CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 1.2259 1.2179 -0.0080 -0.7% 1.2024
High 1.2280 1.2253 -0.0027 -0.2% 1.2254
Low 1.2212 1.2179 -0.0033 -0.3% 1.1931
Close 1.2212 1.2240 0.0028 0.2% 1.2209
Range 0.0068 0.0074 0.0006 8.8% 0.0323
ATR 0.0085 0.0084 -0.0001 -0.9% 0.0000
Volume 158 111 -47 -29.7% 445
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.2446 1.2417 1.2281
R3 1.2372 1.2343 1.2260
R2 1.2298 1.2298 1.2254
R1 1.2269 1.2269 1.2247 1.2284
PP 1.2224 1.2224 1.2224 1.2231
S1 1.2195 1.2195 1.2233 1.2210
S2 1.2150 1.2150 1.2226
S3 1.2076 1.2121 1.2220
S4 1.2002 1.2047 1.2199
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3100 1.2978 1.2387
R3 1.2777 1.2655 1.2298
R2 1.2454 1.2454 1.2268
R1 1.2332 1.2332 1.2239 1.2393
PP 1.2131 1.2131 1.2131 1.2162
S1 1.2009 1.2009 1.2179 1.2070
S2 1.1808 1.1808 1.2150
S3 1.1485 1.1686 1.2120
S4 1.1162 1.1363 1.2031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2280 1.2055 0.0225 1.8% 0.0091 0.7% 82% False False 118
10 1.2280 1.1931 0.0349 2.9% 0.0083 0.7% 89% False False 87
20 1.2280 1.1666 0.0614 5.0% 0.0089 0.7% 93% False False 127
40 1.2280 1.1666 0.0614 5.0% 0.0057 0.5% 93% False False 67
60 1.2280 1.1416 0.0864 7.1% 0.0040 0.3% 95% False False 47
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2568
2.618 1.2447
1.618 1.2373
1.000 1.2327
0.618 1.2299
HIGH 1.2253
0.618 1.2225
0.500 1.2216
0.382 1.2207
LOW 1.2179
0.618 1.2133
1.000 1.2105
1.618 1.2059
2.618 1.1985
4.250 1.1865
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 1.2232 1.2230
PP 1.2224 1.2220
S1 1.2216 1.2211

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.