CME Japanese Yen Future March 2015

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

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	0.8681	0.8748	0.0067	0.8%	0.8881
High	0.8762	0.8788	0.0026	0.3%	0.8893
Low	0.8665	0.8714	0.0049	0.6%	0.8665
Close	0.8743	0.8714	-0.0029	-0.3%	0.8743
Range	0.0097	0.0074	-0.0023	-23.7%	0.0228
ATR	0.0084	0.0083	-0.0001	-0.9%	0.0000
Volume	1,052	970	-82	-7.8%	4,636

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8961	0.8911	0.8755
R3	0.8887	0.8837	0.8734
R2	0.8813	0.8813	0.8728
R1	0.8763	0.8763	0.8721	0.8751
PP	0.8739	0.8739	0.8739	0.8733
S1	0.8689	0.8689	0.8707	0.8677
S2	0.8665	0.8665	0.8700
S3	0.8591	0.8615	0.8694
S4	0.8517	0.8541	0.8673

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9451	0.9325	0.8868
R3	0.9223	0.9097	0.8806
R2	0.8995	0.8995	0.8785
R1	0.8869	0.8869	0.8764	0.8818
PP	0.8767	0.8767	0.8767	0.8742
S1	0.8641	0.8641	0.8722	0.8590
S2	0.8539	0.8539	0.8701
S3	0.8311	0.8413	0.8680
S4	0.8083	0.8185	0.8618

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8844	0.8665	0.0179	2.1%	0.0085	1.0%	27%	False	False	916
10	0.9287	0.8665	0.0622	7.1%	0.0096	1.1%	8%	False	False	622
20	0.9513	0.8665	0.0848	9.7%	0.0082	0.9%	6%	False	False	432
40	0.9513	0.8665	0.0848	9.7%	0.0071	0.8%	6%	False	False	317
60	0.9765	0.8665	0.1100	12.6%	0.0053	0.6%	4%	False	False	219
80	0.9886	0.8665	0.1221	14.0%	0.0041	0.5%	4%	False	False	168
100	0.9921	0.8665	0.1256	14.4%	0.0034	0.4%	4%	False	False	138
120	0.9921	0.8665	0.1256	14.4%	0.0030	0.3%	4%	False	False	116

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9103
2.618	0.8982
1.618	0.8908
1.000	0.8862
0.618	0.8834
HIGH	0.8788
0.618	0.8760
0.500	0.8751
0.382	0.8742
LOW	0.8714
0.618	0.8668
1.000	0.8640
1.618	0.8594
2.618	0.8520
4.250	0.8400

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	0.8751	0.8727
PP	0.8739	0.8722
S1	0.8726	0.8718

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

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