CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 23-Feb-2015

Day Change Summary
	Previous	Current
	20-Feb-2015	23-Feb-2015	Change	Change %	Previous Week
Open	0.8403	0.8398	-0.0005	-0.1%	0.8429
High	0.8455	0.8424	-0.0031	-0.4%	0.8469
Low	0.8391	0.8381	-0.0010	-0.1%	0.8376
Close	0.8401	0.8413	0.0012	0.1%	0.8401
Range	0.0064	0.0043	-0.0021	-32.8%	0.0093
ATR	0.0083	0.0080	-0.0003	-3.4%	0.0000
Volume	120,421	74,644	-45,777	-38.0%	503,396

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8535	0.8517	0.8437
R3	0.8492	0.8474	0.8425
R2	0.8449	0.8449	0.8421
R1	0.8431	0.8431	0.8417	0.8440
PP	0.8406	0.8406	0.8406	0.8411
S1	0.8388	0.8388	0.8409	0.8397
S2	0.8363	0.8363	0.8405
S3	0.8320	0.8345	0.8401
S4	0.8277	0.8302	0.8389

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8694	0.8641	0.8452
R3	0.8601	0.8548	0.8427
R2	0.8508	0.8508	0.8418
R1	0.8455	0.8455	0.8410	0.8435
PP	0.8415	0.8415	0.8415	0.8406
S1	0.8362	0.8362	0.8392	0.8342
S2	0.8322	0.8322	0.8384
S3	0.8229	0.8269	0.8375
S4	0.8136	0.8176	0.8350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8469	0.8376	0.0093	1.1%	0.0063	0.8%	40%	False	False	115,608
10	0.8469	0.8302	0.0167	2.0%	0.0073	0.9%	66%	False	False	134,555
20	0.8561	0.8302	0.0259	3.1%	0.0077	0.9%	43%	False	False	145,823
40	0.8637	0.8286	0.0351	4.2%	0.0084	1.0%	36%	False	False	161,483
60	0.8663	0.8219	0.0444	5.3%	0.0090	1.1%	44%	False	False	142,587
80	0.9287	0.8219	0.1068	12.7%	0.0089	1.1%	18%	False	False	107,211
100	0.9513	0.8219	0.1294	15.4%	0.0085	1.0%	15%	False	False	85,814
120	0.9555	0.8219	0.1336	15.9%	0.0077	0.9%	15%	False	False	71,531

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8607
2.618	0.8537
1.618	0.8494
1.000	0.8467
0.618	0.8451
HIGH	0.8424
0.618	0.8408
0.500	0.8403
0.382	0.8397
LOW	0.8381
0.618	0.8354
1.000	0.8338
1.618	0.8311
2.618	0.8268
4.250	0.8198

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	0.8410	0.8418
PP	0.8406	0.8416
S1	0.8403	0.8415

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

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