CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	0.8440	0.8399	-0.0041	-0.5%	0.8409
High	0.8469	0.8445	-0.0024	-0.3%	0.8462
Low	0.8388	0.8390	0.0002	0.0%	0.8315
Close	0.8395	0.8432	0.0037	0.4%	0.8430
Range	0.0081	0.0055	-0.0026	-32.1%	0.0147
ATR	0.0080	0.0078	-0.0002	-2.2%	0.0000
Volume	480	722	242	50.4%	3,225

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8587	0.8565	0.8462
R3	0.8532	0.8510	0.8447
R2	0.8477	0.8477	0.8442
R1	0.8455	0.8455	0.8437	0.8466
PP	0.8422	0.8422	0.8422	0.8428
S1	0.8400	0.8400	0.8427	0.8411
S2	0.8367	0.8367	0.8422
S3	0.8312	0.8345	0.8417
S4	0.8257	0.8290	0.8402

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8843	0.8784	0.8511
R3	0.8696	0.8637	0.8470
R2	0.8549	0.8549	0.8457
R1	0.8490	0.8490	0.8443	0.8520
PP	0.8402	0.8402	0.8402	0.8417
S1	0.8343	0.8343	0.8417	0.8373
S2	0.8255	0.8255	0.8403
S3	0.8108	0.8196	0.8390
S4	0.7961	0.8049	0.8349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8469	0.8315	0.0154	1.8%	0.0076	0.9%	76%	False	False	767
10	0.8552	0.8315	0.0237	2.8%	0.0076	0.9%	49%	False	False	546
20	0.8562	0.8315	0.0247	2.9%	0.0075	0.9%	47%	False	False	479
40	0.8646	0.8295	0.0351	4.2%	0.0074	0.9%	39%	False	False	403
60	0.8670	0.8229	0.0441	5.2%	0.0076	0.9%	46%	False	False	315
80	0.9335	0.8229	0.1106	13.1%	0.0068	0.8%	18%	False	False	238
100	0.9489	0.8229	0.1260	14.9%	0.0058	0.7%	16%	False	False	191
120	0.9674	0.8229	0.1445	17.1%	0.0050	0.6%	14%	False	False	159

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

Fibonacci Retracements and Extensions
4.250	0.8679
2.618	0.8589
1.618	0.8534
1.000	0.8500
0.618	0.8479
HIGH	0.8445
0.618	0.8424
0.500	0.8418
0.382	0.8411
LOW	0.8390
0.618	0.8356
1.000	0.8335
1.618	0.8301
2.618	0.8246
4.250	0.8156

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	0.8427	0.8431
PP	0.8422	0.8430
S1	0.8418	0.8429

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

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