CME Japanese Yen Future December 2014

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

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	0.9524	0.9545	0.0021	0.2%	0.9606
High	0.9554	0.9552	-0.0002	0.0%	0.9662
Low	0.9503	0.9497	-0.0006	-0.1%	0.9599
Close	0.9545	0.9510	-0.0035	-0.4%	0.9613
Range	0.0051	0.0055	0.0004	7.8%	0.0063
ATR	0.0044	0.0045	0.0001	1.8%	0.0000
Volume	6,096	14,407	8,311	136.3%	6,664

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9685	0.9652	0.9540
R3	0.9630	0.9597	0.9525
R2	0.9575	0.9575	0.9520
R1	0.9542	0.9542	0.9515	0.9531
PP	0.9520	0.9520	0.9520	0.9514
S1	0.9487	0.9487	0.9505	0.9476
S2	0.9465	0.9465	0.9500
S3	0.9410	0.9432	0.9495
S4	0.9355	0.9377	0.9480

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	0.9497	0.0165	1.7%	0.0057	0.6%	8%	False	True	6,123
10	0.9665	0.9497	0.0168	1.8%	0.0047	0.5%	8%	False	True	3,643
20	0.9860	0.9497	0.0363	3.8%	0.0044	0.5%	4%	False	True	2,109
40	0.9902	0.9497	0.0405	4.3%	0.0037	0.4%	3%	False	True	1,156
60	0.9902	0.9497	0.0405	4.3%	0.0034	0.4%	3%	False	True	806
80	0.9930	0.9497	0.0433	4.6%	0.0031	0.3%	3%	False	True	609
100	0.9930	0.9497	0.0433	4.6%	0.0028	0.3%	3%	False	True	488
120	0.9930	0.9497	0.0433	4.6%	0.0026	0.3%	3%	False	True	407

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9786
2.618	0.9696
1.618	0.9641
1.000	0.9607
0.618	0.9586
HIGH	0.9552
0.618	0.9531
0.500	0.9525
0.382	0.9518
LOW	0.9497
0.618	0.9463
1.000	0.9442
1.618	0.9408
2.618	0.9353
4.250	0.9263

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	0.9525	0.9555
PP	0.9520	0.9540
S1	0.9515	0.9525

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

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