CME Japanese Yen Future June 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 1.2719 1.2653 -0.0066 -0.5% 1.2240
High 1.2957 1.2658 -0.0299 -2.3% 1.2957
Low 1.2488 1.2200 -0.0288 -2.3% 1.2136
Close 1.2655 1.2356 -0.0299 -2.4% 1.2356
Range 0.0469 0.0458 -0.0011 -2.3% 0.0821
ATR 0.0153 0.0175 0.0022 14.3% 0.0000
Volume 236,126 256,474 20,348 8.6% 1,106,411
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3779 1.3525 1.2608
R3 1.3321 1.3067 1.2482
R2 1.2863 1.2863 1.2440
R1 1.2609 1.2609 1.2398 1.2507
PP 1.2405 1.2405 1.2405 1.2354
S1 1.2151 1.2151 1.2314 1.2049
S2 1.1947 1.1947 1.2272
S3 1.1489 1.1693 1.2230
S4 1.1031 1.1235 1.2104
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4946 1.4472 1.2808
R3 1.4125 1.3651 1.2582
R2 1.3304 1.3304 1.2507
R1 1.2830 1.2830 1.2431 1.3067
PP 1.2483 1.2483 1.2483 1.2602
S1 1.2009 1.2009 1.2281 1.2246
S2 1.1662 1.1662 1.2205
S3 1.0841 1.1188 1.2130
S4 1.0020 1.0367 1.1904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2957 1.2136 0.0821 6.6% 0.0341 2.8% 27% False False 221,282
10 1.2957 1.2011 0.0946 7.7% 0.0224 1.8% 36% False False 150,559
20 1.2957 1.1984 0.0973 7.9% 0.0157 1.3% 38% False False 76,295
40 1.2957 1.1919 0.1038 8.4% 0.0122 1.0% 42% False False 38,254
60 1.2957 1.1919 0.1038 8.4% 0.0105 0.9% 42% False False 25,526
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0059
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4605
2.618 1.3857
1.618 1.3399
1.000 1.3116
0.618 1.2941
HIGH 1.2658
0.618 1.2483
0.500 1.2429
0.382 1.2375
LOW 1.2200
0.618 1.1917
1.000 1.1742
1.618 1.1459
2.618 1.1001
4.250 1.0254
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 1.2429 1.2579
PP 1.2405 1.2504
S1 1.2380 1.2430

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.