CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	0.9731	0.9754	0.0023	0.2%	0.9837
High	0.9773	0.9767	-0.0006	-0.1%	0.9837
Low	0.9720	0.9750	0.0030	0.3%	0.9717
Close	0.9760	0.9761	0.0001	0.0%	0.9760
Range	0.0053	0.0017	-0.0036	-67.9%	0.0120
ATR	0.0032	0.0031	-0.0001	-3.3%	0.0000
Volume	561	345	-216	-38.5%	1,676

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9810	0.9803	0.9770
R3	0.9793	0.9786	0.9766
R2	0.9776	0.9776	0.9764
R1	0.9769	0.9769	0.9763	0.9773
PP	0.9759	0.9759	0.9759	0.9761
S1	0.9752	0.9752	0.9759	0.9756
S2	0.9742	0.9742	0.9758
S3	0.9725	0.9735	0.9756
S4	0.9708	0.9718	0.9752

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0131	1.0066	0.9826
R3	1.0011	0.9946	0.9793
R2	0.9891	0.9891	0.9782
R1	0.9826	0.9826	0.9771	0.9799
PP	0.9771	0.9771	0.9771	0.9758
S1	0.9706	0.9706	0.9749	0.9679
S2	0.9651	0.9651	0.9738
S3	0.9531	0.9586	0.9727
S4	0.9411	0.9466	0.9694

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9824	0.9717	0.0107	1.1%	0.0041	0.4%	41%	False	False	336
10	0.9877	0.9717	0.0160	1.6%	0.0031	0.3%	28%	False	False	306
20	0.9902	0.9717	0.0185	1.9%	0.0027	0.3%	24%	False	False	190
40	0.9902	0.9717	0.0185	1.9%	0.0026	0.3%	24%	False	False	147
60	0.9930	0.9717	0.0213	2.2%	0.0026	0.3%	21%	False	False	103
80	0.9930	0.9717	0.0213	2.2%	0.0023	0.2%	21%	False	False	78
100	0.9930	0.9618	0.0312	3.2%	0.0023	0.2%	46%	False	False	63
120	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	46%	False	False	53

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9839
2.618	0.9812
1.618	0.9795
1.000	0.9784
0.618	0.9778
HIGH	0.9767
0.618	0.9761
0.500	0.9759
0.382	0.9756
LOW	0.9750
0.618	0.9739
1.000	0.9733
1.618	0.9722
2.618	0.9705
4.250	0.9678

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	0.9760	0.9756
PP	0.9759	0.9750
S1	0.9759	0.9745

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

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