CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 14-Jul-2015

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	0.8164	0.8107	-0.0058	-0.7%	0.8205
High	0.8175	0.8143	-0.0032	-0.4%	0.8313
Low	0.8100	0.8088	-0.0013	-0.2%	0.8125
Close	0.8106	0.8113	0.0007	0.1%	0.8146
Range	0.0075	0.0055	-0.0020	-26.2%	0.0188
ATR	0.0402	0.0377	-0.0025	-6.2%	0.0000
Volume	114,191	82,488	-31,703	-27.8%	762,816

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8279	0.8251	0.8143
R3	0.8224	0.8196	0.8128
R2	0.8169	0.8169	0.8123
R1	0.8141	0.8141	0.8118	0.8155
PP	0.8114	0.8114	0.8114	0.8121
S1	0.8086	0.8086	0.8108	0.8100
S2	0.8059	0.8059	0.8103
S3	0.8004	0.8031	0.8098
S4	0.7949	0.7976	0.8083

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8758	0.8640	0.8249
R3	0.8570	0.8452	0.8198
R2	0.8382	0.8382	0.8180
R1	0.8264	0.8264	0.8163	0.8229
PP	0.8194	0.8194	0.8194	0.8177
S1	0.8076	0.8076	0.8129	0.8041
S2	0.8006	0.8006	0.8112
S3	0.7818	0.7888	0.8094
S4	0.7630	0.7700	0.8043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8313	0.8088	0.0225	2.8%	0.0090	1.1%	11%	False	True	136,777
10	0.8313	0.8088	0.0225	2.8%	0.0075	0.9%	11%	False	True	128,888
20	0.8313	0.0810	0.7503	92.5%	0.0061	0.7%	97%	False	False	115,252
40	0.8390	0.0810	0.7580	93.4%	0.0065	0.8%	96%	False	False	75,075
60	0.8455	0.0810	0.7645	94.2%	0.0058	0.7%	96%	False	False	50,144
80	0.8470	0.0810	0.7660	94.4%	0.0057	0.7%	95%	False	False	37,631
100	0.8470	0.0810	0.7660	94.4%	0.0052	0.6%	95%	False	False	30,113
120	0.8559	0.0810	0.7749	95.5%	0.0048	0.6%	94%	False	False	25,099

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	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8376
2.618	0.8286
1.618	0.8231
1.000	0.8198
0.618	0.8176
HIGH	0.8143
0.618	0.8121
0.500	0.8115
0.382	0.8109
LOW	0.8088
0.618	0.8054
1.000	0.8033
1.618	0.7999
2.618	0.7944
4.250	0.7854

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	0.8115	0.8164
PP	0.8114	0.8147
S1	0.8114	0.8130

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

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