CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 08-Oct-2014

Day Change Summary
	Previous	Current
	07-Oct-2014	08-Oct-2014	Change	Change %	Previous Week
Open	0.9208	0.9285	0.0077	0.8%	0.9159
High	0.9285	0.9285	0.0000	0.0%	0.9267
Low	0.9208	0.9229	0.0021	0.2%	0.9103
Close	0.9269	0.9261	-0.0008	-0.1%	0.9117
Range	0.0077	0.0056	-0.0021	-27.3%	0.0164
ATR	0.0061	0.0061	0.0000	-0.6%	0.0000
Volume	118	114	-4	-3.4%	1,538

Daily Pivots for day following 08-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9426	0.9400	0.9292
R3	0.9370	0.9344	0.9276
R2	0.9314	0.9314	0.9271
R1	0.9288	0.9288	0.9266	0.9273
PP	0.9258	0.9258	0.9258	0.9251
S1	0.9232	0.9232	0.9256	0.9217
S2	0.9202	0.9202	0.9251
S3	0.9146	0.9176	0.9246
S4	0.9090	0.9120	0.9230

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	0.9285	0.9117	0.0168	1.8%	0.0078	0.8%	86%	True	False	179
10	0.9285	0.9103	0.0182	2.0%	0.0072	0.8%	87%	True	False	215
20	0.9371	0.9103	0.0268	2.9%	0.0055	0.6%	59%	False	False	189
40	0.9790	0.9103	0.0687	7.4%	0.0036	0.4%	23%	False	False	99
60	0.9892	0.9103	0.0789	8.5%	0.0025	0.3%	20%	False	False	72
80	0.9921	0.9103	0.0818	8.8%	0.0021	0.2%	19%	False	False	58
100	0.9921	0.9103	0.0818	8.8%	0.0018	0.2%	19%	False	False	47

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	0.0005
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9523
2.618	0.9432
1.618	0.9376
1.000	0.9341
0.618	0.9320
HIGH	0.9285
0.618	0.9264
0.500	0.9257
0.382	0.9250
LOW	0.9229
0.618	0.9194
1.000	0.9173
1.618	0.9138
2.618	0.9082
4.250	0.8991

Fisher Pivots for day following 08-Oct-2014
Pivot	1 day	3 day
R1	0.9260	0.9244
PP	0.9258	0.9228
S1	0.9257	0.9211

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

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