CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	0.8399	0.8436	0.0037	0.4%	0.8409
High	0.8445	0.8455	0.0010	0.1%	0.8462
Low	0.8390	0.8403	0.0013	0.2%	0.8315
Close	0.8432	0.8416	-0.0016	-0.2%	0.8430
Range	0.0055	0.0052	-0.0003	-5.5%	0.0147
ATR	0.0078	0.0076	-0.0002	-2.4%	0.0000
Volume	722	230	-492	-68.1%	3,225

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8581	0.8550	0.8445
R3	0.8529	0.8498	0.8430
R2	0.8477	0.8477	0.8426
R1	0.8446	0.8446	0.8421	0.8436
PP	0.8425	0.8425	0.8425	0.8419
S1	0.8394	0.8394	0.8411	0.8384
S2	0.8373	0.8373	0.8406
S3	0.8321	0.8342	0.8402
S4	0.8269	0.8290	0.8387

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	0.8322	0.0147	1.7%	0.0073	0.9%	64%	False	False	752
10	0.8550	0.8315	0.0235	2.8%	0.0075	0.9%	43%	False	False	553
20	0.8562	0.8315	0.0247	2.9%	0.0072	0.9%	41%	False	False	407
40	0.8646	0.8295	0.0351	4.2%	0.0074	0.9%	34%	False	False	408
60	0.8670	0.8229	0.0441	5.2%	0.0076	0.9%	42%	False	False	318
80	0.9310	0.8229	0.1081	12.8%	0.0067	0.8%	17%	False	False	241
100	0.9489	0.8229	0.1260	15.0%	0.0059	0.7%	15%	False	False	193
120	0.9674	0.8229	0.1445	17.2%	0.0050	0.6%	13%	False	False	161

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8676
2.618	0.8591
1.618	0.8539
1.000	0.8507
0.618	0.8487
HIGH	0.8455
0.618	0.8435
0.500	0.8429
0.382	0.8423
LOW	0.8403
0.618	0.8371
1.000	0.8351
1.618	0.8319
2.618	0.8267
4.250	0.8182

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	0.8429	0.8429
PP	0.8425	0.8424
S1	0.8420	0.8420

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

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