CME Japanese Yen Future September 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	0.9695	0.9635	-0.0060	-0.6%	0.9771
High	0.9695	0.9654	-0.0041	-0.4%	0.9839
Low	0.9647	0.9635	-0.0012	-0.1%	0.9720
Close	0.9651	0.9645	-0.0006	-0.1%	0.9736
Range	0.0048	0.0019	-0.0029	-60.4%	0.0119
ATR	0.0051	0.0049	-0.0002	-4.5%	0.0000
Volume	148	81	-67	-45.3%	322

Daily Pivots for day following 02-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9702	0.9692	0.9655
R3	0.9683	0.9673	0.9650
R2	0.9664	0.9664	0.9648
R1	0.9654	0.9654	0.9647	0.9659
PP	0.9645	0.9645	0.9645	0.9647
S1	0.9635	0.9635	0.9643	0.9640
S2	0.9626	0.9626	0.9642
S3	0.9607	0.9616	0.9640
S4	0.9588	0.9597	0.9635

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0122	1.0048	0.9801
R3	1.0003	0.9929	0.9769
R2	0.9884	0.9884	0.9758
R1	0.9810	0.9810	0.9747	0.9788
PP	0.9765	0.9765	0.9765	0.9754
S1	0.9691	0.9691	0.9725	0.9669
S2	0.9646	0.9646	0.9714
S3	0.9527	0.9572	0.9703
S4	0.9408	0.9453	0.9671

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9839	0.9635	0.0204	2.1%	0.0051	0.5%	5%	False	True	106
10	0.9839	0.9635	0.0204	2.1%	0.0043	0.4%	5%	False	True	92
20	0.9892	0.9635	0.0257	2.7%	0.0045	0.5%	4%	False	True	55
40	0.9892	0.9635	0.0257	2.7%	0.0036	0.4%	4%	False	True	30
60	0.9931	0.9555	0.0376	3.9%	0.0029	0.3%	24%	False	False	20
80	0.9931	0.9515	0.0416	4.3%	0.0025	0.3%	31%	False	False	16
100	1.0241	0.9515	0.0726	7.5%	0.0022	0.2%	18%	False	False	13

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	0.0007
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9735
2.618	0.9704
1.618	0.9685
1.000	0.9673
0.618	0.9666
HIGH	0.9654
0.618	0.9647
0.500	0.9645
0.382	0.9642
LOW	0.9635
0.618	0.9623
1.000	0.9616
1.618	0.9604
2.618	0.9585
4.250	0.9554

Fisher Pivots for day following 02-Apr-2014
Pivot	1 day	3 day
R1	0.9645	0.9679
PP	0.9645	0.9668
S1	0.9645	0.9656

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

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