CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	0.8600	0.8424	-0.0176	-2.0%	0.8234
High	0.8600	0.8463	-0.0137	-1.6%	0.8524
Low	0.8451	0.8400	-0.0051	-0.6%	0.8229
Close	0.8452	0.8431	-0.0021	-0.2%	0.8439
Range	0.0149	0.0063	-0.0086	-57.7%	0.0295
ATR	0.0090	0.0088	-0.0002	-2.2%	0.0000
Volume	490	1,187	697	142.2%	615

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8620	0.8589	0.8466
R3	0.8557	0.8526	0.8448
R2	0.8494	0.8494	0.8443
R1	0.8463	0.8463	0.8437	0.8479
PP	0.8431	0.8431	0.8431	0.8439
S1	0.8400	0.8400	0.8425	0.8416
S2	0.8368	0.8368	0.8419
S3	0.8305	0.8337	0.8414
S4	0.8242	0.8274	0.8396

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9282	0.9156	0.8601
R3	0.8987	0.8861	0.8520
R2	0.8692	0.8692	0.8493
R1	0.8566	0.8566	0.8466	0.8629
PP	0.8397	0.8397	0.8397	0.8429
S1	0.8271	0.8271	0.8412	0.8334
S2	0.8102	0.8102	0.8385
S3	0.7807	0.7976	0.8358
S4	0.7512	0.7681	0.8277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8670	0.8400	0.0270	3.2%	0.0104	1.2%	11%	False	True	368
10	0.8670	0.8229	0.0441	5.2%	0.0119	1.4%	46%	False	False	247
20	0.8670	0.8229	0.0441	5.2%	0.0082	1.0%	46%	False	False	138
40	0.9335	0.8229	0.1106	13.1%	0.0061	0.7%	18%	False	False	73
60	0.9489	0.8229	0.1260	14.9%	0.0048	0.6%	16%	False	False	49
80	0.9674	0.8229	0.1445	17.1%	0.0038	0.4%	14%	False	False	37

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8731
2.618	0.8628
1.618	0.8565
1.000	0.8526
0.618	0.8502
HIGH	0.8463
0.618	0.8439
0.500	0.8432
0.382	0.8424
LOW	0.8400
0.618	0.8361
1.000	0.8337
1.618	0.8298
2.618	0.8235
4.250	0.8132

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	0.8432	0.8535
PP	0.8431	0.8500
S1	0.8431	0.8466

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

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