CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 06-Oct-2014

Day Change Summary
	Previous	Current
	03-Oct-2014	06-Oct-2014	Change	Change %	Previous Week
Open	0.9226	0.9137	-0.0089	-1.0%	0.9159
High	0.9226	0.9206	-0.0020	-0.2%	0.9267
Low	0.9117	0.9137	0.0020	0.2%	0.9103
Close	0.9117	0.9191	0.0074	0.8%	0.9117
Range	0.0109	0.0069	-0.0040	-36.7%	0.0164
ATR	0.0056	0.0058	0.0002	4.2%	0.0000
Volume	331	148	-183	-55.3%	1,538

Daily Pivots for day following 06-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9385	0.9357	0.9229
R3	0.9316	0.9288	0.9210
R2	0.9247	0.9247	0.9204
R1	0.9219	0.9219	0.9197	0.9233
PP	0.9178	0.9178	0.9178	0.9185
S1	0.9150	0.9150	0.9185	0.9164
S2	0.9109	0.9109	0.9178
S3	0.9040	0.9081	0.9172
S4	0.8971	0.9012	0.9153

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9654	0.9550	0.9207
R3	0.9490	0.9386	0.9162
R2	0.9326	0.9326	0.9147
R1	0.9222	0.9222	0.9132	0.9192
PP	0.9162	0.9162	0.9162	0.9148
S1	0.9058	0.9058	0.9102	0.9028
S2	0.8998	0.8998	0.9087
S3	0.8834	0.8894	0.9072
S4	0.8670	0.8730	0.9027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9267	0.9103	0.0164	1.8%	0.0079	0.9%	54%	False	False	255
10	0.9267	0.9103	0.0164	1.8%	0.0067	0.7%	54%	False	False	200
20	0.9430	0.9103	0.0327	3.6%	0.0051	0.6%	27%	False	False	179
40	0.9805	0.9103	0.0702	7.6%	0.0033	0.4%	13%	False	False	97
60	0.9892	0.9103	0.0789	8.6%	0.0023	0.2%	11%	False	False	68
80	0.9921	0.9103	0.0818	8.9%	0.0019	0.2%	11%	False	False	55
100	0.9921	0.9103	0.0818	8.9%	0.0017	0.2%	11%	False	False	45

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9499
2.618	0.9387
1.618	0.9318
1.000	0.9275
0.618	0.9249
HIGH	0.9206
0.618	0.9180
0.500	0.9172
0.382	0.9163
LOW	0.9137
0.618	0.9094
1.000	0.9068
1.618	0.9025
2.618	0.8956
4.250	0.8844

Fisher Pivots for day following 06-Oct-2014
Pivot	1 day	3 day
R1	0.9185	0.9192
PP	0.9178	0.9192
S1	0.9172	0.9191

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

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