CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	0.8372	0.8333	-0.0039	-0.5%	0.8463
High	0.8387	0.8337	-0.0050	-0.6%	0.8663
Low	0.8331	0.8282	-0.0049	-0.6%	0.8366
Close	0.8342	0.8289	-0.0053	-0.6%	0.8373
Range	0.0056	0.0055	-0.0001	-1.8%	0.0297
ATR	0.0101	0.0098	-0.0003	-2.9%	0.0000
Volume	67,955	53,103	-14,852	-21.9%	1,255,143

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8468	0.8433	0.8319
R3	0.8413	0.8378	0.8304
R2	0.8358	0.8358	0.8299
R1	0.8323	0.8323	0.8294	0.8313
PP	0.8303	0.8303	0.8303	0.8298
S1	0.8268	0.8268	0.8284	0.8258
S2	0.8248	0.8248	0.8279
S3	0.8193	0.8213	0.8274
S4	0.8138	0.8158	0.8259

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9358	0.9163	0.8536
R3	0.9061	0.8866	0.8455
R2	0.8764	0.8764	0.8427
R1	0.8569	0.8569	0.8400	0.8518
PP	0.8467	0.8467	0.8467	0.8442
S1	0.8272	0.8272	0.8346	0.8221
S2	0.8170	0.8170	0.8319
S3	0.7873	0.7975	0.8291
S4	0.7576	0.7678	0.8210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8597	0.8282	0.0315	3.8%	0.0084	1.0%	2%	False	True	141,455
10	0.8663	0.8282	0.0381	4.6%	0.0110	1.3%	2%	False	True	186,776
20	0.8663	0.8219	0.0444	5.4%	0.0102	1.2%	16%	False	False	104,795
40	0.9287	0.8219	0.1068	12.9%	0.0094	1.1%	7%	False	False	52,940
60	0.9513	0.8219	0.1294	15.6%	0.0085	1.0%	5%	False	False	35,368
80	0.9555	0.8219	0.1336	16.1%	0.0073	0.9%	5%	False	False	26,555
100	0.9836	0.8219	0.1617	19.5%	0.0060	0.7%	4%	False	False	21,248
120	0.9896	0.8219	0.1677	20.2%	0.0051	0.6%	4%	False	False	17,710

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	0.0022
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8571
2.618	0.8481
1.618	0.8426
1.000	0.8392
0.618	0.8371
HIGH	0.8337
0.618	0.8316
0.500	0.8310
0.382	0.8303
LOW	0.8282
0.618	0.8248
1.000	0.8227
1.618	0.8193
2.618	0.8138
4.250	0.8048

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	0.8310	0.8353
PP	0.8303	0.8331
S1	0.8296	0.8310

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

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