CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 1.3081 1.3056 -0.0025 -0.2% 1.3088
High 1.3086 1.3056 -0.0030 -0.2% 1.3140
Low 1.3075 1.3056 -0.0019 -0.1% 1.2999
Close 1.3040 1.3074 0.0034 0.3% 1.3008
Range 0.0011 0.0000 -0.0011 -100.0% 0.0141
ATR 0.0065 0.0061 -0.0003 -5.4% 0.0000
Volume 55 192 137 249.1% 97
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3062 1.3068 1.3074
R3 1.3062 1.3068 1.3074
R2 1.3062 1.3062 1.3074
R1 1.3068 1.3068 1.3074 1.3065
PP 1.3062 1.3062 1.3062 1.3061
S1 1.3068 1.3068 1.3074 1.3065
S2 1.3062 1.3062 1.3074
S3 1.3062 1.3068 1.3074
S4 1.3062 1.3068 1.3074
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3472 1.3381 1.3086
R3 1.3331 1.3240 1.3047
R2 1.3190 1.3190 1.3034
R1 1.3099 1.3099 1.3021 1.3074
PP 1.3049 1.3049 1.3049 1.3037
S1 1.2958 1.2958 1.2995 1.2933
S2 1.2908 1.2908 1.2982
S3 1.2767 1.2817 1.2969
S4 1.2626 1.2676 1.2930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3109 1.2973 0.0136 1.0% 0.0056 0.4% 74% False False 72
10 1.3161 1.2973 0.0188 1.4% 0.0070 0.5% 54% False False 73
20 1.3161 1.2915 0.0246 1.9% 0.0040 0.3% 65% False False 49
40 1.3161 1.2885 0.0276 2.1% 0.0024 0.2% 68% False False 26
60 1.3161 1.2642 0.0519 4.0% 0.0019 0.1% 83% False False 18
80 1.3161 1.2338 0.0823 6.3% 0.0014 0.1% 89% False False 19
100 1.3161 1.2201 0.0960 7.3% 0.0012 0.1% 91% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0006
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3056
2.618 1.3056
1.618 1.3056
1.000 1.3056
0.618 1.3056
HIGH 1.3056
0.618 1.3056
0.500 1.3056
0.382 1.3056
LOW 1.3056
0.618 1.3056
1.000 1.3056
1.618 1.3056
2.618 1.3056
4.250 1.3056
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 1.3068 1.3063
PP 1.3062 1.3052
S1 1.3056 1.3041

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.