CME Japanese Yen Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Dec-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Dec-2013 | 
                    20-Dec-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9598 | 
                        0.9588 | 
                        -0.0010 | 
                        -0.1% | 
                        0.9733 | 
                     
                    
                        | High | 
                        0.9625 | 
                        0.9624 | 
                        -0.0001 | 
                        0.0% | 
                        0.9770 | 
                     
                    
                        | Low | 
                        0.9596 | 
                        0.9568 | 
                        -0.0028 | 
                        -0.3% | 
                        0.9568 | 
                     
                    
                        | Close | 
                        0.9611 | 
                        0.9622 | 
                        0.0011 | 
                        0.1% | 
                        0.9622 | 
                     
                    
                        | Range | 
                        0.0029 | 
                        0.0056 | 
                        0.0027 | 
                        93.1% | 
                        0.0202 | 
                     
                    
                        | ATR | 
                        0.0059 | 
                        0.0059 | 
                        0.0000 | 
                        -0.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        108 | 
                        181 | 
                        73 | 
                        67.6% | 
                        688 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9773 | 
                0.9753 | 
                0.9653 | 
                 | 
             
            
                | R3 | 
                0.9717 | 
                0.9697 | 
                0.9637 | 
                 | 
             
            
                | R2 | 
                0.9661 | 
                0.9661 | 
                0.9632 | 
                 | 
             
            
                | R1 | 
                0.9641 | 
                0.9641 | 
                0.9627 | 
                0.9651 | 
             
            
                | PP | 
                0.9605 | 
                0.9605 | 
                0.9605 | 
                0.9610 | 
             
            
                | S1 | 
                0.9585 | 
                0.9585 | 
                0.9617 | 
                0.9595 | 
             
            
                | S2 | 
                0.9549 | 
                0.9549 | 
                0.9612 | 
                 | 
             
            
                | S3 | 
                0.9493 | 
                0.9529 | 
                0.9607 | 
                 | 
             
            
                | S4 | 
                0.9437 | 
                0.9473 | 
                0.9591 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0259 | 
                1.0143 | 
                0.9733 | 
                 | 
             
            
                | R3 | 
                1.0057 | 
                0.9941 | 
                0.9678 | 
                 | 
             
            
                | R2 | 
                0.9855 | 
                0.9855 | 
                0.9659 | 
                 | 
             
            
                | R1 | 
                0.9739 | 
                0.9739 | 
                0.9641 | 
                0.9696 | 
             
            
                | PP | 
                0.9653 | 
                0.9653 | 
                0.9653 | 
                0.9632 | 
             
            
                | S1 | 
                0.9537 | 
                0.9537 | 
                0.9603 | 
                0.9494 | 
             
            
                | S2 | 
                0.9451 | 
                0.9451 | 
                0.9585 | 
                 | 
             
            
                | S3 | 
                0.9249 | 
                0.9335 | 
                0.9566 | 
                 | 
             
            
                | S4 | 
                0.9047 | 
                0.9133 | 
                0.9511 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.9770 | 
                0.9568 | 
                0.0202 | 
                2.1% | 
                0.0059 | 
                0.6% | 
                27% | 
                False | 
                True | 
                137 | 
                 
                
                | 10 | 
                0.9788 | 
                0.9568 | 
                0.0220 | 
                2.3% | 
                0.0054 | 
                0.6% | 
                25% | 
                False | 
                True | 
                86 | 
                 
                
                | 20 | 
                0.9902 | 
                0.9568 | 
                0.0334 | 
                3.5% | 
                0.0046 | 
                0.5% | 
                16% | 
                False | 
                True | 
                47 | 
                 
                
                | 40 | 
                1.0289 | 
                0.9568 | 
                0.0721 | 
                7.5% | 
                0.0030 | 
                0.3% | 
                7% | 
                False | 
                True | 
                24 | 
                 
                
                | 60 | 
                1.0343 | 
                0.9568 | 
                0.0775 | 
                8.1% | 
                0.0021 | 
                0.2% | 
                7% | 
                False | 
                True | 
                17 | 
                 
                
                | 80 | 
                1.0343 | 
                0.9568 | 
                0.0775 | 
                8.1% | 
                0.0017 | 
                0.2% | 
                7% | 
                False | 
                True | 
                14 | 
                 
                
                | 100 | 
                1.0410 | 
                0.9568 | 
                0.0842 | 
                8.8% | 
                0.0014 | 
                0.1% | 
                6% | 
                False | 
                True | 
                14 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.9862 | 
         
        
            | 
2.618             | 
            0.9771 | 
         
        
            | 
1.618             | 
            0.9715 | 
         
        
            | 
1.000             | 
            0.9680 | 
         
        
            | 
0.618             | 
            0.9659 | 
         
        
            | 
HIGH             | 
            0.9624 | 
         
        
            | 
0.618             | 
            0.9603 | 
         
        
            | 
0.500             | 
            0.9596 | 
         
        
            | 
0.382             | 
            0.9589 | 
         
        
            | 
LOW             | 
            0.9568 | 
         
        
            | 
0.618             | 
            0.9533 | 
         
        
            | 
1.000             | 
            0.9512 | 
         
        
            | 
1.618             | 
            0.9477 | 
         
        
            | 
2.618             | 
            0.9421 | 
         
        
            | 
4.250             | 
            0.9330 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Dec-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9613 | 
                                0.9669 | 
                             
                            
                                | PP | 
                                0.9605 | 
                                0.9653 | 
                             
                            
                                | S1 | 
                                0.9596 | 
                                0.9638 | 
                             
             
         |