CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 1.2063 1.2073 0.0010 0.1% 1.1873
High 1.2126 1.2200 0.0074 0.6% 1.2048
Low 1.2055 1.2073 0.0018 0.1% 1.1873
Close 1.2080 1.2167 0.0087 0.7% 1.2023
Range 0.0071 0.0127 0.0056 78.9% 0.0175
ATR 0.0081 0.0084 0.0003 4.1% 0.0000
Volume 55 53 -2 -3.6% 323
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2528 1.2474 1.2237
R3 1.2401 1.2347 1.2202
R2 1.2274 1.2274 1.2190
R1 1.2220 1.2220 1.2179 1.2247
PP 1.2147 1.2147 1.2147 1.2160
S1 1.2093 1.2093 1.2155 1.2120
S2 1.2020 1.2020 1.2144
S3 1.1893 1.1966 1.2132
S4 1.1766 1.1839 1.2097
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2506 1.2440 1.2119
R3 1.2331 1.2265 1.2071
R2 1.2156 1.2156 1.2055
R1 1.2090 1.2090 1.2039 1.2123
PP 1.1981 1.1981 1.1981 1.1998
S1 1.1915 1.1915 1.2007 1.1948
S2 1.1806 1.1806 1.1991
S3 1.1631 1.1740 1.1975
S4 1.1456 1.1565 1.1927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2200 1.1931 0.0269 2.2% 0.0091 0.7% 88% True False 61
10 1.2200 1.1742 0.0458 3.8% 0.0082 0.7% 93% True False 66
20 1.2200 1.1666 0.0534 4.4% 0.0089 0.7% 94% True False 105
40 1.2200 1.1635 0.0565 4.6% 0.0051 0.4% 94% True False 55
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2740
2.618 1.2532
1.618 1.2405
1.000 1.2327
0.618 1.2278
HIGH 1.2200
0.618 1.2151
0.500 1.2137
0.382 1.2122
LOW 1.2073
0.618 1.1995
1.000 1.1946
1.618 1.1868
2.618 1.1741
4.250 1.1533
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 1.2157 1.2133
PP 1.2147 1.2099
S1 1.2137 1.2066

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.