CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 10-Oct-2014

Day Change Summary
	Previous	Current
	09-Oct-2014	10-Oct-2014	Change	Change %	Previous Week
Open	0.9280	0.9286	0.0006	0.1%	0.9137
High	0.9309	0.9300	-0.0009	-0.1%	0.9309
Low	0.9266	0.9271	0.0005	0.1%	0.9137
Close	0.9293	0.9289	-0.0004	0.0%	0.9289
Range	0.0043	0.0029	-0.0014	-32.6%	0.0172
ATR	0.0060	0.0057	-0.0002	-3.7%	0.0000
Volume	128	368	240	187.5%	876

Daily Pivots for day following 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9374	0.9360	0.9305
R3	0.9345	0.9331	0.9297
R2	0.9316	0.9316	0.9294
R1	0.9302	0.9302	0.9292	0.9309
PP	0.9287	0.9287	0.9287	0.9290
S1	0.9273	0.9273	0.9286	0.9280
S2	0.9258	0.9258	0.9284
S3	0.9229	0.9244	0.9281
S4	0.9200	0.9215	0.9273

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9761	0.9697	0.9384
R3	0.9589	0.9525	0.9336
R2	0.9417	0.9417	0.9321
R1	0.9353	0.9353	0.9305	0.9385
PP	0.9245	0.9245	0.9245	0.9261
S1	0.9181	0.9181	0.9273	0.9213
S2	0.9073	0.9073	0.9257
S3	0.8901	0.9009	0.9242
S4	0.8729	0.8837	0.9194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9309	0.9137	0.0172	1.9%	0.0055	0.6%	88%	False	False	175
10	0.9309	0.9103	0.0206	2.2%	0.0064	0.7%	90%	False	False	241
20	0.9371	0.9103	0.0268	2.9%	0.0057	0.6%	69%	False	False	202
40	0.9790	0.9103	0.0687	7.4%	0.0037	0.4%	27%	False	False	111
60	0.9887	0.9103	0.0784	8.4%	0.0026	0.3%	24%	False	False	80
80	0.9921	0.9103	0.0818	8.8%	0.0021	0.2%	23%	False	False	64
100	0.9921	0.9103	0.0818	8.8%	0.0019	0.2%	23%	False	False	52

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.9423
2.618	0.9376
1.618	0.9347
1.000	0.9329
0.618	0.9318
HIGH	0.9300
0.618	0.9289
0.500	0.9286
0.382	0.9282
LOW	0.9271
0.618	0.9253
1.000	0.9242
1.618	0.9224
2.618	0.9195
4.250	0.9148

Fisher Pivots for day following 10-Oct-2014
Pivot	1 day	3 day
R1	0.9288	0.9282
PP	0.9287	0.9276
S1	0.9286	0.9269

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

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