CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 0.9845 0.9860 0.0015 0.2% 1.0118
High 0.9845 0.9860 0.0015 0.2% 1.0140
Low 0.9810 0.9794 -0.0016 -0.2% 0.9818
Close 0.9823 0.9794 -0.0029 -0.3% 0.9862
Range 0.0035 0.0066 0.0031 88.6% 0.0322
ATR 0.0080 0.0079 -0.0001 -1.3% 0.0000
Volume 20 5 -15 -75.0% 44
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 1.0014 0.9970 0.9830
R3 0.9948 0.9904 0.9812
R2 0.9882 0.9882 0.9806
R1 0.9838 0.9838 0.9800 0.9827
PP 0.9816 0.9816 0.9816 0.9811
S1 0.9772 0.9772 0.9788 0.9761
S2 0.9750 0.9750 0.9782
S3 0.9684 0.9706 0.9776
S4 0.9618 0.9640 0.9758
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 0.9794 0.0346 3.5% 0.0075 0.8% 0% False True 11
10 1.0297 0.9794 0.0503 5.1% 0.0051 0.5% 0% False True 8
20 1.0297 0.9794 0.0503 5.1% 0.0035 0.4% 0% False True 6
40 1.0800 0.9794 0.1006 10.3% 0.0059 0.6% 0% False True 9
60 1.1000 0.9794 0.1206 12.3% 0.0059 0.6% 0% False True 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0141
2.618 1.0033
1.618 0.9967
1.000 0.9926
0.618 0.9901
HIGH 0.9860
0.618 0.9835
0.500 0.9827
0.382 0.9819
LOW 0.9794
0.618 0.9753
1.000 0.9728
1.618 0.9687
2.618 0.9621
4.250 0.9514
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 0.9827 0.9864
PP 0.9816 0.9841
S1 0.9805 0.9817

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

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