CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 0.9737 0.9675 -0.0062 -0.6% 0.9845
High 0.9780 0.9724 -0.0056 -0.6% 0.9860
Low 0.9732 0.9675 -0.0057 -0.6% 0.9704
Close 0.9764 0.9701 -0.0063 -0.6% 0.9704
Range 0.0048 0.0049 0.0001 2.1% 0.0156
ATR 0.0073 0.0074 0.0001 1.5% 0.0000
Volume 6 9 3 50.0% 49
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 0.9847 0.9823 0.9728
R3 0.9798 0.9774 0.9714
R2 0.9749 0.9749 0.9710
R1 0.9725 0.9725 0.9705 0.9737
PP 0.9700 0.9700 0.9700 0.9706
S1 0.9676 0.9676 0.9697 0.9688
S2 0.9651 0.9651 0.9692
S3 0.9602 0.9627 0.9688
S4 0.9553 0.9578 0.9674
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 0.9811 0.9675 0.0136 1.4% 0.0039 0.4% 19% False True 7
10 1.0080 0.9675 0.0405 4.2% 0.0054 0.6% 6% False True 10
20 1.0297 0.9675 0.0622 6.4% 0.0037 0.4% 4% False True 7
40 1.0800 0.9675 0.1125 11.6% 0.0053 0.5% 2% False True 8
60 1.0907 0.9675 0.1232 12.7% 0.0052 0.5% 2% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9932
2.618 0.9852
1.618 0.9803
1.000 0.9773
0.618 0.9754
HIGH 0.9724
0.618 0.9705
0.500 0.9700
0.382 0.9694
LOW 0.9675
0.618 0.9645
1.000 0.9626
1.618 0.9596
2.618 0.9547
4.250 0.9467
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 0.9701 0.9734
PP 0.9700 0.9723
S1 0.9700 0.9712

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

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