CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 21-May-2015

Day Change Summary
	Previous	Current
	20-May-2015	21-May-2015	Change	Change %	Previous Week
Open	0.8298	0.8260	-0.0038	-0.5%	0.8363
High	0.8304	0.8287	-0.0017	-0.2%	0.8423
Low	0.8242	0.8258	0.0016	0.2%	0.8327
Close	0.8265	0.8279	0.0014	0.2%	0.8397
Range	0.0062	0.0029	-0.0033	-53.2%	0.0096
ATR	0.0049	0.0048	-0.0001	-2.9%	0.0000
Volume	843	1,184	341	40.5%	1,811

Daily Pivots for day following 21-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8362	0.8349	0.8295
R3	0.8333	0.8320	0.8287
R2	0.8304	0.8304	0.8284
R1	0.8291	0.8291	0.8282	0.8298
PP	0.8275	0.8275	0.8275	0.8278
S1	0.8262	0.8262	0.8276	0.8269
S2	0.8246	0.8246	0.8274
S3	0.8217	0.8233	0.8271
S4	0.8188	0.8204	0.8263

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8670	0.8630	0.8450
R3	0.8574	0.8534	0.8423
R2	0.8478	0.8478	0.8415
R1	0.8438	0.8438	0.8406	0.8458
PP	0.8382	0.8382	0.8382	0.8393
S1	0.8342	0.8342	0.8388	0.8362
S2	0.8286	0.8286	0.8379
S3	0.8190	0.8246	0.8371
S4	0.8094	0.8150	0.8344

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8400	0.8242	0.0158	1.9%	0.0050	0.6%	23%	False	False	669
10	0.8423	0.8242	0.0181	2.2%	0.0044	0.5%	20%	False	False	483
20	0.8455	0.8242	0.0213	2.6%	0.0046	0.6%	17%	False	False	376
40	0.8455	0.8242	0.0213	2.6%	0.0048	0.6%	17%	False	False	246
60	0.8470	0.8217	0.0253	3.1%	0.0046	0.6%	25%	False	False	183
80	0.8559	0.8217	0.0342	4.1%	0.0041	0.5%	18%	False	False	144
100	0.8640	0.8217	0.0423	5.1%	0.0040	0.5%	15%	False	False	116
120	0.8640	0.8217	0.0423	5.1%	0.0038	0.5%	15%	False	False	97

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8410
2.618	0.8363
1.618	0.8334
1.000	0.8316
0.618	0.8305
HIGH	0.8287
0.618	0.8276
0.500	0.8273
0.382	0.8269
LOW	0.8258
0.618	0.8240
1.000	0.8229
1.618	0.8211
2.618	0.8182
4.250	0.8135

Fisher Pivots for day following 21-May-2015
Pivot	1 day	3 day
R1	0.8277	0.8299
PP	0.8275	0.8292
S1	0.8273	0.8286

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

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