CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 0.9675 0.9697 0.0022 0.2% 0.9845
High 0.9724 0.9900 0.0176 1.8% 0.9860
Low 0.9675 0.9697 0.0022 0.2% 0.9704
Close 0.9701 0.9829 0.0128 1.3% 0.9704
Range 0.0049 0.0203 0.0154 314.3% 0.0156
ATR 0.0074 0.0084 0.0009 12.3% 0.0000
Volume 9 24 15 166.7% 49
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 1.0418 1.0326 0.9941
R3 1.0215 1.0123 0.9885
R2 1.0012 1.0012 0.9866
R1 0.9920 0.9920 0.9848 0.9966
PP 0.9809 0.9809 0.9809 0.9832
S1 0.9717 0.9717 0.9810 0.9763
S2 0.9606 0.9606 0.9792
S3 0.9403 0.9514 0.9773
S4 0.9200 0.9311 0.9717
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 0.9900 0.9675 0.0225 2.3% 0.0075 0.8% 68% True False 9
10 0.9934 0.9675 0.0259 2.6% 0.0062 0.6% 59% False False 11
20 1.0297 0.9675 0.0622 6.3% 0.0048 0.5% 25% False False 8
40 1.0800 0.9675 0.1125 11.4% 0.0057 0.6% 14% False False 9
60 1.0859 0.9675 0.1184 12.0% 0.0054 0.6% 13% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 35 trading days
Fibonacci Retracements and Extensions
4.250 1.0763
2.618 1.0431
1.618 1.0228
1.000 1.0103
0.618 1.0025
HIGH 0.9900
0.618 0.9822
0.500 0.9799
0.382 0.9775
LOW 0.9697
0.618 0.9572
1.000 0.9494
1.618 0.9369
2.618 0.9166
4.250 0.8834
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 0.9819 0.9815
PP 0.9809 0.9801
S1 0.9799 0.9788

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

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