CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 0.9934 0.9845 -0.0089 -0.9% 1.0118
High 0.9934 0.9845 -0.0089 -0.9% 1.0140
Low 0.9818 0.9810 -0.0008 -0.1% 0.9818
Close 0.9862 0.9823 -0.0039 -0.4% 0.9862
Range 0.0116 0.0035 -0.0081 -69.8% 0.0322
ATR 0.0082 0.0080 -0.0002 -2.6% 0.0000
Volume 16 20 4 25.0% 44
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 0.9931 0.9912 0.9842
R3 0.9896 0.9877 0.9833
R2 0.9861 0.9861 0.9829
R1 0.9842 0.9842 0.9826 0.9834
PP 0.9826 0.9826 0.9826 0.9822
S1 0.9807 0.9807 0.9820 0.9799
S2 0.9791 0.9791 0.9817
S3 0.9756 0.9772 0.9813
S4 0.9721 0.9737 0.9804
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 0.9810 0.0330 3.4% 0.0066 0.7% 4% False True 11
10 1.0297 0.9810 0.0487 5.0% 0.0045 0.5% 3% False True 7
20 1.0325 0.9810 0.0515 5.2% 0.0037 0.4% 3% False True 6
40 1.0800 0.9810 0.0990 10.1% 0.0060 0.6% 1% False True 9
60 1.1000 0.9810 0.1190 12.1% 0.0060 0.6% 1% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9994
2.618 0.9937
1.618 0.9902
1.000 0.9880
0.618 0.9867
HIGH 0.9845
0.618 0.9832
0.500 0.9828
0.382 0.9823
LOW 0.9810
0.618 0.9788
1.000 0.9775
1.618 0.9753
2.618 0.9718
4.250 0.9661
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 0.9828 0.9945
PP 0.9826 0.9904
S1 0.9825 0.9864

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

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