CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 16-Apr-2014

Day Change Summary
	Previous	Current
	15-Apr-2014	16-Apr-2014	Change	Change %	Previous Week
Open	0.9828	0.9808	-0.0020	-0.2%	0.9687
High	0.9853	0.9808	-0.0045	-0.5%	0.9875
Low	0.9818	0.9781	-0.0037	-0.4%	0.9685
Close	0.9829	0.9787	-0.0042	-0.4%	0.9853
Range	0.0035	0.0027	-0.0008	-22.9%	0.0190
ATR	0.0054	0.0053	0.0000	-0.7%	0.0000
Volume	480	109	-371	-77.3%	944

Daily Pivots for day following 16-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9873	0.9857	0.9802
R3	0.9846	0.9830	0.9794
R2	0.9819	0.9819	0.9792
R1	0.9803	0.9803	0.9789	0.9798
PP	0.9792	0.9792	0.9792	0.9789
S1	0.9776	0.9776	0.9785	0.9771
S2	0.9765	0.9765	0.9782
S3	0.9738	0.9749	0.9780
S4	0.9711	0.9722	0.9772

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0374	1.0304	0.9958
R3	1.0184	1.0114	0.9905
R2	0.9994	0.9994	0.9888
R1	0.9924	0.9924	0.9870	0.9959
PP	0.9804	0.9804	0.9804	0.9822
S1	0.9734	0.9734	0.9836	0.9769
S2	0.9614	0.9614	0.9818
S3	0.9424	0.9544	0.9801
S4	0.9234	0.9354	0.9749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9875	0.9781	0.0094	1.0%	0.0045	0.5%	6%	False	True	188
10	0.9875	0.9595	0.0280	2.9%	0.0054	0.6%	69%	False	False	185
20	0.9875	0.9595	0.0280	2.9%	0.0049	0.5%	69%	False	False	138
40	0.9892	0.9595	0.0297	3.0%	0.0043	0.4%	65%	False	False	75
60	0.9931	0.9592	0.0339	3.5%	0.0037	0.4%	58%	False	False	51
80	0.9931	0.9515	0.0416	4.3%	0.0029	0.3%	65%	False	False	38
100	0.9931	0.9515	0.0416	4.3%	0.0026	0.3%	65%	False	False	31

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	0.0005
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9923
2.618	0.9879
1.618	0.9852
1.000	0.9835
0.618	0.9825
HIGH	0.9808
0.618	0.9798
0.500	0.9795
0.382	0.9791
LOW	0.9781
0.618	0.9764
1.000	0.9754
1.618	0.9737
2.618	0.9710
4.250	0.9666

Fisher Pivots for day following 16-Apr-2014
Pivot	1 day	3 day
R1	0.9795	0.9823
PP	0.9792	0.9811
S1	0.9790	0.9799

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

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