CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	0.9802	0.9730	-0.0072	-0.7%	0.9882
High	0.9802	0.9742	-0.0060	-0.6%	0.9886
Low	0.9717	0.9717	0.0000	0.0%	0.9821
Close	0.9730	0.9731	0.0001	0.0%	0.9833
Range	0.0085	0.0025	-0.0060	-70.6%	0.0065
ATR	0.0031	0.0030	0.0000	-1.3%	0.0000
Volume	244	442	198	81.1%	1,144

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9805	0.9793	0.9745
R3	0.9780	0.9768	0.9738
R2	0.9755	0.9755	0.9736
R1	0.9743	0.9743	0.9733	0.9749
PP	0.9730	0.9730	0.9730	0.9733
S1	0.9718	0.9718	0.9729	0.9724
S2	0.9705	0.9705	0.9726
S3	0.9680	0.9693	0.9724
S4	0.9655	0.9668	0.9717

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0042	1.0002	0.9869
R3	0.9977	0.9937	0.9851
R2	0.9912	0.9912	0.9845
R1	0.9872	0.9872	0.9839	0.9860
PP	0.9847	0.9847	0.9847	0.9840
S1	0.9807	0.9807	0.9827	0.9795
S2	0.9782	0.9782	0.9821
S3	0.9717	0.9742	0.9815
S4	0.9652	0.9677	0.9797

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9837	0.9717	0.0120	1.2%	0.0032	0.3%	12%	False	True	293
10	0.9900	0.9717	0.0183	1.9%	0.0028	0.3%	8%	False	True	232
20	0.9902	0.9717	0.0185	1.9%	0.0027	0.3%	8%	False	True	163
40	0.9902	0.9717	0.0185	1.9%	0.0025	0.3%	8%	False	True	126
60	0.9930	0.9717	0.0213	2.2%	0.0025	0.3%	7%	False	True	88
80	0.9930	0.9717	0.0213	2.2%	0.0024	0.2%	7%	False	True	67
100	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	36%	False	False	54
120	0.9930	0.9618	0.0312	3.2%	0.0020	0.2%	36%	False	False	46

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9848
2.618	0.9807
1.618	0.9782
1.000	0.9767
0.618	0.9757
HIGH	0.9742
0.618	0.9732
0.500	0.9730
0.382	0.9727
LOW	0.9717
0.618	0.9702
1.000	0.9692
1.618	0.9677
2.618	0.9652
4.250	0.9611

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	0.9731	0.9771
PP	0.9730	0.9757
S1	0.9730	0.9744

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

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