CME Japanese Yen Future September 2015

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Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary Previous Current 16-Jan-2015 20-Jan-2015 Change Change % Previous Week Open 0.8640 0.8462 -0.0178 -2.1% 0.8480 High 0.8640 0.8480 -0.0160 -1.9% 0.8640 Low 0.8540 0.8444 -0.0096 -1.1% 0.8413 Close 0.8540 0.8444 -0.0096 -1.1% 0.8540 Range 0.0100 0.0036 -0.0064 -64.0% 0.0227 ATR 0.0066 0.0068 0.0002 3.2% 0.0000 Volume 13 3 -10 -76.9% 28
Daily Pivots for day following 20-Jan-2015 Classic Woodie Camarilla DeMark R4 0.8564 0.8540 0.8464 R3 0.8528 0.8504 0.8454 R2 0.8492 0.8492 0.8451 R1 0.8468 0.8468 0.8447 0.8462 PP 0.8456 0.8456 0.8456 0.8453 S1 0.8432 0.8432 0.8441 0.8426 S2 0.8420 0.8420 0.8437 S3 0.8384 0.8396 0.8434 S4 0.8348 0.8360 0.8424	Weekly Pivots for week ending 16-Jan-2015 Classic Woodie Camarilla DeMark R4 0.9212 0.9103 0.8665 R3 0.8985 0.8876 0.8602 R2 0.8758 0.8758 0.8582 R1 0.8649 0.8649 0.8561 0.8704 PP 0.8531 0.8531 0.8531 0.8558 S1 0.8422 0.8422 0.8519 0.8477 S2 0.8304 0.8304 0.8498 S3 0.8077 0.8195 0.8478 S4 0.7850 0.7968 0.8415
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8640 0.8444 0.0196 2.3% 0.0079 0.9% 0% False True 6 10 0.8640 0.8381 0.0259 3.1% 0.0056 0.7% 24% False False 4 20 0.8640 0.8311 0.0329 3.9% 0.0035 0.4% 40% False False 3 40 0.8640 0.8258 0.0382 4.5% 0.0029 0.3% 49% False False 2
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0008 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 0.8633 2.618 0.8574 1.618 0.8538 1.000 0.8516 0.618 0.8502 HIGH 0.8480 0.618 0.8466 0.500 0.8462 0.382 0.8458 LOW 0.8444 0.618 0.8422 1.000 0.8408 1.618 0.8386 2.618 0.8350 4.250 0.8291
Fisher Pivots for day following 20-Jan-2015 Pivot 1 day 3 day R1 0.8462 0.8542 PP 0.8456 0.8509 S1 0.8450 0.8477

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