CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 02-Apr-2014

Day Change Summary
	Previous	Current
	01-Apr-2014	02-Apr-2014	Change	Change %	Previous Week
Open	0.9690	0.9648	-0.0042	-0.4%	0.9785
High	0.9704	0.9657	-0.0047	-0.5%	0.9836
Low	0.9643	0.9624	-0.0019	-0.2%	0.9714
Close	0.9646	0.9640	-0.0006	-0.1%	0.9731
Range	0.0061	0.0033	-0.0028	-45.9%	0.0122
ATR	0.0068	0.0066	-0.0003	-3.7%	0.0000
Volume	102,711	96,543	-6,168	-6.0%	600,807

Daily Pivots for day following 02-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9739	0.9723	0.9658
R3	0.9706	0.9690	0.9649
R2	0.9673	0.9673	0.9646
R1	0.9657	0.9657	0.9643	0.9649
PP	0.9640	0.9640	0.9640	0.9636
S1	0.9624	0.9624	0.9637	0.9616
S2	0.9607	0.9607	0.9634
S3	0.9574	0.9591	0.9631
S4	0.9541	0.9558	0.9622

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0126	1.0051	0.9798
R3	1.0004	0.9929	0.9765
R2	0.9882	0.9882	0.9753
R1	0.9807	0.9807	0.9742	0.9784
PP	0.9760	0.9760	0.9760	0.9749
S1	0.9685	0.9685	0.9720	0.9662
S2	0.9638	0.9638	0.9709
S3	0.9516	0.9563	0.9697
S4	0.9394	0.9441	0.9664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9836	0.9624	0.0212	2.2%	0.0063	0.7%	8%	False	True	121,766
10	0.9836	0.9624	0.0212	2.2%	0.0055	0.6%	8%	False	True	112,824
20	0.9886	0.9624	0.0262	2.7%	0.0068	0.7%	6%	False	True	100,741
40	0.9925	0.9624	0.0301	3.1%	0.0069	0.7%	5%	False	True	50,928
60	0.9930	0.9512	0.0418	4.3%	0.0073	0.8%	31%	False	False	34,018
80	0.9930	0.9495	0.0435	4.5%	0.0067	0.7%	33%	False	False	25,532
100	1.0232	0.9495	0.0737	7.6%	0.0059	0.6%	20%	False	False	20,426
120	1.0293	0.9495	0.0798	8.3%	0.0050	0.5%	18%	False	False	17,022

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	0.0015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9797
2.618	0.9743
1.618	0.9710
1.000	0.9690
0.618	0.9677
HIGH	0.9657
0.618	0.9644
0.500	0.9641
0.382	0.9637
LOW	0.9624
0.618	0.9604
1.000	0.9591
1.618	0.9571
2.618	0.9538
4.250	0.9484

Fisher Pivots for day following 02-Apr-2014
Pivot	1 day	3 day
R1	0.9641	0.9678
PP	0.9640	0.9665
S1	0.9640	0.9653

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

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