CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 23-Feb-2015

Day Change Summary
	Previous	Current
	20-Feb-2015	23-Feb-2015	Change	Change %	Previous Week
Open	0.8413	0.8409	-0.0004	0.0%	0.8440
High	0.8464	0.8428	-0.0036	-0.4%	0.8469
Low	0.8403	0.8393	-0.0010	-0.1%	0.8388
Close	0.8411	0.8423	0.0012	0.1%	0.8411
Range	0.0061	0.0035	-0.0026	-42.6%	0.0081
ATR	0.0075	0.0072	-0.0003	-3.8%	0.0000
Volume	178	539	361	202.8%	1,610

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8520	0.8506	0.8442
R3	0.8485	0.8471	0.8433
R2	0.8450	0.8450	0.8429
R1	0.8436	0.8436	0.8426	0.8443
PP	0.8415	0.8415	0.8415	0.8418
S1	0.8401	0.8401	0.8420	0.8408
S2	0.8380	0.8380	0.8417
S3	0.8345	0.8366	0.8413
S4	0.8310	0.8331	0.8404

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8666	0.8619	0.8456
R3	0.8585	0.8538	0.8433
R2	0.8504	0.8504	0.8426
R1	0.8457	0.8457	0.8418	0.8440
PP	0.8423	0.8423	0.8423	0.8414
S1	0.8376	0.8376	0.8404	0.8359
S2	0.8342	0.8342	0.8396
S3	0.8261	0.8295	0.8389
S4	0.8180	0.8214	0.8366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8469	0.8388	0.0081	1.0%	0.0057	0.7%	43%	False	False	429
10	0.8469	0.8315	0.0154	1.8%	0.0067	0.8%	70%	False	False	537
20	0.8562	0.8315	0.0247	2.9%	0.0069	0.8%	44%	False	False	427
40	0.8646	0.8295	0.0351	4.2%	0.0074	0.9%	36%	False	False	413
60	0.8670	0.8229	0.0441	5.2%	0.0077	0.9%	44%	False	False	330
80	0.9277	0.8229	0.1048	12.4%	0.0068	0.8%	19%	False	False	250
100	0.9489	0.8229	0.1260	15.0%	0.0059	0.7%	15%	False	False	200
120	0.9566	0.8229	0.1337	15.9%	0.0051	0.6%	15%	False	False	167

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0011
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8577
2.618	0.8520
1.618	0.8485
1.000	0.8463
0.618	0.8450
HIGH	0.8428
0.618	0.8415
0.500	0.8411
0.382	0.8406
LOW	0.8393
0.618	0.8371
1.000	0.8358
1.618	0.8336
2.618	0.8301
4.250	0.8244

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	0.8419	0.8429
PP	0.8415	0.8427
S1	0.8411	0.8425

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

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