CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	0.8244	0.8239	-0.0005	-0.1%	0.8278
High	0.8256	0.8255	-0.0001	0.0%	0.8291
Low	0.8226	0.8235	0.0009	0.1%	0.8195
Close	0.8243	0.8252	0.0009	0.1%	0.8243
Range	0.0030	0.0020	-0.0010	-33.3%	0.0096
ATR	0.0065	0.0062	-0.0003	-4.9%	0.0000
Volume	35,824	1,421	-34,403	-96.0%	717,929

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8307	0.8300	0.8263
R3	0.8287	0.8280	0.8258
R2	0.8267	0.8267	0.8256
R1	0.8260	0.8260	0.8254	0.8264
PP	0.8247	0.8247	0.8247	0.8249
S1	0.8240	0.8240	0.8250	0.8244
S2	0.8227	0.8227	0.8248
S3	0.8207	0.8220	0.8247
S4	0.8187	0.8200	0.8241

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8531	0.8483	0.8296
R3	0.8435	0.8387	0.8269
R2	0.8339	0.8339	0.8261
R1	0.8291	0.8291	0.8252	0.8267
PP	0.8243	0.8243	0.8243	0.8231
S1	0.8195	0.8195	0.8234	0.8171
S2	0.8147	0.8147	0.8225
S3	0.8051	0.8099	0.8217
S4	0.7955	0.8003	0.8190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8288	0.8195	0.0093	1.1%	0.0050	0.6%	61%	False	False	117,260
10	0.8378	0.8195	0.0183	2.2%	0.0055	0.7%	31%	False	False	124,624
20	0.8469	0.8195	0.0274	3.3%	0.0056	0.7%	21%	False	False	118,245
40	0.8637	0.8195	0.0442	5.4%	0.0073	0.9%	13%	False	False	143,291
60	0.8637	0.8195	0.0442	5.4%	0.0076	0.9%	13%	False	False	149,224
80	0.8663	0.8195	0.0468	5.7%	0.0082	1.0%	12%	False	False	129,411
100	0.9418	0.8195	0.1223	14.8%	0.0082	1.0%	5%	False	False	103,650
120	0.9513	0.8195	0.1318	16.0%	0.0080	1.0%	4%	False	False	86,408

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	0.8340
2.618	0.8307
1.618	0.8287
1.000	0.8275
0.618	0.8267
HIGH	0.8255
0.618	0.8247
0.500	0.8245
0.382	0.8243
LOW	0.8235
0.618	0.8223
1.000	0.8215
1.618	0.8203
2.618	0.8183
4.250	0.8150

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	0.8250	0.8254
PP	0.8247	0.8253
S1	0.8245	0.8253

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

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