CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 1.2538 1.2466 -0.0072 -0.6% 1.2580
High 1.2538 1.2595 0.0057 0.5% 1.2595
Low 1.2466 1.2463 -0.0003 0.0% 1.2463
Close 1.2475 1.2571 0.0096 0.8% 1.2571
Range 0.0072 0.0132 0.0060 83.3% 0.0132
ATR 0.0052 0.0057 0.0006 11.1% 0.0000
Volume 51 87 36 70.6% 318
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2939 1.2887 1.2644
R3 1.2807 1.2755 1.2607
R2 1.2675 1.2675 1.2595
R1 1.2623 1.2623 1.2583 1.2649
PP 1.2543 1.2543 1.2543 1.2556
S1 1.2491 1.2491 1.2559 1.2517
S2 1.2411 1.2411 1.2547
S3 1.2279 1.2359 1.2535
S4 1.2147 1.2227 1.2498
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2939 1.2887 1.2644
R3 1.2807 1.2755 1.2607
R2 1.2675 1.2675 1.2595
R1 1.2623 1.2623 1.2583 1.2583
PP 1.2543 1.2543 1.2543 1.2523
S1 1.2491 1.2491 1.2559 1.2451
S2 1.2411 1.2411 1.2547
S3 1.2279 1.2359 1.2535
S4 1.2147 1.2227 1.2498
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2595 1.2463 0.0132 1.1% 0.0060 0.5% 82% True True 63
10 1.2729 1.2463 0.0266 2.1% 0.0047 0.4% 41% False True 60
20 1.2863 1.2463 0.0400 3.2% 0.0045 0.4% 27% False True 41
40 1.2950 1.2463 0.0487 3.9% 0.0044 0.4% 22% False True 35
60 1.2950 1.2463 0.0487 3.9% 0.0033 0.3% 22% False True 26
80 1.2950 1.2463 0.0487 3.9% 0.0026 0.2% 22% False True 20
100 1.2950 1.2463 0.0487 3.9% 0.0024 0.2% 22% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.3156
2.618 1.2941
1.618 1.2809
1.000 1.2727
0.618 1.2677
HIGH 1.2595
0.618 1.2545
0.500 1.2529
0.382 1.2513
LOW 1.2463
0.618 1.2381
1.000 1.2331
1.618 1.2249
2.618 1.2117
4.250 1.1902
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 1.2557 1.2557
PP 1.2543 1.2543
S1 1.2529 1.2529

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.