CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	0.9648	0.9607	-0.0041	-0.4%	0.9606
High	0.9648	0.9613	-0.0035	-0.4%	0.9662
Low	0.9612	0.9500	-0.0112	-1.2%	0.9599
Close	0.9613	0.9519	-0.0094	-1.0%	0.9613
Range	0.0036	0.0113	0.0077	213.9%	0.0063
ATR	0.0038	0.0044	0.0005	13.9%	0.0000
Volume	2,875	6,416	3,541	123.2%	6,664

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9883	0.9814	0.9581
R3	0.9770	0.9701	0.9550
R2	0.9657	0.9657	0.9540
R1	0.9588	0.9588	0.9529	0.9566
PP	0.9544	0.9544	0.9544	0.9533
S1	0.9475	0.9475	0.9509	0.9453
S2	0.9431	0.9431	0.9498
S3	0.9318	0.9362	0.9488
S4	0.9205	0.9249	0.9457

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9814	0.9776	0.9648
R3	0.9751	0.9713	0.9630
R2	0.9688	0.9688	0.9625
R1	0.9650	0.9650	0.9619	0.9669
PP	0.9625	0.9625	0.9625	0.9634
S1	0.9587	0.9587	0.9607	0.9606
S2	0.9562	0.9562	0.9601
S3	0.9499	0.9524	0.9596
S4	0.9436	0.9461	0.9578

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9662	0.9500	0.0162	1.7%	0.0049	0.5%	12%	False	True	2,358
10	0.9762	0.9500	0.0262	2.8%	0.0049	0.5%	7%	False	True	1,769
20	0.9860	0.9500	0.0360	3.8%	0.0045	0.5%	5%	False	True	1,101
40	0.9902	0.9500	0.0402	4.2%	0.0036	0.4%	5%	False	True	646
60	0.9902	0.9500	0.0402	4.2%	0.0032	0.3%	5%	False	True	465
80	0.9930	0.9500	0.0430	4.5%	0.0030	0.3%	4%	False	True	353
100	0.9930	0.9500	0.0430	4.5%	0.0027	0.3%	4%	False	True	283
120	0.9930	0.9500	0.0430	4.5%	0.0026	0.3%	4%	False	True	236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	1.0093
2.618	0.9909
1.618	0.9796
1.000	0.9726
0.618	0.9683
HIGH	0.9613
0.618	0.9570
0.500	0.9557
0.382	0.9543
LOW	0.9500
0.618	0.9430
1.000	0.9387
1.618	0.9317
2.618	0.9204
4.250	0.9020

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	0.9557	0.9581
PP	0.9544	0.9560
S1	0.9532	0.9540

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

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