | 
                0.9855 | 
                0.9855 | 
                0.9891 | 
                 | 
             
            
                | S3 | 
                0.9782 | 
                0.9807 | 
                0.9884 | 
                 | 
             
            
                | S4 | 
                0.9709 | 
                0.9734 | 
                0.9864 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Nov-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0362 | 
                1.0288 | 
                1.0053 | 
                 | 
             
            
                | R3 | 
                1.0251 | 
                1.0177 | 
                1.0023 | 
                 | 
             
            
                | R2 | 
                1.0140 | 
                1.0140 | 
                1.0012 | 
                 | 
             
            
                | R1 | 
                1.0066 | 
                1.0066 | 
                1.0002 | 
                1.0048 | 
             
            
                | PP | 
                1.0029 | 
                1.0029 | 
                1.0029 | 
                1.0020 | 
             
            
                | S1 | 
                0.9955 | 
                0.9955 | 
                0.9982 | 
                0.9937 | 
             
            
                | S2 | 
                0.9918 | 
                0.9918 | 
                0.9972 | 
                 | 
             
            
                | S3 | 
                0.9807 | 
                0.9844 | 
                0.9961 | 
                 | 
             
            
                | S4 | 
                0.9696 | 
                0.9733 | 
                0.9931 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.0050 | 
                0.9904 | 
                0.0146 | 
                1.5% | 
                0.0029 | 
                0.3% | 
                0% | 
                False | 
                True | 
                1 | 
                 
                
                | 10 | 
                1.0103 | 
                0.9904 | 
                0.0199 | 
                2.0% | 
                0.0016 | 
                0.2% | 
                0% | 
                False | 
                True | 
                2 | 
                 
                
                | 20 | 
                1.0289 | 
                0.9904 | 
                0.0385 | 
                3.9% | 
                0.0014 | 
                0.1% | 
                0% | 
                False | 
                True | 
                2 | 
                 
                
                | 40 | 
                1.0343 | 
                0.9904 | 
                0.0439 | 
                4.4% | 
                0.0009 | 
                0.1% | 
                0% | 
                False | 
                True | 
                3 | 
                 
                
                | 60 | 
                1.0343 | 
                0.9904 | 
                0.0439 | 
                4.4% | 
                0.0007 | 
                0.1% | 
                0% | 
                False | 
                True | 
                4 | 
                 
                
                | 80 | 
                1.0410 | 
                0.9904 | 
                0.0506 | 
                5.1% | 
                0.0006 | 
                0.1% | 
                0% | 
                False | 
                True | 
                6 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0287 | 
         
        
            | 
2.618             | 
            1.0168 | 
         
        
            | 
1.618             | 
            1.0095 | 
         
        
            | 
1.000             | 
            1.0050 | 
         
        
            | 
0.618             | 
            1.0022 | 
         
        
            | 
HIGH             | 
            0.9977 | 
         
        
            | 
0.618             | 
            0.9949 | 
         
        
            | 
0.500             | 
            0.9941 | 
         
        
            | 
0.382             | 
            0.9932 | 
         
        
            | 
LOW             | 
            0.9904 | 
         
        
            | 
0.618             | 
            0.9859 | 
         
        
            | 
1.000             | 
            0.9831 | 
         
        
            | 
1.618             | 
            0.9786 | 
         
        
            | 
2.618             | 
            0.9713 | 
         
        
            | 
4.250             | 
            0.9594 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Nov-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9941 | 
                                0.9977 | 
                             
                            
                                | PP | 
                                0.9928 | 
                                0.9953 | 
                             
                            
                                | S1 | 
                                0.9916 | 
                                0.9928 | 
                             
             
         |