CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	0.8411	0.8386	-0.0025	-0.3%	0.8439
High	0.8427	0.8386	-0.0041	-0.5%	0.8670
Low	0.8375	0.8343	-0.0032	-0.4%	0.8375
Close	0.8382	0.8351	-0.0031	-0.4%	0.8382
Range	0.0052	0.0043	-0.0009	-17.3%	0.0295
ATR	0.0086	0.0083	-0.0003	-3.6%	0.0000
Volume	41	427	386	941.5%	1,855

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8489	0.8463	0.8375
R3	0.8446	0.8420	0.8363
R2	0.8403	0.8403	0.8359
R1	0.8377	0.8377	0.8355	0.8369
PP	0.8360	0.8360	0.8360	0.8356
S1	0.8334	0.8334	0.8347	0.8326
S2	0.8317	0.8317	0.8343
S3	0.8274	0.8291	0.8339
S4	0.8231	0.8248	0.8327

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9361	0.9166	0.8544
R3	0.9066	0.8871	0.8463
R2	0.8771	0.8771	0.8436
R1	0.8576	0.8576	0.8409	0.8526
PP	0.8476	0.8476	0.8476	0.8451
S1	0.8281	0.8281	0.8355	0.8231
S2	0.8181	0.8181	0.8328
S3	0.7886	0.7986	0.8301
S4	0.7591	0.7691	0.8220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8670	0.8343	0.0327	3.9%	0.0096	1.2%	2%	False	True	448
10	0.8670	0.8298	0.0372	4.5%	0.0106	1.3%	14%	False	False	282
20	0.8670	0.8229	0.0441	5.3%	0.0082	1.0%	28%	False	False	159
40	0.9310	0.8229	0.1081	12.9%	0.0062	0.7%	11%	False	False	84
60	0.9489	0.8229	0.1260	15.1%	0.0048	0.6%	10%	False	False	57
80	0.9662	0.8229	0.1433	17.2%	0.0039	0.5%	9%	False	False	43

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	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8569
2.618	0.8499
1.618	0.8456
1.000	0.8429
0.618	0.8413
HIGH	0.8386
0.618	0.8370
0.500	0.8365
0.382	0.8359
LOW	0.8343
0.618	0.8316
1.000	0.8300
1.618	0.8273
2.618	0.8230
4.250	0.8160

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	0.8365	0.8403
PP	0.8360	0.8386
S1	0.8356	0.8368

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

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