CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	0.9340	0.9258	-0.0082	-0.9%	0.9358
High	0.9345	0.9288	-0.0057	-0.6%	0.9418
Low	0.9249	0.9251	0.0002	0.0%	0.9249
Close	0.9255	0.9267	0.0012	0.1%	0.9267
Range	0.0096	0.0037	-0.0059	-61.5%	0.0169
ATR	0.0068	0.0066	-0.0002	-3.2%	0.0000
Volume	61	109	48	78.7%	1,136

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9380	0.9360	0.9287
R3	0.9343	0.9323	0.9277
R2	0.9306	0.9306	0.9274
R1	0.9286	0.9286	0.9270	0.9296
PP	0.9269	0.9269	0.9269	0.9274
S1	0.9249	0.9249	0.9264	0.9259
S2	0.9232	0.9232	0.9260
S3	0.9195	0.9212	0.9257
S4	0.9158	0.9175	0.9247

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9818	0.9712	0.9360
R3	0.9649	0.9543	0.9313
R2	0.9480	0.9480	0.9298
R1	0.9374	0.9374	0.9282	0.9343
PP	0.9311	0.9311	0.9311	0.9296
S1	0.9205	0.9205	0.9252	0.9174
S2	0.9142	0.9142	0.9236
S3	0.8973	0.9036	0.9221
S4	0.8804	0.8867	0.9174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9418	0.9249	0.0169	1.8%	0.0056	0.6%	11%	False	False	227
10	0.9513	0.9249	0.0264	2.8%	0.0071	0.8%	7%	False	False	226
20	0.9513	0.9103	0.0410	4.4%	0.0068	0.7%	40%	False	False	234
40	0.9621	0.9103	0.0518	5.6%	0.0051	0.6%	32%	False	False	165
60	0.9836	0.9103	0.0733	7.9%	0.0037	0.4%	22%	False	False	117
80	0.9896	0.9103	0.0793	8.6%	0.0029	0.3%	21%	False	False	92
100	0.9921	0.9103	0.0818	8.8%	0.0025	0.3%	20%	False	False	75
120	0.9921	0.9103	0.0818	8.8%	0.0022	0.2%	20%	False	False	63

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	0.0013
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9445
2.618	0.9385
1.618	0.9348
1.000	0.9325
0.618	0.9311
HIGH	0.9288
0.618	0.9274
0.500	0.9270
0.382	0.9265
LOW	0.9251
0.618	0.9228
1.000	0.9214
1.618	0.9191
2.618	0.9154
4.250	0.9094

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	0.9270	0.9314
PP	0.9269	0.9298
S1	0.9268	0.9283

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

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