CME Japanese Yen Future September 2015

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

Day Change Summary
	Previous	Current
	26-May-2015	27-May-2015	Change	Change %	Previous Week
Open	0.8235	0.8137	-0.0098	-1.2%	0.8389
High	0.8244	0.8154	-0.0090	-1.1%	0.8390
Low	0.8120	0.8070	-0.0050	-0.6%	0.8236
Close	0.8138	0.8084	-0.0054	-0.7%	0.8242
Range	0.0124	0.0084	-0.0040	-32.3%	0.0154
ATR	0.0054	0.0056	0.0002	3.9%	0.0000
Volume	2,688	4,872	2,184	81.3%	3,069

Daily Pivots for day following 27-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8355	0.8303	0.8130
R3	0.8271	0.8219	0.8107
R2	0.8187	0.8187	0.8099
R1	0.8135	0.8135	0.8092	0.8119
PP	0.8103	0.8103	0.8103	0.8095
S1	0.8051	0.8051	0.8076	0.8035
S2	0.8019	0.8019	0.8069
S3	0.7935	0.7967	0.8061
S4	0.7851	0.7883	0.8038

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	0.8304	0.8070	0.0234	2.9%	0.0073	0.9%	6%	False	True	2,005
10	0.8423	0.8070	0.0353	4.4%	0.0061	0.8%	4%	False	True	1,200
20	0.8455	0.8070	0.0385	4.8%	0.0054	0.7%	4%	False	True	740
40	0.8455	0.8070	0.0385	4.8%	0.0052	0.6%	4%	False	True	435
60	0.8470	0.8070	0.0400	4.9%	0.0050	0.6%	4%	False	True	315
80	0.8559	0.8070	0.0489	6.0%	0.0044	0.5%	3%	False	True	244
100	0.8640	0.8070	0.0570	7.1%	0.0043	0.5%	2%	False	True	196
120	0.8640	0.8070	0.0570	7.1%	0.0040	0.5%	2%	False	True	164

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8511
2.618	0.8374
1.618	0.8290
1.000	0.8238
0.618	0.8206
HIGH	0.8154
0.618	0.8122
0.500	0.8112
0.382	0.8102
LOW	0.8070
0.618	0.8018
1.000	0.7986
1.618	0.7934
2.618	0.7850
4.250	0.7713

Fisher Pivots for day following 27-May-2015
Pivot	1 day	3 day
R1	0.8112	0.8185
PP	0.8103	0.8151
S1	0.8093	0.8118

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

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