CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 0.9787 0.9789 0.0002 0.0% 1.0118
High 0.9787 0.9811 0.0024 0.2% 1.0140
Low 0.9787 0.9789 0.0002 0.0% 0.9818
Close 0.9787 0.9811 0.0024 0.2% 0.9862
Range 0.0000 0.0022 0.0022 0.0322
ATR 0.0074 0.0070 -0.0004 -4.8% 0.0000
Volume 11 11 0 0.0% 44
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 0.9870 0.9862 0.9823
R3 0.9848 0.9840 0.9817
R2 0.9826 0.9826 0.9815
R1 0.9818 0.9818 0.9813 0.9822
PP 0.9804 0.9804 0.9804 0.9806
S1 0.9796 0.9796 0.9809 0.9800
S2 0.9782 0.9782 0.9807
S3 0.9760 0.9774 0.9805
S4 0.9738 0.9752 0.9799
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 0.9934 0.9787 0.0147 1.5% 0.0048 0.5% 16% False False 12
10 1.0140 0.9787 0.0353 3.6% 0.0046 0.5% 7% False False 9
20 1.0297 0.9787 0.0510 5.2% 0.0034 0.3% 5% False False 6
40 1.0800 0.9787 0.1013 10.3% 0.0057 0.6% 2% False False 9
60 1.1000 0.9787 0.1213 12.4% 0.0057 0.6% 2% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9905
2.618 0.9869
1.618 0.9847
1.000 0.9833
0.618 0.9825
HIGH 0.9811
0.618 0.9803
0.500 0.9800
0.382 0.9797
LOW 0.9789
0.618 0.9775
1.000 0.9767
1.618 0.9753
2.618 0.9731
4.250 0.9696
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 0.9807 0.9824
PP 0.9804 0.9819
S1 0.9800 0.9815

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

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