CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 1.2309 1.2334 0.0025 0.2% 1.2259
High 1.2342 1.2334 -0.0008 -0.1% 1.2381
Low 1.2309 1.2244 -0.0065 -0.5% 1.2179
Close 1.2336 1.2296 -0.0040 -0.3% 1.2299
Range 0.0033 0.0090 0.0057 172.7% 0.0202
ATR 0.0080 0.0081 0.0001 1.1% 0.0000
Volume 39 26 -13 -33.3% 499
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2561 1.2519 1.2346
R3 1.2471 1.2429 1.2321
R2 1.2381 1.2381 1.2313
R1 1.2339 1.2339 1.2304 1.2315
PP 1.2291 1.2291 1.2291 1.2280
S1 1.2249 1.2249 1.2288 1.2225
S2 1.2201 1.2201 1.2280
S3 1.2111 1.2159 1.2271
S4 1.2021 1.2069 1.2247
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2892 1.2798 1.2410
R3 1.2690 1.2596 1.2355
R2 1.2488 1.2488 1.2336
R1 1.2394 1.2394 1.2318 1.2441
PP 1.2286 1.2286 1.2286 1.2310
S1 1.2192 1.2192 1.2280 1.2239
S2 1.2084 1.2084 1.2262
S3 1.1882 1.1990 1.2243
S4 1.1680 1.1788 1.2188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2381 1.2219 0.0162 1.3% 0.0067 0.5% 48% False False 59
10 1.2381 1.2055 0.0326 2.7% 0.0079 0.6% 74% False False 88
20 1.2381 1.1742 0.0639 5.2% 0.0076 0.6% 87% False False 85
40 1.2381 1.1666 0.0715 5.8% 0.0065 0.5% 88% False False 75
60 1.2381 1.1416 0.0965 7.8% 0.0046 0.4% 91% False False 51
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2717
2.618 1.2570
1.618 1.2480
1.000 1.2424
0.618 1.2390
HIGH 1.2334
0.618 1.2300
0.500 1.2289
0.382 1.2278
LOW 1.2244
0.618 1.2188
1.000 1.2154
1.618 1.2098
2.618 1.2008
4.250 1.1862
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 1.2294 1.2309
PP 1.2291 1.2305
S1 1.2289 1.2300

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.