CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	0.8289	0.8321	0.0032	0.4%	0.8372
High	0.8321	0.8328	0.0007	0.1%	0.8387
Low	0.8288	0.8307	0.0019	0.2%	0.8282
Close	0.8308	0.8313	0.0005	0.1%	0.8313
Range	0.0033	0.0021	-0.0012	-36.4%	0.0105
ATR	0.0093	0.0088	-0.0005	-5.5%	0.0000
Volume	37,848	21,833	-16,015	-42.3%	180,739

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8379	0.8367	0.8325
R3	0.8358	0.8346	0.8319
R2	0.8337	0.8337	0.8317
R1	0.8325	0.8325	0.8315	0.8321
PP	0.8316	0.8316	0.8316	0.8314
S1	0.8304	0.8304	0.8311	0.8300
S2	0.8295	0.8295	0.8309
S3	0.8274	0.8283	0.8307
S4	0.8253	0.8262	0.8301

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8642	0.8583	0.8371
R3	0.8537	0.8478	0.8342
R2	0.8432	0.8432	0.8332
R1	0.8373	0.8373	0.8323	0.8350
PP	0.8327	0.8327	0.8327	0.8316
S1	0.8268	0.8268	0.8303	0.8245
S2	0.8222	0.8222	0.8294
S3	0.8117	0.8163	0.8284
S4	0.8012	0.8058	0.8255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8423	0.8282	0.0141	1.7%	0.0044	0.5%	22%	False	False	63,073
10	0.8663	0.8282	0.0381	4.6%	0.0084	1.0%	8%	False	False	167,728
20	0.8663	0.8219	0.0444	5.3%	0.0100	1.2%	21%	False	False	107,628
40	0.9198	0.8219	0.0979	11.8%	0.0093	1.1%	10%	False	False	54,428
60	0.9513	0.8219	0.1294	15.6%	0.0084	1.0%	7%	False	False	36,352
80	0.9548	0.8219	0.1329	16.0%	0.0073	0.9%	7%	False	False	27,301
100	0.9836	0.8219	0.1617	19.5%	0.0061	0.7%	6%	False	False	21,845
120	0.9896	0.8219	0.1677	20.2%	0.0051	0.6%	6%	False	False	18,206

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 73 trading days

Fibonacci Retracements and Extensions
4.250	0.8417
2.618	0.8383
1.618	0.8362
1.000	0.8349
0.618	0.8341
HIGH	0.8328
0.618	0.8320
0.500	0.8318
0.382	0.8315
LOW	0.8307
0.618	0.8294
1.000	0.8286
1.618	0.8273
2.618	0.8252
4.250	0.8218

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	0.8318	0.8312
PP	0.8316	0.8311
S1	0.8315	0.8310

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

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