CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 1.2333 1.2274 -0.0059 -0.5% 1.2229
High 1.2342 1.2287 -0.0055 -0.4% 1.2420
Low 1.2247 1.2112 -0.0135 -1.1% 1.2112
Close 1.2263 1.2126 -0.0137 -1.1% 1.2126
Range 0.0095 0.0175 0.0080 84.2% 0.0308
ATR 0.0102 0.0107 0.0005 5.1% 0.0000
Volume 14,949 21,416 6,467 43.3% 53,723
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2700 1.2588 1.2222
R3 1.2525 1.2413 1.2174
R2 1.2350 1.2350 1.2158
R1 1.2238 1.2238 1.2142 1.2207
PP 1.2175 1.2175 1.2175 1.2159
S1 1.2063 1.2063 1.2110 1.2032
S2 1.2000 1.2000 1.2094
S3 1.1825 1.1888 1.2078
S4 1.1650 1.1713 1.2030
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3143 1.2943 1.2295
R3 1.2835 1.2635 1.2211
R2 1.2527 1.2527 1.2182
R1 1.2327 1.2327 1.2154 1.2273
PP 1.2219 1.2219 1.2219 1.2193
S1 1.2019 1.2019 1.2098 1.1965
S2 1.1911 1.1911 1.2070
S3 1.1603 1.1711 1.2041
S4 1.1295 1.1403 1.1957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2420 1.2112 0.0308 2.5% 0.0124 1.0% 5% False True 10,744
10 1.2512 1.2112 0.0400 3.3% 0.0130 1.1% 4% False True 5,982
20 1.2938 1.2112 0.0826 6.8% 0.0111 0.9% 2% False True 3,243
40 1.3174 1.2112 0.1062 8.8% 0.0089 0.7% 1% False True 1,670
60 1.3174 1.2112 0.1062 8.8% 0.0067 0.6% 1% False True 1,123
80 1.3174 1.2112 0.1062 8.8% 0.0051 0.4% 1% False True 843
100 1.3257 1.2112 0.1145 9.4% 0.0043 0.4% 1% False True 675
120 1.3257 1.2112 0.1145 9.4% 0.0036 0.3% 1% False True 563
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 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3031
2.618 1.2745
1.618 1.2570
1.000 1.2462
0.618 1.2395
HIGH 1.2287
0.618 1.2220
0.500 1.2200
0.382 1.2179
LOW 1.2112
0.618 1.2004
1.000 1.1937
1.618 1.1829
2.618 1.1654
4.250 1.1368
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 1.2200 1.2266
PP 1.2175 1.2219
S1 1.2151 1.2173

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.