CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 18-Jun-2015

Day Change Summary
	Previous	Current
	17-Jun-2015	18-Jun-2015	Change	Change %	Previous Week
Open	0.8114	0.0811	-0.7303	-90.0%	0.7969
High	0.8128	0.0818	-0.7310	-89.9%	0.8174
Low	0.8043	0.0810	-0.7233	-89.9%	0.7966
Close	0.8113	0.0814	-0.7299	-90.0%	0.8111
Range	0.0085	0.0008	-0.0077	-90.5%	0.0208
ATR	0.0065	0.0582	0.0517	794.5%	0.0000
Volume	132,045	162,824	30,779	23.3%	535,260

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.0838	0.0834	0.0818
R3	0.0830	0.0826	0.0816
R2	0.0822	0.0822	0.0815
R1	0.0818	0.0818	0.0815	0.0820
PP	0.0814	0.0814	0.0814	0.0815
S1	0.0810	0.0810	0.0813	0.0812
S2	0.0806	0.0806	0.0812
S3	0.0798	0.0802	0.0812
S4	0.0790	0.0794	0.0809

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	0.8130	0.0810	0.7320	899.5%	0.0041	5.0%	0%	False	True	121,176
10	0.8174	0.0810	0.7364	904.9%	0.0068	8.4%	0%	False	True	100,472
20	0.8300	0.0810	0.7490	920.4%	0.0068	8.3%	0%	False	True	53,384
40	0.8455	0.0810	0.7645	939.4%	0.0057	7.0%	0%	False	True	26,852
60	0.8470	0.0810	0.7660	941.3%	0.0056	6.8%	0%	False	True	17,939
80	0.8470	0.0810	0.7660	941.3%	0.0051	6.3%	0%	False	True	13,468
100	0.8559	0.0810	0.7749	952.2%	0.0046	5.7%	0%	False	True	10,780
120	0.8640	0.0810	0.7830	962.2%	0.0045	5.5%	0%	False	True	8,984

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 68 trading days

Fibonacci Retracements and Extensions
4.250	0.0852
2.618	0.0839
1.618	0.0831
1.000	0.0826
0.618	0.0823
HIGH	0.0818
0.618	0.0815
0.500	0.0814
0.382	0.0813
LOW	0.0810
0.618	0.0805
1.000	0.0802
1.618	0.0797
2.618	0.0789
4.250	0.0775

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	0.0814	0.4469
PP	0.0814	0.3251
S1	0.0814	0.2032

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

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