CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 04-Feb-2015

Day Change Summary
	Previous	Current
	03-Feb-2015	04-Feb-2015	Change	Change %	Previous Week
Open	0.8526	0.8504	-0.0022	-0.3%	0.8520
High	0.8562	0.8552	-0.0010	-0.1%	0.8540
Low	0.8508	0.8489	-0.0019	-0.2%	0.8446
Close	0.8517	0.8535	0.0018	0.2%	0.8524
Range	0.0054	0.0063	0.0009	16.7%	0.0094
ATR	0.0080	0.0079	-0.0001	-1.5%	0.0000
Volume	193	165	-28	-14.5%	1,453

Daily Pivots for day following 04-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8714	0.8688	0.8570
R3	0.8651	0.8625	0.8552
R2	0.8588	0.8588	0.8547
R1	0.8562	0.8562	0.8541	0.8575
PP	0.8525	0.8525	0.8525	0.8532
S1	0.8499	0.8499	0.8529	0.8512
S2	0.8462	0.8462	0.8523
S3	0.8399	0.8436	0.8518
S4	0.8336	0.8373	0.8500

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%	0.0063	0.7%	75%	False	False	336
10	0.8562	0.8437	0.0125	1.5%	0.0070	0.8%	78%	False	False	262
20	0.8646	0.8359	0.0287	3.4%	0.0084	1.0%	61%	False	False	452
40	0.8670	0.8229	0.0441	5.2%	0.0083	1.0%	69%	False	False	331
60	0.8784	0.8229	0.0555	6.5%	0.0070	0.8%	55%	False	False	228
80	0.9489	0.8229	0.1260	14.8%	0.0061	0.7%	24%	False	False	172
100	0.9489	0.8229	0.1260	14.8%	0.0052	0.6%	24%	False	False	138
120	0.9801	0.8229	0.1572	18.4%	0.0044	0.5%	19%	False	False	116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8820
2.618	0.8717
1.618	0.8654
1.000	0.8615
0.618	0.8591
HIGH	0.8552
0.618	0.8528
0.500	0.8521
0.382	0.8513
LOW	0.8489
0.618	0.8450
1.000	0.8426
1.618	0.8387
2.618	0.8324
4.250	0.8221

Fisher Pivots for day following 04-Feb-2015
Pivot	1 day	3 day
R1	0.8530	0.8532
PP	0.8525	0.8529
S1	0.8521	0.8526

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

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