CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	0.9352	0.9326	-0.0026	-0.3%	0.9519
High	0.9352	0.9351	-0.0001	0.0%	0.9531
Low	0.9318	0.9320	0.0002	0.0%	0.9318
Close	0.9324	0.9335	0.0011	0.1%	0.9324
Range	0.0034	0.0031	-0.0003	-8.8%	0.0213
ATR	0.0052	0.0050	-0.0001	-2.9%	0.0000
Volume	129,059	85,154	-43,905	-34.0%	469,534

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9428	0.9413	0.9352
R3	0.9397	0.9382	0.9344
R2	0.9366	0.9366	0.9341
R1	0.9351	0.9351	0.9338	0.9359
PP	0.9335	0.9335	0.9335	0.9339
S1	0.9320	0.9320	0.9332	0.9328
S2	0.9304	0.9304	0.9329
S3	0.9273	0.9289	0.9326
S4	0.9242	0.9258	0.9318

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0030	0.9890	0.9441
R3	0.9817	0.9677	0.9383
R2	0.9604	0.9604	0.9363
R1	0.9464	0.9464	0.9344	0.9428
PP	0.9391	0.9391	0.9391	0.9373
S1	0.9251	0.9251	0.9304	0.9215
S2	0.9178	0.9178	0.9285
S3	0.8965	0.9038	0.9265
S4	0.8752	0.8825	0.9207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9446	0.9318	0.0128	1.4%	0.0047	0.5%	13%	False	False	99,965
10	0.9613	0.9318	0.0295	3.2%	0.0064	0.7%	6%	False	False	59,526
20	0.9786	0.9318	0.0468	5.0%	0.0053	0.6%	4%	False	False	30,358
40	0.9886	0.9318	0.0568	6.1%	0.0044	0.5%	3%	False	False	15,351
60	0.9902	0.9318	0.0584	6.3%	0.0038	0.4%	3%	False	False	10,275
80	0.9902	0.9318	0.0584	6.3%	0.0034	0.4%	3%	False	False	7,712
100	0.9930	0.9318	0.0612	6.6%	0.0032	0.3%	3%	False	False	6,171
120	0.9930	0.9318	0.0612	6.6%	0.0029	0.3%	3%	False	False	5,143

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9483
2.618	0.9432
1.618	0.9401
1.000	0.9382
0.618	0.9370
HIGH	0.9351
0.618	0.9339
0.500	0.9336
0.382	0.9332
LOW	0.9320
0.618	0.9301
1.000	0.9289
1.618	0.9270
2.618	0.9239
4.250	0.9188

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	0.9336	0.9352
PP	0.9335	0.9346
S1	0.9335	0.9341

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

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