O|R of CL : Hot Topic

CME Japanese Yen Future September 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 1.1505 1.1386 -0.0119 -1.0% 1.1559
High 1.1522 1.1467 -0.0055 -0.5% 1.1588
Low 1.1370 1.1385 0.0015 0.1% 1.1424
Close 1.1387 1.1443 0.0056 0.5% 1.1447
Range 0.0152 0.0082 -0.0070 -46.1% 0.0164
ATR 0.0116 0.0114 -0.0002 -2.1% 0.0000
Volume 102,289 127,285 24,996 24.4% 618,495
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1678 1.1642 1.1488
R3 1.1596 1.1560 1.1466
R2 1.1514 1.1514 1.1458
R1 1.1478 1.1478 1.1451 1.1496
PP 1.1432 1.1432 1.1432 1.1441
S1 1.1396 1.1396 1.1435 1.1414
S2 1.1350 1.1350 1.1428
S3 1.1268 1.1314 1.1420
S4 1.1186 1.1232 1.1398
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1978 1.1877 1.1537
R3 1.1814 1.1713 1.1492
R2 1.1650 1.1650 1.1477
R1 1.1549 1.1549 1.1462 1.1518
PP 1.1486 1.1486 1.1486 1.1471
S1 1.1385 1.1385 1.1432 1.1354
S2 1.1322 1.1322 1.1417
S3 1.1158 1.1221 1.1402
S4 1.0994 1.1057 1.1357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1588 1.1370 0.0218 1.9% 0.0115 1.0% 33% False False 122,506
10 1.1600 1.1319 0.0281 2.5% 0.0119 1.0% 44% False False 126,165
20 1.1600 1.1225 0.0375 3.3% 0.0113 1.0% 58% False False 130,350
40 1.1600 1.0785 0.0815 7.1% 0.0108 0.9% 81% False False 105,151
60 1.1600 1.0548 0.1052 9.2% 0.0130 1.1% 85% False False 70,522
80 1.1600 1.0548 0.1052 9.2% 0.0120 1.1% 85% False False 52,997
100 1.1600 1.0548 0.1052 9.2% 0.0110 1.0% 85% False False 42,442
120 1.1600 1.0548 0.1052 9.2% 0.0093 0.8% 85% False False 35,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1816
2.618 1.1682
1.618 1.1600
1.000 1.1549
0.618 1.1518
HIGH 1.1467
0.618 1.1436
0.500 1.1426
0.382 1.1416
LOW 1.1385
0.618 1.1334
1.000 1.1303
1.618 1.1252
2.618 1.1170
4.250 1.1037
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 1.1437 1.1449
PP 1.1432 1.1447
S1 1.1426 1.1445

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 / Trading Indicators / 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 / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.