CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	0.8446	0.8506	0.0060	0.7%	0.8530
High	0.8534	0.8540	0.0006	0.1%	0.8560
Low	0.8446	0.8480	0.0034	0.4%	0.8430
Close	0.8508	0.8513	0.0005	0.1%	0.8508
Range	0.0088	0.0060	-0.0028	-31.8%	0.0130
ATR	0.0088	0.0086	-0.0002	-2.3%	0.0000
Volume	189	209	20	10.6%	2,895

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8691	0.8662	0.8546
R3	0.8631	0.8602	0.8530
R2	0.8571	0.8571	0.8524
R1	0.8542	0.8542	0.8519	0.8557
PP	0.8511	0.8511	0.8511	0.8518
S1	0.8482	0.8482	0.8508	0.8497
S2	0.8451	0.8451	0.8502
S3	0.8391	0.8422	0.8497
S4	0.8331	0.8362	0.8480

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	0.8540	0.8437	0.0103	1.2%	0.0078	0.9%	74%	True	False	187
10	0.8646	0.8430	0.0216	2.5%	0.0101	1.2%	38%	False	False	483
20	0.8646	0.8295	0.0351	4.1%	0.0087	1.0%	62%	False	False	408
40	0.8670	0.8229	0.0441	5.2%	0.0083	1.0%	64%	False	False	293
60	0.9026	0.8229	0.0797	9.4%	0.0071	0.8%	36%	False	False	200
80	0.9489	0.8229	0.1260	14.8%	0.0058	0.7%	23%	False	False	151
100	0.9546	0.8229	0.1317	15.5%	0.0049	0.6%	22%	False	False	121
120	0.9831	0.8229	0.1602	18.8%	0.0042	0.5%	18%	False	False	102

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	0.0018
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8795
2.618	0.8697
1.618	0.8637
1.000	0.8600
0.618	0.8577
HIGH	0.8540
0.618	0.8517
0.500	0.8510
0.382	0.8503
LOW	0.8480
0.618	0.8443
1.000	0.8420
1.618	0.8383
2.618	0.8323
4.250	0.8225

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	0.8512	0.8506
PP	0.8511	0.8500
S1	0.8510	0.8493

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

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