CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 0.9747 0.9760 0.0013 0.1% 0.9845
High 0.9747 0.9793 0.0046 0.5% 0.9860
Low 0.9704 0.9760 0.0056 0.6% 0.9704
Close 0.9704 0.9793 0.0089 0.9% 0.9704
Range 0.0043 0.0033 -0.0010 -23.3% 0.0156
ATR 0.0073 0.0074 0.0001 1.6% 0.0000
Volume 2 8 6 300.0% 49
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 0.9881 0.9870 0.9811
R3 0.9848 0.9837 0.9802
R2 0.9815 0.9815 0.9799
R1 0.9804 0.9804 0.9796 0.9810
PP 0.9782 0.9782 0.9782 0.9785
S1 0.9771 0.9771 0.9790 0.9777
S2 0.9749 0.9749 0.9787
S3 0.9716 0.9738 0.9784
S4 0.9683 0.9705 0.9775
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% 57% False False 7
10 1.0140 0.9704 0.0436 4.5% 0.0049 0.5% 20% False False 9
20 1.0297 0.9704 0.0593 6.1% 0.0033 0.3% 15% False False 6
40 1.0800 0.9704 0.1096 11.2% 0.0055 0.6% 8% False False 8
60 1.1000 0.9704 0.1296 13.2% 0.0058 0.6% 7% False False 9
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 0.9933
2.618 0.9879
1.618 0.9846
1.000 0.9826
0.618 0.9813
HIGH 0.9793
0.618 0.9780
0.500 0.9777
0.382 0.9773
LOW 0.9760
0.618 0.9740
1.000 0.9727
1.618 0.9707
2.618 0.9674
4.250 0.9620
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 0.9788 0.9781
PP 0.9782 0.9769
S1 0.9777 0.9758

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

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