CME Japanese Yen Future September 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Mar-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Mar-2014 | 
                    21-Mar-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9777 | 
                        0.9800 | 
                        0.0023 | 
                        0.2% | 
                        0.9865 | 
                     
                    
                        | High | 
                        0.9790 | 
                        0.9812 | 
                        0.0022 | 
                        0.2% | 
                        0.9871 | 
                     
                    
                        | Low | 
                        0.9764 | 
                        0.9778 | 
                        0.0014 | 
                        0.1% | 
                        0.9763 | 
                     
                    
                        | Close | 
                        0.9770 | 
                        0.9792 | 
                        0.0022 | 
                        0.2% | 
                        0.9792 | 
                     
                    
                        | Range | 
                        0.0026 | 
                        0.0034 | 
                        0.0008 | 
                        30.8% | 
                        0.0108 | 
                     
                    
                        | ATR | 
                        0.0051 | 
                        0.0050 | 
                        -0.0001 | 
                        -1.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        71 | 
                        108 | 
                        37 | 
                        52.1% | 
                        204 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9896 | 
                0.9878 | 
                0.9811 | 
                 | 
             
            
                | R3 | 
                0.9862 | 
                0.9844 | 
                0.9801 | 
                 | 
             
            
                | R2 | 
                0.9828 | 
                0.9828 | 
                0.9798 | 
                 | 
             
            
                | R1 | 
                0.9810 | 
                0.9810 | 
                0.9795 | 
                0.9802 | 
             
            
                | PP | 
                0.9794 | 
                0.9794 | 
                0.9794 | 
                0.9790 | 
             
            
                | S1 | 
                0.9776 | 
                0.9776 | 
                0.9789 | 
                0.9768 | 
             
            
                | S2 | 
                0.9760 | 
                0.9760 | 
                0.9786 | 
                 | 
             
            
                | S3 | 
                0.9726 | 
                0.9742 | 
                0.9783 | 
                 | 
             
            
                | S4 | 
                0.9692 | 
                0.9708 | 
                0.9773 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0133 | 
                1.0070 | 
                0.9851 | 
                 | 
             
            
                | R3 | 
                1.0025 | 
                0.9962 | 
                0.9822 | 
                 | 
             
            
                | R2 | 
                0.9917 | 
                0.9917 | 
                0.9812 | 
                 | 
             
            
                | R1 | 
                0.9854 | 
                0.9854 | 
                0.9802 | 
                0.9832 | 
             
            
                | PP | 
                0.9809 | 
                0.9809 | 
                0.9809 | 
                0.9797 | 
             
            
                | S1 | 
                0.9746 | 
                0.9746 | 
                0.9782 | 
                0.9724 | 
             
            
                | S2 | 
                0.9701 | 
                0.9701 | 
                0.9772 | 
                 | 
             
            
                | S3 | 
                0.9593 | 
                0.9638 | 
                0.9762 | 
                 | 
             
            
                | S4 | 
                0.9485 | 
                0.9530 | 
                0.9733 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.9871 | 
                0.9763 | 
                0.0108 | 
                1.1% | 
                0.0052 | 
                0.5% | 
                27% | 
                False | 
                False | 
                40 | 
                 
                
                | 10 | 
                0.9892 | 
                0.9672 | 
                0.0220 | 
                2.2% | 
                0.0046 | 
                0.5% | 
                55% | 
                False | 
                False | 
                33 | 
                 
                
                | 20 | 
                0.9892 | 
                0.9672 | 
                0.0220 | 
                2.2% | 
                0.0035 | 
                0.4% | 
                55% | 
                False | 
                False | 
                20 | 
                 
                
                | 40 | 
                0.9931 | 
                0.9672 | 
                0.0259 | 
                2.6% | 
                0.0032 | 
                0.3% | 
                46% | 
                False | 
                False | 
                11 | 
                 
                
                | 60 | 
                0.9931 | 
                0.9515 | 
                0.0416 | 
                4.2% | 
                0.0024 | 
                0.2% | 
                67% | 
                False | 
                False | 
                8 | 
                 
                
                | 80 | 
                0.9931 | 
                0.9515 | 
                0.0416 | 
                4.2% | 
                0.0021 | 
                0.2% | 
                67% | 
                False | 
                False | 
                6 | 
                 
                
                | 100 | 
                1.0264 | 
                0.9515 | 
                0.0749 | 
                7.6% | 
                0.0018 | 
                0.2% | 
                37% | 
                False | 
                False | 
                5 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.9957 | 
         
        
            | 
2.618             | 
            0.9901 | 
         
        
            | 
1.618             | 
            0.9867 | 
         
        
            | 
1.000             | 
            0.9846 | 
         
        
            | 
0.618             | 
            0.9833 | 
         
        
            | 
HIGH             | 
            0.9812 | 
         
        
            | 
0.618             | 
            0.9799 | 
         
        
            | 
0.500             | 
            0.9795 | 
         
        
            | 
0.382             | 
            0.9791 | 
         
        
            | 
LOW             | 
            0.9778 | 
         
        
            | 
0.618             | 
            0.9757 | 
         
        
            | 
1.000             | 
            0.9744 | 
         
        
            | 
1.618             | 
            0.9723 | 
         
        
            | 
2.618             | 
            0.9689 | 
         
        
            | 
4.250             | 
            0.9634 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Mar-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9795 | 
                                0.9817 | 
                             
                            
                                | PP | 
                                0.9794 | 
                                0.9809 | 
                             
                            
                                | S1 | 
                                0.9793 | 
                                0.9800 | 
                             
             
         |