CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	0.8405	0.8336	-0.0069	-0.8%	0.8356
High	0.8409	0.8370	-0.0039	-0.5%	0.8470
Low	0.8341	0.8335	-0.0006	-0.1%	0.8350
Close	0.8341	0.8358	0.0017	0.2%	0.8417
Range	0.0068	0.0035	-0.0033	-48.5%	0.0120
ATR	0.0052	0.0051	-0.0001	-2.4%	0.0000
Volume	172	70	-102	-59.3%	452

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8459	0.8444	0.8377
R3	0.8424	0.8409	0.8368
R2	0.8389	0.8389	0.8364
R1	0.8374	0.8374	0.8361	0.8382
PP	0.8354	0.8354	0.8354	0.8358
S1	0.8339	0.8339	0.8355	0.8347
S2	0.8319	0.8319	0.8352
S3	0.8284	0.8304	0.8348
S4	0.8249	0.8269	0.8339

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8772	0.8715	0.8483
R3	0.8652	0.8595	0.8450
R2	0.8532	0.8532	0.8439
R1	0.8475	0.8475	0.8428	0.8504
PP	0.8412	0.8412	0.8412	0.8427
S1	0.8355	0.8355	0.8406	0.8384
S2	0.8292	0.8292	0.8395
S3	0.8172	0.8235	0.8384
S4	0.8052	0.8115	0.8351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8470	0.8335	0.0135	1.6%	0.0054	0.6%	17%	False	True	101
10	0.8470	0.8260	0.0210	2.5%	0.0064	0.8%	47%	False	False	102
20	0.8470	0.8217	0.0253	3.0%	0.0046	0.5%	56%	False	False	75
40	0.8559	0.8217	0.0342	4.1%	0.0037	0.4%	41%	False	False	54
60	0.8640	0.8217	0.0423	5.1%	0.0037	0.4%	33%	False	False	37
80	0.8640	0.8217	0.0423	5.1%	0.0035	0.4%	33%	False	False	28
100	0.8809	0.8217	0.0592	7.1%	0.0032	0.4%	24%	False	False	23

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	True
Bull Hook	False
Stretch	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8519
2.618	0.8462
1.618	0.8427
1.000	0.8405
0.618	0.8392
HIGH	0.8370
0.618	0.8357
0.500	0.8353
0.382	0.8348
LOW	0.8335
0.618	0.8313
1.000	0.8300
1.618	0.8278
2.618	0.8243
4.250	0.8186

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	0.8356	0.8382
PP	0.8354	0.8374
S1	0.8353	0.8366

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

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