CME Japanese Yen Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jan-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jan-2014 | 
                    31-Jan-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9786 | 
                        0.9750 | 
                        -0.0036 | 
                        -0.4% | 
                        0.9805 | 
                     
                    
                        | High | 
                        0.9797 | 
                        0.9808 | 
                        0.0011 | 
                        0.1% | 
                        0.9826 | 
                     
                    
                        | Low | 
                        0.9730 | 
                        0.9739 | 
                        0.0009 | 
                        0.1% | 
                        0.9680 | 
                     
                    
                        | Close | 
                        0.9743 | 
                        0.9780 | 
                        0.0037 | 
                        0.4% | 
                        0.9780 | 
                     
                    
                        | Range | 
                        0.0067 | 
                        0.0069 | 
                        0.0002 | 
                        3.0% | 
                        0.0146 | 
                     
                    
                        | ATR | 
                        0.0078 | 
                        0.0077 | 
                        -0.0001 | 
                        -0.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        331 | 
                        95 | 
                        -236 | 
                        -71.3% | 
                        1,455 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9983 | 
                0.9950 | 
                0.9818 | 
                 | 
             
            
                | R3 | 
                0.9914 | 
                0.9881 | 
                0.9799 | 
                 | 
             
            
                | R2 | 
                0.9845 | 
                0.9845 | 
                0.9793 | 
                 | 
             
            
                | R1 | 
                0.9812 | 
                0.9812 | 
                0.9786 | 
                0.9829 | 
             
            
                | PP | 
                0.9776 | 
                0.9776 | 
                0.9776 | 
                0.9784 | 
             
            
                | S1 | 
                0.9743 | 
                0.9743 | 
                0.9774 | 
                0.9760 | 
             
            
                | S2 | 
                0.9707 | 
                0.9707 | 
                0.9767 | 
                 | 
             
            
                | S3 | 
                0.9638 | 
                0.9674 | 
                0.9761 | 
                 | 
             
            
                | S4 | 
                0.9569 | 
                0.9605 | 
                0.9742 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0200 | 
                1.0136 | 
                0.9860 | 
                 | 
             
            
                | R3 | 
                1.0054 | 
                0.9990 | 
                0.9820 | 
                 | 
             
            
                | R2 | 
                0.9908 | 
                0.9908 | 
                0.9807 | 
                 | 
             
            
                | R1 | 
                0.9844 | 
                0.9844 | 
                0.9793 | 
                0.9803 | 
             
            
                | PP | 
                0.9762 | 
                0.9762 | 
                0.9762 | 
                0.9742 | 
             
            
                | S1 | 
                0.9698 | 
                0.9698 | 
                0.9767 | 
                0.9657 | 
             
            
                | S2 | 
                0.9616 | 
                0.9616 | 
                0.9753 | 
                 | 
             
            
                | S3 | 
                0.9470 | 
                0.9552 | 
                0.9740 | 
                 | 
             
            
                | S4 | 
                0.9324 | 
                0.9406 | 
                0.9700 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.9826 | 
                0.9680 | 
                0.0146 | 
                1.5% | 
                0.0084 | 
                0.9% | 
                68% | 
                False | 
                False | 
                291 | 
                 
                
                | 10 | 
                0.9826 | 
                0.9548 | 
                0.0278 | 
                2.8% | 
                0.0088 | 
                0.9% | 
                83% | 
                False | 
                False | 
                239 | 
                 
                
                | 20 | 
                0.9826 | 
                0.9512 | 
                0.0314 | 
                3.2% | 
                0.0077 | 
                0.8% | 
                85% | 
                False | 
                False | 
                189 | 
                 
                
                | 40 | 
                0.9846 | 
                0.9495 | 
                0.0351 | 
                3.6% | 
                0.0062 | 
                0.6% | 
                81% | 
                False | 
                False | 
                124 | 
                 
                
                | 60 | 
                1.0232 | 
                0.9495 | 
                0.0737 | 
                7.5% | 
                0.0049 | 
                0.5% | 
                39% | 
                False | 
                False | 
                84 | 
                 
                
                | 80 | 
                1.0336 | 
                0.9495 | 
                0.0841 | 
                8.6% | 
                0.0038 | 
                0.4% | 
                34% | 
                False | 
                False | 
                64 | 
                 
                
                | 100 | 
                1.0343 | 
                0.9495 | 
                0.0848 | 
                8.7% | 
                0.0030 | 
                0.3% | 
                34% | 
                False | 
                False | 
                52 | 
                 
                
                | 120 | 
                1.0372 | 
                0.9495 | 
                0.0877 | 
                9.0% | 
                0.0026 | 
                0.3% | 
                32% | 
                False | 
                False | 
                45 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0101 | 
         
        
            | 
2.618             | 
            0.9989 | 
         
        
            | 
1.618             | 
            0.9920 | 
         
        
            | 
1.000             | 
            0.9877 | 
         
        
            | 
0.618             | 
            0.9851 | 
         
        
            | 
HIGH             | 
            0.9808 | 
         
        
            | 
0.618             | 
            0.9782 | 
         
        
            | 
0.500             | 
            0.9774 | 
         
        
            | 
0.382             | 
            0.9765 | 
         
        
            | 
LOW             | 
            0.9739 | 
         
        
            | 
0.618             | 
            0.9696 | 
         
        
            | 
1.000             | 
            0.9670 | 
         
        
            | 
1.618             | 
            0.9627 | 
         
        
            | 
2.618             | 
            0.9558 | 
         
        
            | 
4.250             | 
            0.9446 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jan-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9778 | 
                                0.9771 | 
                             
                            
                                | PP | 
                                0.9776 | 
                                0.9762 | 
                             
                            
                                | S1 | 
                                0.9774 | 
                                0.9753 | 
                             
             
         |