CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	0.9200	0.9150	-0.0050	-0.5%	0.9176
High	0.9225	0.9168	-0.0057	-0.6%	0.9245
Low	0.9130	0.9117	-0.0013	-0.1%	0.9130
Close	0.9149	0.9143	-0.0006	-0.1%	0.9149
Range	0.0095	0.0051	-0.0044	-46.3%	0.0115
ATR	0.0061	0.0060	-0.0001	-1.2%	0.0000
Volume	173,542	154,588	-18,954	-10.9%	737,880

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9296	0.9270	0.9171
R3	0.9245	0.9219	0.9157
R2	0.9194	0.9194	0.9152
R1	0.9168	0.9168	0.9148	0.9156
PP	0.9143	0.9143	0.9143	0.9136
S1	0.9117	0.9117	0.9138	0.9105
S2	0.9092	0.9092	0.9134
S3	0.9041	0.9066	0.9129
S4	0.8990	0.9015	0.9115

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9520	0.9449	0.9212
R3	0.9405	0.9334	0.9181
R2	0.9290	0.9290	0.9170
R1	0.9219	0.9219	0.9160	0.9197
PP	0.9175	0.9175	0.9175	0.9164
S1	0.9104	0.9104	0.9138	0.9082
S2	0.9060	0.9060	0.9128
S3	0.8945	0.8989	0.9117
S4	0.8830	0.8874	0.9086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9245	0.9117	0.0128	1.4%	0.0068	0.7%	20%	False	True	153,975
10	0.9369	0.9117	0.0252	2.8%	0.0067	0.7%	10%	False	True	158,498
20	0.9613	0.9117	0.0496	5.4%	0.0066	0.7%	5%	False	True	109,012
40	0.9860	0.9117	0.0743	8.1%	0.0053	0.6%	3%	False	True	54,905
60	0.9902	0.9117	0.0785	8.6%	0.0044	0.5%	3%	False	True	36,664
80	0.9902	0.9117	0.0785	8.6%	0.0039	0.4%	3%	False	True	27,522
100	0.9930	0.9117	0.0813	8.9%	0.0036	0.4%	3%	False	True	22,020
120	0.9930	0.9117	0.0813	8.9%	0.0033	0.4%	3%	False	True	18,351

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	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9385
2.618	0.9302
1.618	0.9251
1.000	0.9219
0.618	0.9200
HIGH	0.9168
0.618	0.9149
0.500	0.9143
0.382	0.9136
LOW	0.9117
0.618	0.9085
1.000	0.9066
1.618	0.9034
2.618	0.8983
4.250	0.8900

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	0.9143	0.9171
PP	0.9143	0.9162
S1	0.9143	0.9152

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

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