CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 30-May-2014

Day Change Summary
	Previous	Current
	29-May-2014	30-May-2014	Change	Change %	Previous Week
Open	0.9828	0.9835	0.0007	0.1%	0.9812
High	0.9865	0.9857	-0.0008	-0.1%	0.9865
Low	0.9825	0.9826	0.0001	0.0%	0.9795
Close	0.9836	0.9840	0.0004	0.0%	0.9840
Range	0.0040	0.0031	-0.0009	-22.5%	0.0070
ATR	0.0045	0.0044	-0.0001	-2.2%	0.0000
Volume	1,987	2,216	229	11.5%	5,933

Daily Pivots for day following 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9934	0.9918	0.9857
R3	0.9903	0.9887	0.9849
R2	0.9872	0.9872	0.9846
R1	0.9856	0.9856	0.9843	0.9864
PP	0.9841	0.9841	0.9841	0.9845
S1	0.9825	0.9825	0.9837	0.9833
S2	0.9810	0.9810	0.9834
S3	0.9779	0.9794	0.9831
S4	0.9748	0.9763	0.9823

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0043	1.0012	0.9879
R3	0.9973	0.9942	0.9859
R2	0.9903	0.9903	0.9853
R1	0.9872	0.9872	0.9846	0.9888
PP	0.9833	0.9833	0.9833	0.9841
S1	0.9802	0.9802	0.9834	0.9818
S2	0.9763	0.9763	0.9827
S3	0.9693	0.9732	0.9821
S4	0.9623	0.9662	0.9802

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%	0.0035	0.4%	64%	False	False	1,238
10	0.9925	0.9795	0.0130	1.3%	0.0040	0.4%	35%	False	False	879
20	0.9925	0.9700	0.0225	2.3%	0.0044	0.4%	62%	False	False	637
40	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	74%	False	False	407
60	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	74%	False	False	290
80	0.9925	0.9595	0.0330	3.4%	0.0041	0.4%	74%	False	False	218
100	0.9931	0.9555	0.0376	3.8%	0.0036	0.4%	76%	False	False	175
120	0.9931	0.9515	0.0416	4.2%	0.0032	0.3%	78%	False	False	146

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9989
2.618	0.9938
1.618	0.9907
1.000	0.9888
0.618	0.9876
HIGH	0.9857
0.618	0.9845
0.500	0.9842
0.382	0.9838
LOW	0.9826
0.618	0.9807
1.000	0.9795
1.618	0.9776
2.618	0.9745
4.250	0.9694

Fisher Pivots for day following 30-May-2014
Pivot	1 day	3 day
R1	0.9842	0.9839
PP	0.9841	0.9838
S1	0.9841	0.9838

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

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