CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	0.8271	0.8235	-0.0036	-0.4%	0.8389
High	0.8300	0.8244	-0.0056	-0.7%	0.8390
Low	0.8236	0.8120	-0.0116	-1.4%	0.8236
Close	0.8242	0.8138	-0.0104	-1.3%	0.8242
Range	0.0064	0.0124	0.0060	93.8%	0.0154
ATR	0.0049	0.0054	0.0005	10.9%	0.0000
Volume	439	2,688	2,249	512.3%	3,069

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8539	0.8463	0.8206
R3	0.8415	0.8339	0.8172
R2	0.8291	0.8291	0.8161
R1	0.8215	0.8215	0.8149	0.8191
PP	0.8167	0.8167	0.8167	0.8156
S1	0.8091	0.8091	0.8127	0.8067
S2	0.8043	0.8043	0.8115
S3	0.7919	0.7967	0.8104
S4	0.7795	0.7843	0.8070

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8751	0.8651	0.8327
R3	0.8597	0.8497	0.8284
R2	0.8443	0.8443	0.8270
R1	0.8343	0.8343	0.8256	0.8316
PP	0.8289	0.8289	0.8289	0.8276
S1	0.8189	0.8189	0.8228	0.8162
S2	0.8135	0.8135	0.8214
S3	0.7981	0.8035	0.8200
S4	0.7827	0.7881	0.8157

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8355	0.8120	0.0235	2.9%	0.0068	0.8%	8%	False	True	1,085
10	0.8423	0.8120	0.0303	3.7%	0.0056	0.7%	6%	False	True	720
20	0.8455	0.8120	0.0335	4.1%	0.0051	0.6%	5%	False	True	517
40	0.8455	0.8120	0.0335	4.1%	0.0050	0.6%	5%	False	True	315
60	0.8470	0.8120	0.0350	4.3%	0.0048	0.6%	5%	False	True	235
80	0.8559	0.8120	0.0439	5.4%	0.0043	0.5%	4%	False	True	183
100	0.8640	0.8120	0.0520	6.4%	0.0042	0.5%	3%	False	True	147
120	0.8640	0.8120	0.0520	6.4%	0.0040	0.5%	3%	False	True	123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	0.8771
2.618	0.8569
1.618	0.8445
1.000	0.8368
0.618	0.8321
HIGH	0.8244
0.618	0.8197
0.500	0.8182
0.382	0.8167
LOW	0.8120
0.618	0.8043
1.000	0.7996
1.618	0.7919
2.618	0.7795
4.250	0.7593

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	0.8182	0.8210
PP	0.8167	0.8186
S1	0.8153	0.8162

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

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