CME Japanese Yen Future December 2014

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

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	0.9618	0.9617	-0.0001	0.0%	0.9773
High	0.9642	0.9642	0.0000	0.0%	0.9786
Low	0.9608	0.9609	0.0001	0.0%	0.9606
Close	0.9615	0.9635	0.0020	0.2%	0.9630
Range	0.0034	0.0033	-0.0001	-2.9%	0.0180
ATR	0.0039	0.0039	0.0000	-1.1%	0.0000
Volume	969	707	-262	-27.0%	5,244

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9728	0.9714	0.9653
R3	0.9695	0.9681	0.9644
R2	0.9662	0.9662	0.9641
R1	0.9648	0.9648	0.9638	0.9655
PP	0.9629	0.9629	0.9629	0.9632
S1	0.9615	0.9615	0.9632	0.9622
S2	0.9596	0.9596	0.9629
S3	0.9563	0.9582	0.9626
S4	0.9530	0.9549	0.9617

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0214	1.0102	0.9729
R3	1.0034	0.9922	0.9680
R2	0.9854	0.9854	0.9663
R1	0.9742	0.9742	0.9647	0.9708
PP	0.9674	0.9674	0.9674	0.9657
S1	0.9562	0.9562	0.9614	0.9528
S2	0.9494	0.9494	0.9597
S3	0.9314	0.9382	0.9581
S4	0.9134	0.9202	0.9531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9665	0.9599	0.0066	0.7%	0.0038	0.4%	55%	False	False	1,162
10	0.9796	0.9599	0.0197	2.0%	0.0043	0.4%	18%	False	False	929
20	0.9860	0.9599	0.0261	2.7%	0.0041	0.4%	14%	False	False	662
40	0.9902	0.9599	0.0303	3.1%	0.0034	0.4%	12%	False	False	403
60	0.9902	0.9599	0.0303	3.1%	0.0030	0.3%	12%	False	False	298
80	0.9930	0.9599	0.0331	3.4%	0.0028	0.3%	11%	False	False	226
100	0.9930	0.9599	0.0331	3.4%	0.0027	0.3%	11%	False	False	182
120	0.9930	0.9599	0.0331	3.4%	0.0025	0.3%	11%	False	False	152

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9782
2.618	0.9728
1.618	0.9695
1.000	0.9675
0.618	0.9662
HIGH	0.9642
0.618	0.9629
0.500	0.9626
0.382	0.9622
LOW	0.9609
0.618	0.9589
1.000	0.9576
1.618	0.9556
2.618	0.9523
4.250	0.9469

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	0.9632	0.9630
PP	0.9629	0.9625
S1	0.9626	0.9621

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

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