CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	0.8649	0.8664	0.0015	0.2%	0.8881
High	0.8713	0.8676	-0.0037	-0.4%	0.8893
Low	0.8643	0.8643	0.0000	0.0%	0.8665
Close	0.8666	0.8656	-0.0010	-0.1%	0.8743
Range	0.0070	0.0033	-0.0037	-52.9%	0.0228
ATR	0.0084	0.0080	-0.0004	-4.3%	0.0000
Volume	1,574	747	-827	-52.5%	4,636

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8757	0.8740	0.8674
R3	0.8724	0.8707	0.8665
R2	0.8691	0.8691	0.8662
R1	0.8674	0.8674	0.8659	0.8666
PP	0.8658	0.8658	0.8658	0.8655
S1	0.8641	0.8641	0.8653	0.8633
S2	0.8625	0.8625	0.8650
S3	0.8592	0.8608	0.8647
S4	0.8559	0.8575	0.8638

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	0.8788	0.8627	0.0161	1.9%	0.0076	0.9%	18%	False	False	944
10	0.9167	0.8627	0.0540	6.2%	0.0102	1.2%	5%	False	False	867
20	0.9428	0.8627	0.0801	9.3%	0.0077	0.9%	4%	False	False	541
40	0.9513	0.8627	0.0886	10.2%	0.0072	0.8%	3%	False	False	367
60	0.9663	0.8627	0.1036	12.0%	0.0055	0.6%	3%	False	False	263
80	0.9843	0.8627	0.1216	14.0%	0.0044	0.5%	2%	False	False	202
100	0.9921	0.8627	0.1294	14.9%	0.0036	0.4%	2%	False	False	165
120	0.9921	0.8627	0.1294	14.9%	0.0032	0.4%	2%	False	False	138

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8816
2.618	0.8762
1.618	0.8729
1.000	0.8709
0.618	0.8696
HIGH	0.8676
0.618	0.8663
0.500	0.8660
0.382	0.8656
LOW	0.8643
0.618	0.8623
1.000	0.8610
1.618	0.8590
2.618	0.8557
4.250	0.8503

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	0.8660	0.8681
PP	0.8658	0.8672
S1	0.8657	0.8664

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

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