CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	0.9683	0.9786	0.0103	1.1%	0.9597
High	0.9826	0.9797	-0.0029	-0.3%	0.9812
Low	0.9680	0.9730	0.0050	0.5%	0.9548
Close	0.9809	0.9743	-0.0066	-0.7%	0.9782
Range	0.0146	0.0067	-0.0079	-54.1%	0.0264
ATR	0.0078	0.0078	0.0000	0.1%	0.0000
Volume	117	331	214	182.9%	874

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9958	0.9917	0.9780
R3	0.9891	0.9850	0.9761
R2	0.9824	0.9824	0.9755
R1	0.9783	0.9783	0.9749	0.9770
PP	0.9757	0.9757	0.9757	0.9750
S1	0.9716	0.9716	0.9737	0.9703
S2	0.9690	0.9690	0.9731
S3	0.9623	0.9649	0.9725
S4	0.9556	0.9582	0.9706

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0506	1.0408	0.9927
R3	1.0242	1.0144	0.9855
R2	0.9978	0.9978	0.9830
R1	0.9880	0.9880	0.9806	0.9929
PP	0.9714	0.9714	0.9714	0.9739
S1	0.9616	0.9616	0.9758	0.9665
S2	0.9450	0.9450	0.9734
S3	0.9186	0.9352	0.9709
S4	0.8922	0.9088	0.9637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9826	0.9662	0.0164	1.7%	0.0100	1.0%	49%	False	False	386
10	0.9826	0.9548	0.0278	2.9%	0.0086	0.9%	70%	False	False	241
20	0.9826	0.9504	0.0322	3.3%	0.0077	0.8%	74%	False	False	188
40	0.9846	0.9495	0.0351	3.6%	0.0061	0.6%	71%	False	False	122
60	1.0232	0.9495	0.0737	7.6%	0.0048	0.5%	34%	False	False	82
80	1.0343	0.9495	0.0848	8.7%	0.0037	0.4%	29%	False	False	62
100	1.0343	0.9495	0.0848	8.7%	0.0029	0.3%	29%	False	False	51
120	1.0410	0.9495	0.0915	9.4%	0.0026	0.3%	27%	False	False	44

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0082
2.618	0.9972
1.618	0.9905
1.000	0.9864
0.618	0.9838
HIGH	0.9797
0.618	0.9771
0.500	0.9764
0.382	0.9756
LOW	0.9730
0.618	0.9689
1.000	0.9663
1.618	0.9622
2.618	0.9555
4.250	0.9445

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	0.9764	0.9753
PP	0.9757	0.9750
S1	0.9750	0.9746

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

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