CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	0.8828	0.8727	-0.0101	-1.1%	0.9255
High	0.8829	0.8772	-0.0057	-0.6%	0.9305
Low	0.8721	0.8671	-0.0050	-0.6%	0.8906
Close	0.8730	0.8711	-0.0019	-0.2%	0.8919
Range	0.0108	0.0101	-0.0007	-6.5%	0.0399
ATR	0.0082	0.0083	0.0001	1.7%	0.0000
Volume	954	835	-119	-12.5%	834

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9021	0.8967	0.8767
R3	0.8920	0.8866	0.8739
R2	0.8819	0.8819	0.8730
R1	0.8765	0.8765	0.8720	0.8742
PP	0.8718	0.8718	0.8718	0.8706
S1	0.8664	0.8664	0.8702	0.8641
S2	0.8617	0.8617	0.8692
S3	0.8516	0.8563	0.8683
S4	0.8415	0.8462	0.8655

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	0.9167	0.8671	0.0496	5.7%	0.0128	1.5%	8%	False	True	791
10	0.9305	0.8671	0.0634	7.3%	0.0088	1.0%	6%	False	True	452
20	0.9513	0.8671	0.0842	9.7%	0.0079	0.9%	5%	False	True	352
40	0.9513	0.8671	0.0842	9.7%	0.0068	0.8%	5%	False	True	268
60	0.9790	0.8671	0.1119	12.8%	0.0051	0.6%	4%	False	True	186
80	0.9892	0.8671	0.1221	14.0%	0.0039	0.4%	3%	False	True	143
100	0.9921	0.8671	0.1250	14.3%	0.0033	0.4%	3%	False	True	118
120	0.9921	0.8671	0.1250	14.3%	0.0028	0.3%	3%	False	True	99

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9201
2.618	0.9036
1.618	0.8935
1.000	0.8873
0.618	0.8834
HIGH	0.8772
0.618	0.8733
0.500	0.8722
0.382	0.8710
LOW	0.8671
0.618	0.8609
1.000	0.8570
1.618	0.8508
2.618	0.8407
4.250	0.8242

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	0.8722	0.8758
PP	0.8718	0.8742
S1	0.8715	0.8727

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

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