CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 06-Feb-2015

Day Change Summary
	Previous	Current
	05-Feb-2015	06-Feb-2015	Change	Change %	Previous Week
Open	0.8546	0.8520	-0.0026	-0.3%	0.8545
High	0.8550	0.8545	-0.0005	-0.1%	0.8562
Low	0.8518	0.8402	-0.0116	-1.4%	0.8402
Close	0.8518	0.8406	-0.0112	-1.3%	0.8406
Range	0.0032	0.0143	0.0111	346.9%	0.0160
ATR	0.0076	0.0080	0.0005	6.4%	0.0000
Volume	576	300	-276	-47.9%	1,719

Daily Pivots for day following 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8880	0.8786	0.8485
R3	0.8737	0.8643	0.8445
R2	0.8594	0.8594	0.8432
R1	0.8500	0.8500	0.8419	0.8476
PP	0.8451	0.8451	0.8451	0.8439
S1	0.8357	0.8357	0.8393	0.8333
S2	0.8308	0.8308	0.8380
S3	0.8165	0.8214	0.8367
S4	0.8022	0.8071	0.8327

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8937	0.8831	0.8494
R3	0.8777	0.8671	0.8450
R2	0.8617	0.8617	0.8435
R1	0.8511	0.8511	0.8421	0.8484
PP	0.8457	0.8457	0.8457	0.8443
S1	0.8351	0.8351	0.8391	0.8324
S2	0.8297	0.8297	0.8377
S3	0.8137	0.8191	0.8362
S4	0.7977	0.8031	0.8318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8562	0.8402	0.0160	1.9%	0.0069	0.8%	3%	False	True	343
10	0.8562	0.8402	0.0160	1.9%	0.0070	0.8%	3%	False	True	317
20	0.8646	0.8360	0.0286	3.4%	0.0087	1.0%	16%	False	False	407
40	0.8670	0.8295	0.0375	4.5%	0.0080	1.0%	30%	False	False	346
60	0.8719	0.8229	0.0490	5.8%	0.0070	0.8%	36%	False	False	242
80	0.9489	0.8229	0.1260	15.0%	0.0063	0.8%	14%	False	False	183
100	0.9489	0.8229	0.1260	15.0%	0.0053	0.6%	14%	False	False	147
120	0.9776	0.8229	0.1547	18.4%	0.0046	0.5%	11%	False	False	123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	0.9153
2.618	0.8919
1.618	0.8776
1.000	0.8688
0.618	0.8633
HIGH	0.8545
0.618	0.8490
0.500	0.8474
0.382	0.8457
LOW	0.8402
0.618	0.8314
1.000	0.8259
1.618	0.8171
2.618	0.8028
4.250	0.7794

Fisher Pivots for day following 06-Feb-2015
Pivot	1 day	3 day
R1	0.8474	0.8477
PP	0.8451	0.8453
S1	0.8429	0.8430

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

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