CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 04-Nov-2014

Day Change Summary
	Previous	Current
	03-Nov-2014	04-Nov-2014	Change	Change %	Previous Week
Open	0.8881	0.8797	-0.0084	-0.9%	0.9255
High	0.8893	0.8844	-0.0049	-0.6%	0.9305
Low	0.8770	0.8797	0.0027	0.3%	0.8906
Close	0.8803	0.8817	0.0014	0.2%	0.8919
Range	0.0123	0.0047	-0.0076	-61.8%	0.0399
ATR	0.0082	0.0080	-0.0003	-3.1%	0.0000
Volume	1,022	773	-249	-24.4%	834

Daily Pivots for day following 04-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8960	0.8936	0.8843
R3	0.8913	0.8889	0.8830
R2	0.8866	0.8866	0.8826
R1	0.8842	0.8842	0.8821	0.8854
PP	0.8819	0.8819	0.8819	0.8826
S1	0.8795	0.8795	0.8813	0.8807
S2	0.8772	0.8772	0.8808
S3	0.8725	0.8748	0.8804
S4	0.8678	0.8701	0.8791

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	0.9270	0.8770	0.0500	5.7%	0.0111	1.3%	9%	False	False	469
10	0.9378	0.8770	0.0608	6.9%	0.0081	0.9%	8%	False	False	287
20	0.9513	0.8770	0.0743	8.4%	0.0074	0.8%	6%	False	False	275
40	0.9513	0.8770	0.0743	8.4%	0.0064	0.7%	6%	False	False	230
60	0.9803	0.8770	0.1033	11.7%	0.0047	0.5%	5%	False	False	157
80	0.9892	0.8770	0.1122	12.7%	0.0036	0.4%	4%	False	False	121
100	0.9921	0.8770	0.1151	13.1%	0.0031	0.3%	4%	False	False	100
120	0.9921	0.8770	0.1151	13.1%	0.0027	0.3%	4%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9044
2.618	0.8967
1.618	0.8920
1.000	0.8891
0.618	0.8873
HIGH	0.8844
0.618	0.8826
0.500	0.8821
0.382	0.8815
LOW	0.8797
0.618	0.8768
1.000	0.8750
1.618	0.8721
2.618	0.8674
4.250	0.8597

Fisher Pivots for day following 04-Nov-2014
Pivot	1 day	3 day
R1	0.8821	0.8969
PP	0.8819	0.8918
S1	0.8818	0.8868

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

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