CME Japanese Yen Future June 2015

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

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	0.8494	0.8446	-0.0048	-0.6%	0.8530
High	0.8539	0.8513	-0.0026	-0.3%	0.8560
Low	0.8443	0.8437	-0.0006	-0.1%	0.8430
Close	0.8463	0.8508	0.0045	0.5%	0.8508
Range	0.0096	0.0076	-0.0020	-20.8%	0.0130
ATR	0.0090	0.0089	-0.0001	-1.1%	0.0000
Volume	178	146	-32	-18.0%	2,895

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8714	0.8687	0.8550
R3	0.8638	0.8611	0.8529
R2	0.8562	0.8562	0.8522
R1	0.8535	0.8535	0.8515	0.8549
PP	0.8486	0.8486	0.8486	0.8493
S1	0.8459	0.8459	0.8501	0.8473
S2	0.8410	0.8410	0.8494
S3	0.8334	0.8383	0.8487
S4	0.8258	0.8307	0.8466

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8889	0.8829	0.8580
R3	0.8759	0.8699	0.8544
R2	0.8629	0.8629	0.8532
R1	0.8569	0.8569	0.8520	0.8534
PP	0.8499	0.8499	0.8499	0.8482
S1	0.8439	0.8439	0.8496	0.8404
S2	0.8369	0.8369	0.8484
S3	0.8239	0.8309	0.8472
S4	0.8109	0.8179	0.8437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8646	0.8430	0.0216	2.5%	0.0109	1.3%	36%	False	False	734
10	0.8646	0.8360	0.0286	3.4%	0.0103	1.2%	52%	False	False	498
20	0.8646	0.8295	0.0351	4.1%	0.0079	0.9%	61%	False	False	400
40	0.8670	0.8229	0.0441	5.2%	0.0081	0.9%	63%	False	False	281
60	0.9277	0.8229	0.1048	12.3%	0.0068	0.8%	27%	False	False	191
80	0.9489	0.8229	0.1260	14.8%	0.0056	0.7%	22%	False	False	143
100	0.9566	0.8229	0.1337	15.7%	0.0047	0.6%	21%	False	False	115
120	0.9849	0.8229	0.1620	19.0%	0.0040	0.5%	17%	False	False	97

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	0.0020
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8836
2.618	0.8712
1.618	0.8636
1.000	0.8589
0.618	0.8560
HIGH	0.8513
0.618	0.8484
0.500	0.8475
0.382	0.8466
LOW	0.8437
0.618	0.8390
1.000	0.8361
1.618	0.8314
2.618	0.8238
4.250	0.8114

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	0.8497	0.8502
PP	0.8486	0.8497
S1	0.8475	0.8491

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

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