CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 02-Feb-2015

Day Change Summary
	Previous	Current
	30-Jan-2015	02-Feb-2015	Change	Change %	Previous Week
Open	0.8472	0.8545	0.0073	0.9%	0.8520
High	0.8539	0.8555	0.0016	0.2%	0.8540
Low	0.8471	0.8501	0.0030	0.4%	0.8446
Close	0.8524	0.8544	0.0020	0.2%	0.8524
Range	0.0068	0.0054	-0.0014	-20.6%	0.0094
ATR	0.0084	0.0082	-0.0002	-2.6%	0.0000
Volume	539	485	-54	-10.0%	1,453

Daily Pivots for day following 02-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8695	0.8674	0.8574
R3	0.8641	0.8620	0.8559
R2	0.8587	0.8587	0.8554
R1	0.8566	0.8566	0.8549	0.8550
PP	0.8533	0.8533	0.8533	0.8525
S1	0.8512	0.8512	0.8539	0.8496
S2	0.8479	0.8479	0.8534
S3	0.8425	0.8458	0.8529
S4	0.8371	0.8404	0.8514

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8785	0.8749	0.8576
R3	0.8691	0.8655	0.8550
R2	0.8597	0.8597	0.8541
R1	0.8561	0.8561	0.8533	0.8579
PP	0.8503	0.8503	0.8503	0.8513
S1	0.8467	0.8467	0.8515	0.8485
S2	0.8409	0.8409	0.8507
S3	0.8315	0.8373	0.8498
S4	0.8221	0.8279	0.8472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8555	0.8446	0.0109	1.3%	0.0069	0.8%	90%	True	False	344
10	0.8560	0.8430	0.0130	1.5%	0.0082	1.0%	88%	False	False	483
20	0.8646	0.8304	0.0342	4.0%	0.0087	1.0%	70%	False	False	447
40	0.8670	0.8229	0.0441	5.2%	0.0084	1.0%	71%	False	False	325
60	0.8812	0.8229	0.0583	6.8%	0.0070	0.8%	54%	False	False	222
80	0.9489	0.8229	0.1260	14.7%	0.0060	0.7%	25%	False	False	168
100	0.9489	0.8229	0.1260	14.7%	0.0051	0.6%	25%	False	False	135
120	0.9814	0.8229	0.1585	18.6%	0.0044	0.5%	20%	False	False	113

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	0.0013
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8785
2.618	0.8696
1.618	0.8642
1.000	0.8609
0.618	0.8588
HIGH	0.8555
0.618	0.8534
0.500	0.8528
0.382	0.8522
LOW	0.8501
0.618	0.8468
1.000	0.8447
1.618	0.8414
2.618	0.8360
4.250	0.8272

Fisher Pivots for day following 02-Feb-2015
Pivot	1 day	3 day
R1	0.8539	0.8531
PP	0.8533	0.8517
S1	0.8528	0.8504

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

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