CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 0.9760 0.9737 -0.0023 -0.2% 0.9845
High 0.9793 0.9780 -0.0013 -0.1% 0.9860
Low 0.9760 0.9732 -0.0028 -0.3% 0.9704
Close 0.9793 0.9764 -0.0029 -0.3% 0.9704
Range 0.0033 0.0048 0.0015 45.5% 0.0156
ATR 0.0074 0.0073 -0.0001 -1.3% 0.0000
Volume 8 6 -2 -25.0% 49
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 0.9903 0.9881 0.9790
R3 0.9855 0.9833 0.9777
R2 0.9807 0.9807 0.9773
R1 0.9785 0.9785 0.9768 0.9796
PP 0.9759 0.9759 0.9759 0.9764
S1 0.9737 0.9737 0.9760 0.9748
S2 0.9711 0.9711 0.9755
S3 0.9663 0.9689 0.9751
S4 0.9615 0.9641 0.9738
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 0.9704 0.0107 1.1% 0.0029 0.3% 56% False False 7
10 1.0140 0.9704 0.0436 4.5% 0.0052 0.5% 14% False False 9
20 1.0297 0.9704 0.0593 6.1% 0.0035 0.4% 10% False False 6
40 1.0800 0.9704 0.1096 11.2% 0.0053 0.5% 5% False False 8
60 1.1000 0.9704 0.1296 13.3% 0.0053 0.5% 5% False False 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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9984
2.618 0.9906
1.618 0.9858
1.000 0.9828
0.618 0.9810
HIGH 0.9780
0.618 0.9762
0.500 0.9756
0.382 0.9750
LOW 0.9732
0.618 0.9702
1.000 0.9684
1.618 0.9654
2.618 0.9606
4.250 0.9528
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 0.9761 0.9759
PP 0.9759 0.9754
S1 0.9756 0.9749

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

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