CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 04-Mar-2015

Day Change Summary
	Previous	Current
	03-Mar-2015	04-Mar-2015	Change	Change %	Previous Week
Open	0.8323	0.8356	0.0033	0.4%	0.8398
High	0.8378	0.8371	-0.0007	-0.1%	0.8431
Low	0.8316	0.8347	0.0031	0.4%	0.8345
Close	0.8355	0.8353	-0.0002	0.0%	0.8354
Range	0.0062	0.0024	-0.0038	-61.3%	0.0086
ATR	0.0070	0.0067	-0.0003	-4.7%	0.0000
Volume	109,586	92,239	-17,347	-15.8%	531,401

Daily Pivots for day following 04-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8429	0.8415	0.8366
R3	0.8405	0.8391	0.8360
R2	0.8381	0.8381	0.8357
R1	0.8367	0.8367	0.8355	0.8362
PP	0.8357	0.8357	0.8357	0.8355
S1	0.8343	0.8343	0.8351	0.8338
S2	0.8333	0.8333	0.8349
S3	0.8309	0.8319	0.8346
S4	0.8285	0.8295	0.8340

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8635	0.8580	0.8401
R3	0.8549	0.8494	0.8378
R2	0.8463	0.8463	0.8370
R1	0.8408	0.8408	0.8362	0.8393
PP	0.8377	0.8377	0.8377	0.8369
S1	0.8322	0.8322	0.8346	0.8307
S2	0.8291	0.8291	0.8338
S3	0.8205	0.8236	0.8330
S4	0.8119	0.8150	0.8307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8428	0.8316	0.0112	1.3%	0.0046	0.6%	33%	False	False	101,686
10	0.8455	0.8316	0.0139	1.7%	0.0050	0.6%	27%	False	False	103,588
20	0.8549	0.8302	0.0247	3.0%	0.0066	0.8%	21%	False	False	126,794
40	0.8637	0.8302	0.0335	4.0%	0.0082	1.0%	15%	False	False	165,726
60	0.8663	0.8219	0.0444	5.3%	0.0088	1.0%	30%	False	False	154,311
80	0.8788	0.8219	0.0569	6.8%	0.0085	1.0%	24%	False	False	116,450
100	0.9513	0.8219	0.1294	15.5%	0.0083	1.0%	10%	False	False	93,223
120	0.9513	0.8219	0.1294	15.5%	0.0078	0.9%	10%	False	False	77,718

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	0.8473
2.618	0.8434
1.618	0.8410
1.000	0.8395
0.618	0.8386
HIGH	0.8371
0.618	0.8362
0.500	0.8359
0.382	0.8356
LOW	0.8347
0.618	0.8332
1.000	0.8323
1.618	0.8308
2.618	0.8284
4.250	0.8245

Fisher Pivots for day following 04-Mar-2015
Pivot	1 day	3 day
R1	0.8359	0.8351
PP	0.8357	0.8349
S1	0.8355	0.8347

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

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