CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 28-Apr-2015

Day Change Summary
	Previous	Current
	27-Apr-2015	28-Apr-2015	Change	Change %	Previous Week
Open	0.8416	0.8402	-0.0014	-0.2%	0.8413
High	0.8424	0.8423	-0.0001	0.0%	0.8442
Low	0.8377	0.8394	0.0017	0.2%	0.8330
Close	0.8402	0.8416	0.0014	0.2%	0.8416
Range	0.0047	0.0029	-0.0018	-38.3%	0.0112
ATR	0.0058	0.0056	-0.0002	-3.6%	0.0000
Volume	98,252	116,059	17,807	18.1%	494,786

Daily Pivots for day following 28-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8498	0.8486	0.8432
R3	0.8469	0.8457	0.8424
R2	0.8440	0.8440	0.8421
R1	0.8428	0.8428	0.8419	0.8434
PP	0.8411	0.8411	0.8411	0.8414
S1	0.8399	0.8399	0.8413	0.8405
S2	0.8382	0.8382	0.8411
S3	0.8353	0.8370	0.8408
S4	0.8324	0.8341	0.8400

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8732	0.8686	0.8478
R3	0.8620	0.8574	0.8447
R2	0.8508	0.8508	0.8437
R1	0.8462	0.8462	0.8426	0.8485
PP	0.8396	0.8396	0.8396	0.8408
S1	0.8350	0.8350	0.8406	0.8373
S2	0.8284	0.8284	0.8395
S3	0.8172	0.8238	0.8385
S4	0.8060	0.8126	0.8354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8424	0.8330	0.0094	1.1%	0.0046	0.5%	91%	False	False	106,109
10	0.8442	0.8330	0.0112	1.3%	0.0050	0.6%	77%	False	False	105,768
20	0.8442	0.8280	0.0162	1.9%	0.0054	0.6%	84%	False	False	107,298
40	0.8460	0.8205	0.0255	3.0%	0.0059	0.7%	83%	False	False	96,576
60	0.8562	0.8205	0.0357	4.2%	0.0060	0.7%	59%	False	False	64,639
80	0.8646	0.8205	0.0441	5.2%	0.0067	0.8%	48%	False	False	48,589
100	0.8670	0.8205	0.0465	5.5%	0.0070	0.8%	45%	False	False	38,909
120	0.8861	0.8205	0.0656	7.8%	0.0065	0.8%	32%	False	False	32,427

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.8546
2.618	0.8499
1.618	0.8470
1.000	0.8452
0.618	0.8441
HIGH	0.8423
0.618	0.8412
0.500	0.8409
0.382	0.8405
LOW	0.8394
0.618	0.8376
1.000	0.8365
1.618	0.8347
2.618	0.8318
4.250	0.8271

Fisher Pivots for day following 28-Apr-2015
Pivot	1 day	3 day
R1	0.8414	0.8408
PP	0.8411	0.8400
S1	0.8409	0.8393

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

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