CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 01-May-2014

Day Change Summary
	Previous	Current
	30-Apr-2014	01-May-2014	Change	Change %	Previous Week
Open	0.9752	0.9794	0.0042	0.4%	0.9775
High	0.9808	0.9798	-0.0010	-0.1%	0.9814
Low	0.9752	0.9776	0.0024	0.2%	0.9748
Close	0.9800	0.9782	-0.0018	-0.2%	0.9800
Range	0.0056	0.0022	-0.0034	-60.7%	0.0066
ATR	0.0049	0.0047	-0.0002	-3.6%	0.0000
Volume	90	221	131	145.6%	422

Daily Pivots for day following 01-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9851	0.9839	0.9794
R3	0.9829	0.9817	0.9788
R2	0.9807	0.9807	0.9786
R1	0.9795	0.9795	0.9784	0.9790
PP	0.9785	0.9785	0.9785	0.9783
S1	0.9773	0.9773	0.9780	0.9768
S2	0.9763	0.9763	0.9778
S3	0.9741	0.9751	0.9776
S4	0.9719	0.9729	0.9770

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9985	0.9959	0.9836
R3	0.9919	0.9893	0.9818
R2	0.9853	0.9853	0.9812
R1	0.9827	0.9827	0.9806	0.9840
PP	0.9787	0.9787	0.9787	0.9794
S1	0.9761	0.9761	0.9794	0.9774
S2	0.9721	0.9721	0.9788
S3	0.9655	0.9695	0.9782
S4	0.9589	0.9629	0.9764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9814	0.9738	0.0076	0.8%	0.0042	0.4%	58%	False	False	181
10	0.9819	0.9738	0.0081	0.8%	0.0040	0.4%	54%	False	False	169
20	0.9875	0.9595	0.0280	2.9%	0.0047	0.5%	67%	False	False	177
40	0.9892	0.9595	0.0297	3.0%	0.0046	0.5%	63%	False	False	116
60	0.9892	0.9595	0.0297	3.0%	0.0040	0.4%	63%	False	False	79
80	0.9931	0.9555	0.0376	3.8%	0.0034	0.3%	60%	False	False	59
100	0.9931	0.9515	0.0416	4.3%	0.0029	0.3%	64%	False	False	48
120	1.0241	0.9515	0.0726	7.4%	0.0026	0.3%	37%	False	False	40

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9892
2.618	0.9856
1.618	0.9834
1.000	0.9820
0.618	0.9812
HIGH	0.9798
0.618	0.9790
0.500	0.9787
0.382	0.9784
LOW	0.9776
0.618	0.9762
1.000	0.9754
1.618	0.9740
2.618	0.9718
4.250	0.9683

Fisher Pivots for day following 01-May-2014
Pivot	1 day	3 day
R1	0.9787	0.9779
PP	0.9785	0.9776
S1	0.9784	0.9773

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

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