CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 12-May-2014

Day Change Summary
	Previous	Current
	09-May-2014	12-May-2014	Change	Change %	Previous Week
Open	0.9845	0.9810	-0.0035	-0.4%	0.9794
High	0.9850	0.9818	-0.0032	-0.3%	0.9865
Low	0.9827	0.9796	-0.0031	-0.3%	0.9794
Close	0.9832	0.9796	-0.0036	-0.4%	0.9832
Range	0.0023	0.0022	-0.0001	-4.3%	0.0071
ATR	0.0049	0.0048	-0.0001	-1.9%	0.0000
Volume	502	314	-188	-37.5%	2,879

Daily Pivots for day following 12-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9869	0.9855	0.9808
R3	0.9847	0.9833	0.9802
R2	0.9825	0.9825	0.9800
R1	0.9811	0.9811	0.9798	0.9807
PP	0.9803	0.9803	0.9803	0.9802
S1	0.9789	0.9789	0.9794	0.9785
S2	0.9781	0.9781	0.9792
S3	0.9759	0.9767	0.9790
S4	0.9737	0.9745	0.9784

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0043	1.0009	0.9871
R3	0.9972	0.9938	0.9852
R2	0.9901	0.9901	0.9845
R1	0.9867	0.9867	0.9839	0.9884
PP	0.9830	0.9830	0.9830	0.9839
S1	0.9796	0.9796	0.9825	0.9813
S2	0.9759	0.9759	0.9819
S3	0.9688	0.9725	0.9812
S4	0.9617	0.9654	0.9793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9865	0.9795	0.0070	0.7%	0.0041	0.4%	1%	False	False	480
10	0.9865	0.9700	0.0165	1.7%	0.0044	0.5%	58%	False	False	394
20	0.9865	0.9700	0.0165	1.7%	0.0043	0.4%	58%	False	False	287
40	0.9875	0.9595	0.0280	2.9%	0.0048	0.5%	72%	False	False	196
60	0.9892	0.9595	0.0297	3.0%	0.0043	0.4%	68%	False	False	135
80	0.9931	0.9592	0.0339	3.5%	0.0037	0.4%	60%	False	False	101
100	0.9931	0.9515	0.0416	4.2%	0.0031	0.3%	68%	False	False	81
120	1.0016	0.9515	0.0501	5.1%	0.0027	0.3%	56%	False	False	68

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	0.0006
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9912
2.618	0.9876
1.618	0.9854
1.000	0.9840
0.618	0.9832
HIGH	0.9818
0.618	0.9810
0.500	0.9807
0.382	0.9804
LOW	0.9796
0.618	0.9782
1.000	0.9774
1.618	0.9760
2.618	0.9738
4.250	0.9703

Fisher Pivots for day following 12-May-2014
Pivot	1 day	3 day
R1	0.9807	0.9829
PP	0.9803	0.9818
S1	0.9800	0.9807

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

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