CME Japanese Yen Future September 2015

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

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	0.8388	0.8426	0.0038	0.5%	0.8426
High	0.8428	0.8429	0.0001	0.0%	0.8453
Low	0.8378	0.8388	0.0010	0.1%	0.8347
Close	0.8427	0.8413	-0.0014	-0.2%	0.8427
Range	0.0050	0.0041	-0.0009	-18.0%	0.0106
ATR	0.0051	0.0050	-0.0001	-1.3%	0.0000
Volume	109	198	89	81.7%	831

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8533	0.8514	0.8436
R3	0.8492	0.8473	0.8424
R2	0.8451	0.8451	0.8421
R1	0.8432	0.8432	0.8417	0.8421
PP	0.8410	0.8410	0.8410	0.8405
S1	0.8391	0.8391	0.8409	0.8380
S2	0.8369	0.8369	0.8405
S3	0.8328	0.8350	0.8402
S4	0.8287	0.8309	0.8390

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8727	0.8683	0.8485
R3	0.8621	0.8577	0.8456
R2	0.8515	0.8515	0.8446
R1	0.8471	0.8471	0.8437	0.8493
PP	0.8409	0.8409	0.8409	0.8420
S1	0.8365	0.8365	0.8417	0.8387
S2	0.8303	0.8303	0.8408
S3	0.8197	0.8259	0.8398
S4	0.8091	0.8153	0.8369

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8429	0.8347	0.0082	1.0%	0.0041	0.5%	80%	True	False	165
10	0.8453	0.8345	0.0108	1.3%	0.0048	0.6%	63%	False	False	154
20	0.8453	0.8295	0.0158	1.9%	0.0050	0.6%	75%	False	False	112
40	0.8470	0.8217	0.0253	3.0%	0.0047	0.6%	77%	False	False	93
60	0.8559	0.8217	0.0342	4.1%	0.0041	0.5%	57%	False	False	72
80	0.8640	0.8217	0.0423	5.0%	0.0040	0.5%	46%	False	False	55
100	0.8640	0.8217	0.0423	5.0%	0.0037	0.4%	46%	False	False	44
120	0.8842	0.8217	0.0625	7.4%	0.0035	0.4%	31%	False	False	37

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8603
2.618	0.8536
1.618	0.8495
1.000	0.8470
0.618	0.8454
HIGH	0.8429
0.618	0.8413
0.500	0.8409
0.382	0.8404
LOW	0.8388
0.618	0.8363
1.000	0.8347
1.618	0.8322
2.618	0.8281
4.250	0.8214

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	0.8412	0.8405
PP	0.8410	0.8396
S1	0.8409	0.8388

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

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