CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	0.8504	0.8546	0.0042	0.5%	0.8520
High	0.8552	0.8550	-0.0002	0.0%	0.8540
Low	0.8489	0.8518	0.0029	0.3%	0.8446
Close	0.8535	0.8518	-0.0017	-0.2%	0.8524
Range	0.0063	0.0032	-0.0031	-49.2%	0.0094
ATR	0.0079	0.0076	-0.0003	-4.2%	0.0000
Volume	165	576	411	249.1%	1,453

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8625	0.8603	0.8536
R3	0.8593	0.8571	0.8527
R2	0.8561	0.8561	0.8524
R1	0.8539	0.8539	0.8521	0.8534
PP	0.8529	0.8529	0.8529	0.8526
S1	0.8507	0.8507	0.8515	0.8502
S2	0.8497	0.8497	0.8512
S3	0.8465	0.8475	0.8509
S4	0.8433	0.8443	0.8500

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8785	0.8749	0.8576
R3	0.8691	0.8655	0.8550
R2	0.8597	0.8597	0.8541
R1	0.8561	0.8561	0.8533	0.8579
PP	0.8503	0.8503	0.8503	0.8513
S1	0.8467	0.8467	0.8515	0.8485
S2	0.8409	0.8409	0.8507
S3	0.8315	0.8373	0.8498
S4	0.8221	0.8279	0.8472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8562	0.8471	0.0091	1.1%	0.0054	0.6%	52%	False	False	391
10	0.8562	0.8437	0.0125	1.5%	0.0064	0.7%	65%	False	False	301
20	0.8646	0.8359	0.0287	3.4%	0.0082	1.0%	55%	False	False	428
40	0.8670	0.8295	0.0375	4.4%	0.0081	1.0%	59%	False	False	344
60	0.8784	0.8229	0.0555	6.5%	0.0069	0.8%	52%	False	False	237
80	0.9489	0.8229	0.1260	14.8%	0.0062	0.7%	23%	False	False	179
100	0.9489	0.8229	0.1260	14.8%	0.0052	0.6%	23%	False	False	144
120	0.9801	0.8229	0.1572	18.5%	0.0045	0.5%	18%	False	False	120

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.8686
2.618	0.8634
1.618	0.8602
1.000	0.8582
0.618	0.8570
HIGH	0.8550
0.618	0.8538
0.500	0.8534
0.382	0.8530
LOW	0.8518
0.618	0.8498
1.000	0.8486
1.618	0.8466
2.618	0.8434
4.250	0.8382

Fisher Pivots for day following 05-Feb-2015
Pivot	1 day	3 day
R1	0.8534	0.8526
PP	0.8529	0.8523
S1	0.8523	0.8521

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

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