CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	0.9617	0.9632	0.0015	0.2%	0.9773
High	0.9642	0.9662	0.0020	0.2%	0.9786
Low	0.9609	0.9632	0.0023	0.2%	0.9606
Close	0.9635	0.9654	0.0019	0.2%	0.9630
Range	0.0033	0.0030	-0.0003	-9.1%	0.0180
ATR	0.0039	0.0038	-0.0001	-1.6%	0.0000
Volume	707	824	117	16.5%	5,244

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9739	0.9727	0.9671
R3	0.9709	0.9697	0.9662
R2	0.9679	0.9679	0.9660
R1	0.9667	0.9667	0.9657	0.9673
PP	0.9649	0.9649	0.9649	0.9653
S1	0.9637	0.9637	0.9651	0.9643
S2	0.9619	0.9619	0.9649
S3	0.9589	0.9607	0.9646
S4	0.9559	0.9577	0.9638

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%	83%	False	False	1,065
10	0.9796	0.9599	0.0197	2.0%	0.0043	0.4%	28%	False	False	935
20	0.9860	0.9599	0.0261	2.7%	0.0041	0.4%	21%	False	False	682
40	0.9902	0.9599	0.0303	3.1%	0.0034	0.3%	18%	False	False	422
60	0.9902	0.9599	0.0303	3.1%	0.0030	0.3%	18%	False	False	311
80	0.9930	0.9599	0.0331	3.4%	0.0029	0.3%	17%	False	False	237
100	0.9930	0.9599	0.0331	3.4%	0.0027	0.3%	17%	False	False	190
120	0.9930	0.9599	0.0331	3.4%	0.0025	0.3%	17%	False	False	159

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9790
2.618	0.9741
1.618	0.9711
1.000	0.9692
0.618	0.9681
HIGH	0.9662
0.618	0.9651
0.500	0.9647
0.382	0.9643
LOW	0.9632
0.618	0.9613
1.000	0.9602
1.618	0.9583
2.618	0.9553
4.250	0.9505

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	0.9652	0.9648
PP	0.9649	0.9641
S1	0.9647	0.9635

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

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