CME Japanese Yen Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-May-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-May-2015 | 
                    05-May-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8335 | 
                        0.8336 | 
                        0.0001 | 
                        0.0% | 
                        0.8426 | 
                     
                    
                        | High | 
                        0.8345 | 
                        0.8366 | 
                        0.0021 | 
                        0.3% | 
                        0.8455 | 
                     
                    
                        | Low | 
                        0.8328 | 
                        0.8312 | 
                        -0.0016 | 
                        -0.2% | 
                        0.8327 | 
                     
                    
                        | Close | 
                        0.8339 | 
                        0.8358 | 
                        0.0019 | 
                        0.2% | 
                        0.8327 | 
                     
                    
                        | Range | 
                        0.0017 | 
                        0.0054 | 
                        0.0037 | 
                        217.6% | 
                        0.0128 | 
                     
                    
                        | ATR | 
                        0.0050 | 
                        0.0050 | 
                        0.0000 | 
                        0.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        301 | 
                        318 | 
                        17 | 
                        5.6% | 
                        1,600 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-May-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8507 | 
                0.8487 | 
                0.8388 | 
                 | 
             
            
                | R3 | 
                0.8453 | 
                0.8433 | 
                0.8373 | 
                 | 
             
            
                | R2 | 
                0.8399 | 
                0.8399 | 
                0.8368 | 
                 | 
             
            
                | R1 | 
                0.8379 | 
                0.8379 | 
                0.8363 | 
                0.8389 | 
             
            
                | PP | 
                0.8345 | 
                0.8345 | 
                0.8345 | 
                0.8351 | 
             
            
                | S1 | 
                0.8325 | 
                0.8325 | 
                0.8353 | 
                0.8335 | 
             
            
                | S2 | 
                0.8291 | 
                0.8291 | 
                0.8348 | 
                 | 
             
            
                | S3 | 
                0.8237 | 
                0.8271 | 
                0.8343 | 
                 | 
             
            
                | S4 | 
                0.8183 | 
                0.8217 | 
                0.8328 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-May-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8754 | 
                0.8668 | 
                0.8397 | 
                 | 
             
            
                | R3 | 
                0.8626 | 
                0.8540 | 
                0.8362 | 
                 | 
             
            
                | R2 | 
                0.8498 | 
                0.8498 | 
                0.8350 | 
                 | 
             
            
                | R1 | 
                0.8412 | 
                0.8412 | 
                0.8339 | 
                0.8391 | 
             
            
                | PP | 
                0.8370 | 
                0.8370 | 
                0.8370 | 
                0.8359 | 
             
            
                | S1 | 
                0.8284 | 
                0.8284 | 
                0.8315 | 
                0.8263 | 
             
            
                | S2 | 
                0.8242 | 
                0.8242 | 
                0.8304 | 
                 | 
             
            
                | S3 | 
                0.8114 | 
                0.8156 | 
                0.8292 | 
                 | 
             
            
                | S4 | 
                0.7986 | 
                0.8028 | 
                0.8257 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.8455 | 
                0.8312 | 
                0.0143 | 
                1.7% | 
                0.0053 | 
                0.6% | 
                32% | 
                False | 
                True | 
                320 | 
                 
                
                | 10 | 
                0.8455 | 
                0.8312 | 
                0.0143 | 
                1.7% | 
                0.0046 | 
                0.6% | 
                32% | 
                False | 
                True | 
                267 | 
                 
                
                | 20 | 
                0.8455 | 
                0.8295 | 
                0.0160 | 
                1.9% | 
                0.0049 | 
                0.6% | 
                39% | 
                False | 
                False | 
                199 | 
                 
                
                | 40 | 
                0.8470 | 
                0.8239 | 
                0.0231 | 
                2.8% | 
                0.0050 | 
                0.6% | 
                52% | 
                False | 
                False | 
                139 | 
                 
                
                | 60 | 
                0.8470 | 
                0.8217 | 
                0.0253 | 
                3.0% | 
                0.0043 | 
                0.5% | 
                56% | 
                False | 
                False | 
                105 | 
                 
                
                | 80 | 
                0.8640 | 
                0.8217 | 
                0.0423 | 
                5.1% | 
                0.0042 | 
                0.5% | 
                33% | 
                False | 
                False | 
                80 | 
                 
                
                | 100 | 
                0.8640 | 
                0.8217 | 
                0.0423 | 
                5.1% | 
                0.0039 | 
                0.5% | 
                33% | 
                False | 
                False | 
                64 | 
                 
                
                | 120 | 
                0.8691 | 
                0.8217 | 
                0.0474 | 
                5.7% | 
                0.0035 | 
                0.4% | 
                30% | 
                False | 
                False | 
                54 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8596 | 
         
        
            | 
2.618             | 
            0.8507 | 
         
        
            | 
1.618             | 
            0.8453 | 
         
        
            | 
1.000             | 
            0.8420 | 
         
        
            | 
0.618             | 
            0.8399 | 
         
        
            | 
HIGH             | 
            0.8366 | 
         
        
            | 
0.618             | 
            0.8345 | 
         
        
            | 
0.500             | 
            0.8339 | 
         
        
            | 
0.382             | 
            0.8333 | 
         
        
            | 
LOW             | 
            0.8312 | 
         
        
            | 
0.618             | 
            0.8279 | 
         
        
            | 
1.000             | 
            0.8258 | 
         
        
            | 
1.618             | 
            0.8225 | 
         
        
            | 
2.618             | 
            0.8171 | 
         
        
            | 
4.250             | 
            0.8083 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-May-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8352 | 
                                0.8353 | 
                             
                            
                                | PP | 
                                0.8345 | 
                                0.8349 | 
                             
                            
                                | S1 | 
                                0.8339 | 
                                0.8344 | 
                             
             
         |