CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 28-Apr-2015

Day Change Summary
	Previous	Current
	27-Apr-2015	28-Apr-2015	Change	Change %	Previous Week
Open	0.8426	0.8412	-0.0014	-0.2%	0.8426
High	0.8429	0.8433	0.0004	0.0%	0.8453
Low	0.8388	0.8412	0.0024	0.3%	0.8347
Close	0.8413	0.8427	0.0014	0.2%	0.8427
Range	0.0041	0.0021	-0.0020	-48.8%	0.0106
ATR	0.0050	0.0048	-0.0002	-4.1%	0.0000
Volume	198	417	219	110.6%	831

Daily Pivots for day following 28-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8487	0.8478	0.8439
R3	0.8466	0.8457	0.8433
R2	0.8445	0.8445	0.8431
R1	0.8436	0.8436	0.8429	0.8441
PP	0.8424	0.8424	0.8424	0.8426
S1	0.8415	0.8415	0.8425	0.8420
S2	0.8403	0.8403	0.8423
S3	0.8382	0.8394	0.8421
S4	0.8361	0.8373	0.8415

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	0.8433	0.8347	0.0086	1.0%	0.0039	0.5%	93%	True	False	214
10	0.8453	0.8347	0.0106	1.3%	0.0043	0.5%	75%	False	False	169
20	0.8453	0.8295	0.0158	1.9%	0.0049	0.6%	84%	False	False	130
40	0.8470	0.8217	0.0253	3.0%	0.0047	0.6%	83%	False	False	102
60	0.8559	0.8217	0.0342	4.1%	0.0041	0.5%	61%	False	False	79
80	0.8640	0.8217	0.0423	5.0%	0.0040	0.5%	50%	False	False	60
100	0.8640	0.8217	0.0423	5.0%	0.0037	0.4%	50%	False	False	49
120	0.8809	0.8217	0.0592	7.0%	0.0035	0.4%	35%	False	False	41

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8522
2.618	0.8488
1.618	0.8467
1.000	0.8454
0.618	0.8446
HIGH	0.8433
0.618	0.8425
0.500	0.8423
0.382	0.8420
LOW	0.8412
0.618	0.8399
1.000	0.8391
1.618	0.8378
2.618	0.8357
4.250	0.8323

Fisher Pivots for day following 28-Apr-2015
Pivot	1 day	3 day
R1	0.8426	0.8420
PP	0.8424	0.8413
S1	0.8423	0.8406

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

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