CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	0.9864	0.9786	-0.0078	-0.8%	0.9758
High	0.9865	0.9797	-0.0068	-0.7%	0.9851
Low	0.9782	0.9757	-0.0025	-0.3%	0.9746
Close	0.9785	0.9779	-0.0006	-0.1%	0.9830
Range	0.0083	0.0040	-0.0043	-51.8%	0.0105
ATR	0.0073	0.0070	-0.0002	-3.2%	0.0000
Volume	3,496	3,327	-169	-4.8%	7,178

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9898	0.9878	0.9801
R3	0.9858	0.9838	0.9790
R2	0.9818	0.9818	0.9786
R1	0.9798	0.9798	0.9783	0.9788
PP	0.9778	0.9778	0.9778	0.9773
S1	0.9758	0.9758	0.9775	0.9748
S2	0.9738	0.9738	0.9772
S3	0.9698	0.9718	0.9768
S4	0.9658	0.9678	0.9757

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0124	1.0082	0.9888
R3	1.0019	0.9977	0.9859
R2	0.9914	0.9914	0.9849
R1	0.9872	0.9872	0.9840	0.9893
PP	0.9809	0.9809	0.9809	0.9820
S1	0.9767	0.9767	0.9820	0.9788
S2	0.9704	0.9704	0.9811
S3	0.9599	0.9662	0.9801
S4	0.9494	0.9557	0.9772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9889	0.9757	0.0132	1.3%	0.0064	0.7%	17%	False	True	2,864
10	0.9889	0.9731	0.0158	1.6%	0.0061	0.6%	30%	False	False	1,746
20	0.9925	0.9731	0.0194	2.0%	0.0069	0.7%	25%	False	False	1,115
40	0.9930	0.9512	0.0418	4.3%	0.0075	0.8%	64%	False	False	657
60	0.9930	0.9495	0.0435	4.4%	0.0067	0.7%	65%	False	False	462
80	1.0232	0.9495	0.0737	7.5%	0.0057	0.6%	39%	False	False	348
100	1.0293	0.9495	0.0798	8.2%	0.0046	0.5%	36%	False	False	279
120	1.0343	0.9495	0.0848	8.7%	0.0039	0.4%	33%	False	False	233

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9967
2.618	0.9902
1.618	0.9862
1.000	0.9837
0.618	0.9822
HIGH	0.9797
0.618	0.9782
0.500	0.9777
0.382	0.9772
LOW	0.9757
0.618	0.9732
1.000	0.9717
1.618	0.9692
2.618	0.9652
4.250	0.9587

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	0.9778	0.9823
PP	0.9778	0.9808
S1	0.9777	0.9794

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

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