CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 25-Feb-2015

Day Change Summary
	Previous	Current
	24-Feb-2015	25-Feb-2015	Change	Change %	Previous Week
Open	0.8419	0.8419	0.0000	0.0%	0.8440
High	0.8428	0.8441	0.0013	0.2%	0.8469
Low	0.8358	0.8409	0.0051	0.6%	0.8388
Close	0.8423	0.8425	0.0002	0.0%	0.8411
Range	0.0070	0.0032	-0.0038	-54.3%	0.0081
ATR	0.0072	0.0069	-0.0003	-4.0%	0.0000
Volume	258	993	735	284.9%	1,610

Daily Pivots for day following 25-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8521	0.8505	0.8443
R3	0.8489	0.8473	0.8434
R2	0.8457	0.8457	0.8431
R1	0.8441	0.8441	0.8428	0.8449
PP	0.8425	0.8425	0.8425	0.8429
S1	0.8409	0.8409	0.8422	0.8417
S2	0.8393	0.8393	0.8419
S3	0.8361	0.8377	0.8416
S4	0.8329	0.8345	0.8407

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	0.8464	0.8358	0.0106	1.3%	0.0050	0.6%	63%	False	False	439
10	0.8469	0.8315	0.0154	1.8%	0.0063	0.8%	71%	False	False	603
20	0.8562	0.8315	0.0247	2.9%	0.0066	0.8%	45%	False	False	469
40	0.8646	0.8295	0.0351	4.2%	0.0076	0.9%	37%	False	False	433
60	0.8670	0.8229	0.0441	5.2%	0.0078	0.9%	44%	False	False	350
80	0.9190	0.8229	0.0961	11.4%	0.0069	0.8%	20%	False	False	265
100	0.9489	0.8229	0.1260	15.0%	0.0059	0.7%	16%	False	False	213
120	0.9553	0.8229	0.1324	15.7%	0.0051	0.6%	15%	False	False	178

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8577
2.618	0.8525
1.618	0.8493
1.000	0.8473
0.618	0.8461
HIGH	0.8441
0.618	0.8429
0.500	0.8425
0.382	0.8421
LOW	0.8409
0.618	0.8389
1.000	0.8377
1.618	0.8357
2.618	0.8325
4.250	0.8273

Fisher Pivots for day following 25-Feb-2015
Pivot	1 day	3 day
R1	0.8425	0.8417
PP	0.8425	0.8408
S1	0.8425	0.8400

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

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