CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	0.9167	0.8881	-0.0286	-3.1%	0.9255
High	0.9167	0.8893	-0.0274	-3.0%	0.9305
Low	0.8906	0.8770	-0.0136	-1.5%	0.8906
Close	0.8919	0.8803	-0.0116	-1.3%	0.8919
Range	0.0261	0.0123	-0.0138	-52.9%	0.0399
ATR	0.0077	0.0082	0.0005	6.7%	0.0000
Volume	372	1,022	650	174.7%	834

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9191	0.9120	0.8871
R3	0.9068	0.8997	0.8837
R2	0.8945	0.8945	0.8826
R1	0.8874	0.8874	0.8814	0.8848
PP	0.8822	0.8822	0.8822	0.8809
S1	0.8751	0.8751	0.8792	0.8725
S2	0.8699	0.8699	0.8780
S3	0.8576	0.8628	0.8769
S4	0.8453	0.8505	0.8735

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0240	0.9979	0.9138
R3	0.9841	0.9580	0.9029
R2	0.9442	0.9442	0.8992
R1	0.9181	0.9181	0.8956	0.9112
PP	0.9043	0.9043	0.9043	0.9009
S1	0.8782	0.8782	0.8882	0.8713
S2	0.8644	0.8644	0.8846
S3	0.8245	0.8383	0.8809
S4	0.7846	0.7984	0.8700

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9287	0.8770	0.0517	5.9%	0.0107	1.2%	6%	False	True	327
10	0.9418	0.8770	0.0648	7.4%	0.0082	0.9%	5%	False	True	282
20	0.9513	0.8770	0.0743	8.4%	0.0075	0.9%	4%	False	True	242
40	0.9513	0.8770	0.0743	8.4%	0.0063	0.7%	4%	False	True	211
60	0.9805	0.8770	0.1035	11.8%	0.0047	0.5%	3%	False	True	145
80	0.9892	0.8770	0.1122	12.7%	0.0036	0.4%	3%	False	True	112
100	0.9921	0.8770	0.1151	13.1%	0.0030	0.3%	3%	False	True	93
120	0.9921	0.8770	0.1151	13.1%	0.0026	0.3%	3%	False	True	78

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9416
2.618	0.9215
1.618	0.9092
1.000	0.9016
0.618	0.8969
HIGH	0.8893
0.618	0.8846
0.500	0.8832
0.382	0.8817
LOW	0.8770
0.618	0.8694
1.000	0.8647
1.618	0.8571
2.618	0.8448
4.250	0.8247

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	0.8832	0.8984
PP	0.8822	0.8924
S1	0.8813	0.8863

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

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