CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 03-Feb-2015

Day Change Summary
	Previous	Current
	02-Feb-2015	03-Feb-2015	Change	Change %	Previous Week
Open	0.8545	0.8526	-0.0019	-0.2%	0.8520
High	0.8555	0.8562	0.0007	0.1%	0.8540
Low	0.8501	0.8508	0.0007	0.1%	0.8446
Close	0.8544	0.8517	-0.0027	-0.3%	0.8524
Range	0.0054	0.0054	0.0000	0.0%	0.0094
ATR	0.0082	0.0080	-0.0002	-2.5%	0.0000
Volume	485	193	-292	-60.2%	1,453

Daily Pivots for day following 03-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8691	0.8658	0.8547
R3	0.8637	0.8604	0.8532
R2	0.8583	0.8583	0.8527
R1	0.8550	0.8550	0.8522	0.8540
PP	0.8529	0.8529	0.8529	0.8524
S1	0.8496	0.8496	0.8512	0.8486
S2	0.8475	0.8475	0.8507
S3	0.8421	0.8442	0.8502
S4	0.8367	0.8388	0.8487

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	0.8562	0.8452	0.0110	1.3%	0.0062	0.7%	59%	True	False	345
10	0.8562	0.8437	0.0125	1.5%	0.0074	0.9%	64%	True	False	412
20	0.8646	0.8359	0.0287	3.4%	0.0085	1.0%	55%	False	False	455
40	0.8670	0.8229	0.0441	5.2%	0.0084	1.0%	65%	False	False	329
60	0.8784	0.8229	0.0555	6.5%	0.0070	0.8%	52%	False	False	225
80	0.9489	0.8229	0.1260	14.8%	0.0060	0.7%	23%	False	False	170
100	0.9489	0.8229	0.1260	14.8%	0.0051	0.6%	23%	False	False	136
120	0.9801	0.8229	0.1572	18.5%	0.0044	0.5%	18%	False	False	114

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

Fibonacci Retracements and Extensions
4.250	0.8792
2.618	0.8703
1.618	0.8649
1.000	0.8616
0.618	0.8595
HIGH	0.8562
0.618	0.8541
0.500	0.8535
0.382	0.8529
LOW	0.8508
0.618	0.8475
1.000	0.8454
1.618	0.8421
2.618	0.8367
4.250	0.8279

Fisher Pivots for day following 03-Feb-2015
Pivot	1 day	3 day
R1	0.8535	0.8517
PP	0.8529	0.8517
S1	0.8523	0.8517

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

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