CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 27-May-2014

Day Change Summary
	Previous	Current
	23-May-2014	27-May-2014	Change	Change %	Previous Week
Open	0.9826	0.9812	-0.0014	-0.1%	0.9860
High	0.9844	0.9829	-0.0015	-0.2%	0.9925
Low	0.9809	0.9795	-0.0014	-0.1%	0.9809
Close	0.9813	0.9814	0.0001	0.0%	0.9813
Range	0.0035	0.0034	-0.0001	-2.9%	0.0116
ATR	0.0047	0.0046	-0.0001	-2.0%	0.0000
Volume	257	1,399	1,142	444.4%	2,502

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9915	0.9898	0.9833
R3	0.9881	0.9864	0.9823
R2	0.9847	0.9847	0.9820
R1	0.9830	0.9830	0.9817	0.9839
PP	0.9813	0.9813	0.9813	0.9817
S1	0.9796	0.9796	0.9811	0.9805
S2	0.9779	0.9779	0.9808
S3	0.9745	0.9762	0.9805
S4	0.9711	0.9728	0.9795

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0197	1.0121	0.9877
R3	1.0081	1.0005	0.9845
R2	0.9965	0.9965	0.9834
R1	0.9889	0.9889	0.9824	0.9869
PP	0.9849	0.9849	0.9849	0.9839
S1	0.9773	0.9773	0.9802	0.9753
S2	0.9733	0.9733	0.9792
S3	0.9617	0.9657	0.9781
S4	0.9501	0.9541	0.9749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9925	0.9795	0.0130	1.3%	0.0045	0.5%	15%	False	True	616
10	0.9925	0.9778	0.0147	1.5%	0.0044	0.5%	24%	False	False	483
20	0.9925	0.9700	0.0225	2.3%	0.0044	0.5%	51%	False	False	439
40	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	66%	False	False	304
60	0.9925	0.9595	0.0330	3.4%	0.0045	0.5%	66%	False	False	215
80	0.9931	0.9595	0.0336	3.4%	0.0040	0.4%	65%	False	False	162
100	0.9931	0.9555	0.0376	3.8%	0.0035	0.4%	69%	False	False	129
120	0.9931	0.9515	0.0416	4.2%	0.0031	0.3%	72%	False	False	108

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9974
2.618	0.9918
1.618	0.9884
1.000	0.9863
0.618	0.9850
HIGH	0.9829
0.618	0.9816
0.500	0.9812
0.382	0.9808
LOW	0.9795
0.618	0.9774
1.000	0.9761
1.618	0.9740
2.618	0.9706
4.250	0.9651

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	0.9813	0.9833
PP	0.9813	0.9827
S1	0.9812	0.9820

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

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