CME Japanese Yen Future June 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 1.2240 1.2252 0.0012 0.1% 1.2176
High 1.2444 1.2415 -0.0029 -0.2% 1.2260
Low 1.2136 1.2196 0.0060 0.5% 1.2011
Close 1.2258 1.2378 0.0120 1.0% 1.2222
Range 0.0308 0.0219 -0.0089 -28.9% 0.0249
ATR 0.0112 0.0119 0.0008 6.9% 0.0000
Volume 171,096 223,381 52,285 30.6% 399,181
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2987 1.2901 1.2498
R3 1.2768 1.2682 1.2438
R2 1.2549 1.2549 1.2418
R1 1.2463 1.2463 1.2398 1.2506
PP 1.2330 1.2330 1.2330 1.2351
S1 1.2244 1.2244 1.2358 1.2287
S2 1.2111 1.2111 1.2338
S3 1.1892 1.2025 1.2318
S4 1.1673 1.1806 1.2258
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2911 1.2816 1.2359
R3 1.2662 1.2567 1.2290
R2 1.2413 1.2413 1.2268
R1 1.2318 1.2318 1.2245 1.2366
PP 1.2164 1.2164 1.2164 1.2188
S1 1.2069 1.2069 1.2199 1.2117
S2 1.1915 1.1915 1.2176
S3 1.1666 1.1820 1.2154
S4 1.1417 1.1571 1.2085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2444 1.2011 0.0433 3.5% 0.0180 1.5% 85% False False 151,056
10 1.2444 1.2011 0.0433 3.5% 0.0138 1.1% 85% False False 80,514
20 1.2444 1.1919 0.0525 4.2% 0.0110 0.9% 87% False False 40,761
40 1.2444 1.1919 0.0525 4.2% 0.0100 0.8% 87% False False 20,464
60 1.2444 1.1919 0.0525 4.2% 0.0087 0.7% 87% False False 13,661
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3346
2.618 1.2988
1.618 1.2769
1.000 1.2634
0.618 1.2550
HIGH 1.2415
0.618 1.2331
0.500 1.2306
0.382 1.2280
LOW 1.2196
0.618 1.2061
1.000 1.1977
1.618 1.1842
2.618 1.1623
4.250 1.1265
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 1.2354 1.2328
PP 1.2330 1.2278
S1 1.2306 1.2228

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.