CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	0.8412	0.8386	-0.0026	-0.3%	0.8409
High	0.8435	0.8406	-0.0029	-0.3%	0.8441
Low	0.8379	0.8359	-0.0020	-0.2%	0.8358
Close	0.8385	0.8364	-0.0021	-0.3%	0.8364
Range	0.0056	0.0047	-0.0009	-16.1%	0.0083
ATR	0.0068	0.0067	-0.0002	-2.2%	0.0000
Volume	3,078	795	-2,283	-74.2%	5,663

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8517	0.8488	0.8390
R3	0.8470	0.8441	0.8377
R2	0.8423	0.8423	0.8373
R1	0.8394	0.8394	0.8368	0.8385
PP	0.8376	0.8376	0.8376	0.8372
S1	0.8347	0.8347	0.8360	0.8338
S2	0.8329	0.8329	0.8355
S3	0.8282	0.8300	0.8351
S4	0.8235	0.8253	0.8338

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8637	0.8583	0.8410
R3	0.8554	0.8500	0.8387
R2	0.8471	0.8471	0.8379
R1	0.8417	0.8417	0.8372	0.8403
PP	0.8388	0.8388	0.8388	0.8380
S1	0.8334	0.8334	0.8356	0.8320
S2	0.8305	0.8305	0.8349
S3	0.8222	0.8251	0.8341
S4	0.8139	0.8168	0.8318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8441	0.8358	0.0083	1.0%	0.0048	0.6%	7%	False	False	1,132
10	0.8469	0.8358	0.0111	1.3%	0.0054	0.6%	5%	False	False	832
20	0.8562	0.8315	0.0247	3.0%	0.0064	0.8%	20%	False	False	637
40	0.8646	0.8295	0.0351	4.2%	0.0075	0.9%	20%	False	False	528
60	0.8670	0.8229	0.0441	5.3%	0.0077	0.9%	31%	False	False	413
80	0.8866	0.8229	0.0637	7.6%	0.0069	0.8%	21%	False	False	313
100	0.9489	0.8229	0.1260	15.1%	0.0060	0.7%	11%	False	False	251
120	0.9494	0.8229	0.1265	15.1%	0.0052	0.6%	11%	False	False	210

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8606
2.618	0.8529
1.618	0.8482
1.000	0.8453
0.618	0.8435
HIGH	0.8406
0.618	0.8388
0.500	0.8383
0.382	0.8377
LOW	0.8359
0.618	0.8330
1.000	0.8312
1.618	0.8283
2.618	0.8236
4.250	0.8159

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	0.8383	0.8400
PP	0.8376	0.8388
S1	0.8370	0.8376

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

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