CME Japanese Yen Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Feb-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Feb-2015 | 
                    04-Feb-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8548 | 
                        0.8506 | 
                        -0.0042 | 
                        -0.5% | 
                        0.8488 | 
                     
                    
                        | High | 
                        0.8550 | 
                        0.8559 | 
                        0.0009 | 
                        0.1% | 
                        0.8550 | 
                     
                    
                        | Low | 
                        0.8530 | 
                        0.8506 | 
                        -0.0024 | 
                        -0.3% | 
                        0.8470 | 
                     
                    
                        | Close | 
                        0.8530 | 
                        0.8548 | 
                        0.0018 | 
                        0.2% | 
                        0.8537 | 
                     
                    
                        | Range | 
                        0.0020 | 
                        0.0053 | 
                        0.0033 | 
                        165.0% | 
                        0.0080 | 
                     
                    
                        | ATR | 
                        0.0056 | 
                        0.0056 | 
                        0.0000 | 
                        -0.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        2 | 
                        3 | 
                        1 | 
                        50.0% | 
                        16 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8697 | 
                0.8675 | 
                0.8577 | 
                 | 
             
            
                | R3 | 
                0.8644 | 
                0.8622 | 
                0.8563 | 
                 | 
             
            
                | R2 | 
                0.8591 | 
                0.8591 | 
                0.8558 | 
                 | 
             
            
                | R1 | 
                0.8569 | 
                0.8569 | 
                0.8553 | 
                0.8580 | 
             
            
                | PP | 
                0.8538 | 
                0.8538 | 
                0.8538 | 
                0.8543 | 
             
            
                | S1 | 
                0.8516 | 
                0.8516 | 
                0.8543 | 
                0.8527 | 
             
            
                | S2 | 
                0.8485 | 
                0.8485 | 
                0.8538 | 
                 | 
             
            
                | S3 | 
                0.8432 | 
                0.8463 | 
                0.8533 | 
                 | 
             
            
                | S4 | 
                0.8379 | 
                0.8410 | 
                0.8519 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8759 | 
                0.8728 | 
                0.8581 | 
                 | 
             
            
                | R3 | 
                0.8679 | 
                0.8648 | 
                0.8559 | 
                 | 
             
            
                | R2 | 
                0.8599 | 
                0.8599 | 
                0.8552 | 
                 | 
             
            
                | R1 | 
                0.8568 | 
                0.8568 | 
                0.8544 | 
                0.8584 | 
             
            
                | PP | 
                0.8519 | 
                0.8519 | 
                0.8519 | 
                0.8527 | 
             
            
                | S1 | 
                0.8488 | 
                0.8488 | 
                0.8530 | 
                0.8504 | 
             
            
                | S2 | 
                0.8439 | 
                0.8439 | 
                0.8522 | 
                 | 
             
            
                | S3 | 
                0.8359 | 
                0.8408 | 
                0.8515 | 
                 | 
             
            
                | S4 | 
                0.8279 | 
                0.8328 | 
                0.8493 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.8559 | 
                0.8474 | 
                0.0085 | 
                1.0% | 
                0.0018 | 
                0.2% | 
                87% | 
                True | 
                False | 
                3 | 
                 
                
                | 10 | 
                0.8559 | 
                0.8470 | 
                0.0089 | 
                1.0% | 
                0.0019 | 
                0.2% | 
                88% | 
                True | 
                False | 
                3 | 
                 
                
                | 20 | 
                0.8640 | 
                0.8381 | 
                0.0259 | 
                3.0% | 
                0.0037 | 
                0.4% | 
                64% | 
                False | 
                False | 
                4 | 
                 
                
                | 40 | 
                0.8640 | 
                0.8258 | 
                0.0382 | 
                4.5% | 
                0.0034 | 
                0.4% | 
                76% | 
                False | 
                False | 
                3 | 
                 
                
                | 60 | 
                0.8803 | 
                0.8258 | 
                0.0545 | 
                6.4% | 
                0.0027 | 
                0.3% | 
                53% | 
                False | 
                False | 
                3 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8784 | 
         
        
            | 
2.618             | 
            0.8698 | 
         
        
            | 
1.618             | 
            0.8645 | 
         
        
            | 
1.000             | 
            0.8612 | 
         
        
            | 
0.618             | 
            0.8592 | 
         
        
            | 
HIGH             | 
            0.8559 | 
         
        
            | 
0.618             | 
            0.8539 | 
         
        
            | 
0.500             | 
            0.8533 | 
         
        
            | 
0.382             | 
            0.8526 | 
         
        
            | 
LOW             | 
            0.8506 | 
         
        
            | 
0.618             | 
            0.8473 | 
         
        
            | 
1.000             | 
            0.8453 | 
         
        
            | 
1.618             | 
            0.8420 | 
         
        
            | 
2.618             | 
            0.8367 | 
         
        
            | 
4.250             | 
            0.8281 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Feb-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8543 | 
                                0.8543 | 
                             
                            
                                | PP | 
                                0.8538 | 
                                0.8538 | 
                             
                            
                                | S1 | 
                                0.8533 | 
                                0.8533 | 
                             
             
         |