CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	0.9783	0.9803	0.0020	0.2%	0.9867
High	0.9820	0.9836	0.0016	0.2%	0.9881
Low	0.9750	0.9766	0.0016	0.2%	0.9742
Close	0.9802	0.9791	-0.0011	-0.1%	0.9787
Range	0.0070	0.0070	0.0000	0.0%	0.0139
ATR	0.0068	0.0068	0.0000	0.2%	0.0000
Volume	109,819	139,488	29,669	27.0%	576,728

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0008	0.9969	0.9830
R3	0.9938	0.9899	0.9810
R2	0.9868	0.9868	0.9804
R1	0.9829	0.9829	0.9797	0.9814
PP	0.9798	0.9798	0.9798	0.9790
S1	0.9759	0.9759	0.9785	0.9744
S2	0.9728	0.9728	0.9778
S3	0.9658	0.9689	0.9772
S4	0.9588	0.9619	0.9753

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0220	1.0143	0.9863
R3	1.0081	1.0004	0.9825
R2	0.9942	0.9942	0.9812
R1	0.9865	0.9865	0.9800	0.9834
PP	0.9803	0.9803	0.9803	0.9788
S1	0.9726	0.9726	0.9774	0.9695
S2	0.9664	0.9664	0.9762
S3	0.9525	0.9587	0.9749
S4	0.9386	0.9448	0.9711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9836	0.9746	0.0090	0.9%	0.0054	0.6%	50%	True	False	109,231
10	0.9886	0.9742	0.0144	1.5%	0.0063	0.6%	34%	False	False	124,028
20	0.9889	0.9641	0.0248	2.5%	0.0069	0.7%	60%	False	False	77,877
40	0.9930	0.9641	0.0289	3.0%	0.0072	0.7%	52%	False	False	39,217
60	0.9930	0.9504	0.0426	4.4%	0.0073	0.7%	67%	False	False	26,202
80	0.9930	0.9495	0.0435	4.4%	0.0066	0.7%	68%	False	False	19,665
100	1.0232	0.9495	0.0737	7.5%	0.0057	0.6%	40%	False	False	15,733
120	1.0343	0.9495	0.0848	8.7%	0.0048	0.5%	35%	False	False	13,111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.0015

Fibonacci Retracements and Extensions
4.250	1.0134
2.618	1.0019
1.618	0.9949
1.000	0.9906
0.618	0.9879
HIGH	0.9836
0.618	0.9809
0.500	0.9801
0.382	0.9793
LOW	0.9766
0.618	0.9723
1.000	0.9696
1.618	0.9653
2.618	0.9583
4.250	0.9469

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	0.9801	0.9793
PP	0.9798	0.9792
S1	0.9794	0.9792

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

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