CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 0.9789 0.9747 -0.0042 -0.4% 0.9845
High 0.9811 0.9747 -0.0064 -0.7% 0.9860
Low 0.9789 0.9704 -0.0085 -0.9% 0.9704
Close 0.9811 0.9704 -0.0107 -1.1% 0.9704
Range 0.0022 0.0043 0.0021 95.5% 0.0156
ATR 0.0070 0.0073 0.0003 3.7% 0.0000
Volume 11 2 -9 -81.8% 49
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 0.9847 0.9819 0.9728
R3 0.9804 0.9776 0.9716
R2 0.9761 0.9761 0.9712
R1 0.9733 0.9733 0.9708 0.9726
PP 0.9718 0.9718 0.9718 0.9715
S1 0.9690 0.9690 0.9700 0.9683
S2 0.9675 0.9675 0.9696
S3 0.9632 0.9647 0.9692
S4 0.9589 0.9604 0.9680
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0224 1.0120 0.9790
R3 1.0068 0.9964 0.9747
R2 0.9912 0.9912 0.9733
R1 0.9808 0.9808 0.9718 0.9782
PP 0.9756 0.9756 0.9756 0.9743
S1 0.9652 0.9652 0.9690 0.9626
S2 0.9600 0.9600 0.9675
S3 0.9444 0.9496 0.9661
S4 0.9288 0.9340 0.9618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9860 0.9704 0.0156 1.6% 0.0033 0.3% 0% False True 9
10 1.0140 0.9704 0.0436 4.5% 0.0050 0.5% 0% False True 9
20 1.0297 0.9704 0.0593 6.1% 0.0031 0.3% 0% False True 6
40 1.0800 0.9704 0.1096 11.3% 0.0056 0.6% 0% False True 8
60 1.1000 0.9704 0.1296 13.4% 0.0057 0.6% 0% False True 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9930
2.618 0.9860
1.618 0.9817
1.000 0.9790
0.618 0.9774
HIGH 0.9747
0.618 0.9731
0.500 0.9726
0.382 0.9720
LOW 0.9704
0.618 0.9677
1.000 0.9661
1.618 0.9634
2.618 0.9591
4.250 0.9521
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 0.9726 0.9758
PP 0.9718 0.9740
S1 0.9711 0.9722

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

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