CME Japanese Yen Future September 2015

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Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary Previous Current 20-Nov-2014 21-Nov-2014 Change Change % Previous Week Open 0.8493 0.8532 0.0039 0.5% 0.8648 High 0.8513 0.8532 0.0019 0.2% 0.8648 Low 0.8493 0.8524 0.0031 0.4% 0.8493 Close 0.8513 0.8524 0.0011 0.1% 0.8524 Range 0.0020 0.0008 -0.0012 -60.0% 0.0155 ATR 0.0056 0.0054 -0.0003 -4.7% 0.0000 Volume 11 2 -9 -81.8% 28
Daily Pivots for day following 21-Nov-2014 Classic Woodie Camarilla DeMark R4 0.8551 0.8545 0.8528 R3 0.8543 0.8537 0.8526 R2 0.8535 0.8535 0.8525 R1 0.8529 0.8529 0.8525 0.8528 PP 0.8527 0.8527 0.8527 0.8526 S1 0.8521 0.8521 0.8523 0.8520 S2 0.8519 0.8519 0.8523 S3 0.8511 0.8513 0.8522 S4 0.8503 0.8505 0.8520	Weekly Pivots for week ending 21-Nov-2014 Classic Woodie Camarilla DeMark R4 0.9020 0.8927 0.8609 R3 0.8865 0.8772 0.8567 R2 0.8710 0.8710 0.8552 R1 0.8617 0.8617 0.8538 0.8586 PP 0.8555 0.8555 0.8555 0.8540 S1 0.8462 0.8462 0.8510 0.8431 S2 0.8400 0.8400 0.8496 S3 0.8245 0.8307 0.8481 S4 0.8090 0.8152 0.8439
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8648 0.8493 0.0155 1.8% 0.0020 0.2% 20% False False 5 10 0.8803 0.8493 0.0310 3.6% 0.0018 0.2% 10% False False 4 20 0.9322 0.8493 0.0829 9.7% 0.0023 0.3% 4% False False 3
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8566 2.618 0.8553 1.618 0.8545 1.000 0.8540 0.618 0.8537 HIGH 0.8532 0.618 0.8529 0.500 0.8528 0.382 0.8527 LOW 0.8524 0.618 0.8519 1.000 0.8516 1.618 0.8511 2.618 0.8503 4.250 0.8490
Fisher Pivots for day following 21-Nov-2014 Pivot 1 day 3 day R1 0.8528 0.8520 PP 0.8527 0.8516 S1 0.8525 0.8513

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