CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	0.9834	0.9774	-0.0060	-0.6%	0.9812
High	0.9840	0.9784	-0.0056	-0.6%	0.9865
Low	0.9764	0.9757	-0.0007	-0.1%	0.9795
Close	0.9766	0.9762	-0.0004	0.0%	0.9840
Range	0.0076	0.0027	-0.0049	-64.5%	0.0070
ATR	0.0046	0.0045	-0.0001	-3.0%	0.0000
Volume	3,204	5,237	2,033	63.5%	5,933

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9849	0.9832	0.9777
R3	0.9822	0.9805	0.9769
R2	0.9795	0.9795	0.9767
R1	0.9778	0.9778	0.9764	0.9773
PP	0.9768	0.9768	0.9768	0.9765
S1	0.9751	0.9751	0.9760	0.9746
S2	0.9741	0.9741	0.9757
S3	0.9714	0.9724	0.9755
S4	0.9687	0.9697	0.9747

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	0.9757	0.0108	1.1%	0.0042	0.4%	5%	False	True	2,595
10	0.9925	0.9757	0.0168	1.7%	0.0044	0.4%	3%	False	True	1,605
20	0.9925	0.9757	0.0168	1.7%	0.0043	0.4%	3%	False	True	1,010
40	0.9925	0.9685	0.0240	2.5%	0.0046	0.5%	32%	False	False	612
60	0.9925	0.9595	0.0330	3.4%	0.0046	0.5%	51%	False	False	430
80	0.9925	0.9595	0.0330	3.4%	0.0041	0.4%	51%	False	False	324
100	0.9931	0.9560	0.0371	3.8%	0.0037	0.4%	54%	False	False	259
120	0.9931	0.9515	0.0416	4.3%	0.0032	0.3%	59%	False	False	216

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	0.0012
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9899
2.618	0.9855
1.618	0.9828
1.000	0.9811
0.618	0.9801
HIGH	0.9784
0.618	0.9774
0.500	0.9771
0.382	0.9767
LOW	0.9757
0.618	0.9740
1.000	0.9730
1.618	0.9713
2.618	0.9686
4.250	0.9642

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	0.9771	0.9807
PP	0.9768	0.9792
S1	0.9765	0.9777

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

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