CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 22-Apr-2014

Day Change Summary
	Previous	Current
	21-Apr-2014	22-Apr-2014	Change	Change %	Previous Week
Open	0.9775	0.9748	-0.0027	-0.3%	0.9851
High	0.9775	0.9765	-0.0010	-0.1%	0.9865
Low	0.9748	0.9748	0.0000	0.0%	0.9764
Close	0.9751	0.9751	0.0000	0.0%	0.9774
Range	0.0027	0.0017	-0.0010	-37.0%	0.0101
ATR	0.0051	0.0049	-0.0002	-4.8%	0.0000
Volume	93	22	-71	-76.3%	1,154

Daily Pivots for day following 22-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9806	0.9795	0.9760
R3	0.9789	0.9778	0.9756
R2	0.9772	0.9772	0.9754
R1	0.9761	0.9761	0.9753	0.9767
PP	0.9755	0.9755	0.9755	0.9757
S1	0.9744	0.9744	0.9749	0.9750
S2	0.9738	0.9738	0.9748
S3	0.9721	0.9727	0.9746
S4	0.9704	0.9710	0.9742

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0104	1.0040	0.9830
R3	1.0003	0.9939	0.9802
R2	0.9902	0.9902	0.9793
R1	0.9838	0.9838	0.9783	0.9820
PP	0.9801	0.9801	0.9801	0.9792
S1	0.9737	0.9737	0.9765	0.9719
S2	0.9700	0.9700	0.9755
S3	0.9599	0.9636	0.9746
S4	0.9498	0.9535	0.9718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9853	0.9748	0.0105	1.1%	0.0032	0.3%	3%	False	True	236
10	0.9875	0.9709	0.0166	1.7%	0.0050	0.5%	25%	False	False	213
20	0.9875	0.9595	0.0280	2.9%	0.0049	0.5%	56%	False	False	157
40	0.9892	0.9595	0.0297	3.0%	0.0042	0.4%	53%	False	False	90
60	0.9931	0.9595	0.0336	3.4%	0.0038	0.4%	46%	False	False	61
80	0.9931	0.9515	0.0416	4.3%	0.0031	0.3%	57%	False	False	46
100	0.9931	0.9515	0.0416	4.3%	0.0027	0.3%	57%	False	False	37
120	1.0241	0.9515	0.0726	7.4%	0.0024	0.2%	33%	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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.9837
2.618	0.9810
1.618	0.9793
1.000	0.9782
0.618	0.9776
HIGH	0.9765
0.618	0.9759
0.500	0.9757
0.382	0.9754
LOW	0.9748
0.618	0.9737
1.000	0.9731
1.618	0.9720
2.618	0.9703
4.250	0.9676

Fisher Pivots for day following 22-Apr-2014
Pivot	1 day	3 day
R1	0.9757	0.9784
PP	0.9755	0.9773
S1	0.9753	0.9762

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

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