CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	0.9779	0.9777	-0.0002	0.0%	0.9826
High	0.9839	0.9777	-0.0062	-0.6%	0.9864
Low	0.9770	0.9731	-0.0039	-0.4%	0.9731
Close	0.9780	0.9760	-0.0020	-0.2%	0.9760
Range	0.0069	0.0046	-0.0023	-33.3%	0.0133
ATR	0.0080	0.0078	-0.0002	-2.8%	0.0000
Volume	491	1,020	529	107.7%	3,184

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9894	0.9873	0.9785
R3	0.9848	0.9827	0.9773
R2	0.9802	0.9802	0.9768
R1	0.9781	0.9781	0.9764	0.9769
PP	0.9756	0.9756	0.9756	0.9750
S1	0.9735	0.9735	0.9756	0.9723
S2	0.9710	0.9710	0.9752
S3	0.9664	0.9689	0.9747
S4	0.9618	0.9643	0.9735

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0184	1.0105	0.9833
R3	1.0051	0.9972	0.9797
R2	0.9918	0.9918	0.9784
R1	0.9839	0.9839	0.9772	0.9812
PP	0.9785	0.9785	0.9785	0.9772
S1	0.9706	0.9706	0.9748	0.9679
S2	0.9652	0.9652	0.9736
S3	0.9519	0.9573	0.9723
S4	0.9386	0.9440	0.9687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9864	0.9731	0.0133	1.4%	0.0078	0.8%	22%	False	True	712
10	0.9864	0.9731	0.0133	1.4%	0.0072	0.7%	22%	False	True	576
20	0.9930	0.9662	0.0268	2.7%	0.0085	0.9%	37%	False	False	443
40	0.9930	0.9495	0.0435	4.5%	0.0072	0.7%	61%	False	False	271
60	0.9930	0.9495	0.0435	4.5%	0.0063	0.6%	61%	False	False	197
80	1.0255	0.9495	0.0760	7.8%	0.0051	0.5%	35%	False	False	149
100	1.0343	0.9495	0.0848	8.7%	0.0041	0.4%	31%	False	False	119
120	1.0343	0.9495	0.0848	8.7%	0.0035	0.4%	31%	False	False	100

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9973
2.618	0.9897
1.618	0.9851
1.000	0.9823
0.618	0.9805
HIGH	0.9777
0.618	0.9759
0.500	0.9754
0.382	0.9749
LOW	0.9731
0.618	0.9703
1.000	0.9685
1.618	0.9657
2.618	0.9611
4.250	0.9536

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	0.9758	0.9785
PP	0.9756	0.9777
S1	0.9754	0.9768

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

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