CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 1.0080 0.9934 -0.0146 -1.4% 1.0118
High 1.0080 0.9934 -0.0146 -1.4% 1.0140
Low 0.9950 0.9818 -0.0132 -1.3% 0.9818
Close 0.9956 0.9862 -0.0094 -0.9% 0.9862
Range 0.0130 0.0116 -0.0014 -10.8% 0.0322
ATR 0.0078 0.0082 0.0004 5.5% 0.0000
Volume 16 16 0 0.0% 44
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0219 1.0157 0.9926
R3 1.0103 1.0041 0.9894
R2 0.9987 0.9987 0.9883
R1 0.9925 0.9925 0.9873 0.9898
PP 0.9871 0.9871 0.9871 0.9858
S1 0.9809 0.9809 0.9851 0.9782
S2 0.9755 0.9755 0.9841
S3 0.9639 0.9693 0.9830
S4 0.9523 0.9577 0.9798
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0906 1.0706 1.0039
R3 1.0584 1.0384 0.9951
R2 1.0262 1.0262 0.9921
R1 1.0062 1.0062 0.9892 1.0001
PP 0.9940 0.9940 0.9940 0.9910
S1 0.9740 0.9740 0.9832 0.9679
S2 0.9618 0.9618 0.9803
S3 0.9296 0.9418 0.9773
S4 0.8974 0.9096 0.9685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0140 0.9818 0.0322 3.3% 0.0067 0.7% 14% False True 8
10 1.0297 0.9818 0.0479 4.9% 0.0041 0.4% 9% False True 5
20 1.0374 0.9818 0.0556 5.6% 0.0039 0.4% 8% False True 5
40 1.0800 0.9818 0.0982 10.0% 0.0060 0.6% 4% False True 8
60 1.1000 0.9818 0.1182 12.0% 0.0061 0.6% 4% False True 10
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 1.0427
2.618 1.0238
1.618 1.0122
1.000 1.0050
0.618 1.0006
HIGH 0.9934
0.618 0.9890
0.500 0.9876
0.382 0.9862
LOW 0.9818
0.618 0.9746
1.000 0.9702
1.618 0.9630
2.618 0.9514
4.250 0.9325
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 0.9876 0.9979
PP 0.9871 0.9940
S1 0.9867 0.9901

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

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