CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 15-Jun-2015

Day Change Summary
	Previous	Current
	12-Jun-2015	15-Jun-2015	Change	Change %	Previous Week
Open	0.8107	0.8123	0.0016	0.2%	0.7969
High	0.8130	0.8126	-0.0004	0.0%	0.8174
Low	0.8085	0.8096	0.0011	0.1%	0.7966
Close	0.8111	0.8113	0.0002	0.0%	0.8111
Range	0.0045	0.0030	-0.0015	-33.3%	0.0208
ATR	0.0068	0.0066	-0.0003	-4.0%	0.0000
Volume	153,740	80,982	-72,758	-47.3%	535,260

Daily Pivots for day following 15-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8202	0.8187	0.8130
R3	0.8172	0.8157	0.8121
R2	0.8142	0.8142	0.8119
R1	0.8127	0.8127	0.8116	0.8120
PP	0.8112	0.8112	0.8112	0.8108
S1	0.8097	0.8097	0.8110	0.8090
S2	0.8082	0.8082	0.8108
S3	0.8052	0.8067	0.8105
S4	0.8022	0.8037	0.8097

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8708	0.8617	0.8225
R3	0.8500	0.8409	0.8168
R2	0.8292	0.8292	0.8149
R1	0.8201	0.8201	0.8130	0.8247
PP	0.8084	0.8084	0.8084	0.8106
S1	0.7993	0.7993	0.8092	0.8039
S2	0.7876	0.7876	0.8073
S3	0.7668	0.7785	0.8054
S4	0.7460	0.7577	0.7997

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8174	0.8027	0.0147	1.8%	0.0073	0.9%	59%	False	False	110,386
10	0.8174	0.7956	0.0218	2.7%	0.0075	0.9%	72%	False	False	67,157
20	0.8390	0.7956	0.0434	5.3%	0.0070	0.9%	36%	False	False	34,898
40	0.8455	0.7956	0.0499	6.2%	0.0057	0.7%	31%	False	False	17,589
60	0.8470	0.7956	0.0514	6.3%	0.0055	0.7%	31%	False	False	11,757
80	0.8470	0.7956	0.0514	6.3%	0.0050	0.6%	31%	False	False	8,829
100	0.8559	0.7956	0.0603	7.4%	0.0046	0.6%	26%	False	False	7,069
120	0.8640	0.7956	0.0684	8.4%	0.0044	0.5%	23%	False	False	5,891

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8254
2.618	0.8205
1.618	0.8175
1.000	0.8156
0.618	0.8145
HIGH	0.8126
0.618	0.8115
0.500	0.8111
0.382	0.8107
LOW	0.8096
0.618	0.8077
1.000	0.8066
1.618	0.8047
2.618	0.8017
4.250	0.7969

Fisher Pivots for day following 15-Jun-2015
Pivot	1 day	3 day
R1	0.8112	0.8113
PP	0.8112	0.8112
S1	0.8111	0.8112

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

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