CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 1.2017 1.1901 -0.0116 -1.0% 1.2280
High 1.2017 1.1939 -0.0078 -0.6% 1.2280
Low 1.1823 1.1900 0.0077 0.7% 1.1823
Close 1.1908 1.1909 0.0001 0.0% 1.1908
Range 0.0194 0.0039 -0.0155 -79.9% 0.0457
ATR 0.0112 0.0107 -0.0005 -4.7% 0.0000
Volume 100 521 421 421.0% 778
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2033 1.2010 1.1930
R3 1.1994 1.1971 1.1920
R2 1.1955 1.1955 1.1916
R1 1.1932 1.1932 1.1913 1.1944
PP 1.1916 1.1916 1.1916 1.1922
S1 1.1893 1.1893 1.1905 1.1905
S2 1.1877 1.1877 1.1902
S3 1.1838 1.1854 1.1898
S4 1.1799 1.1815 1.1888
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.3375 1.3098 1.2159
R3 1.2918 1.2641 1.2034
R2 1.2461 1.2461 1.1992
R1 1.2184 1.2184 1.1950 1.2094
PP 1.2004 1.2004 1.2004 1.1959
S1 1.1727 1.1727 1.1866 1.1637
S2 1.1547 1.1547 1.1824
S3 1.1090 1.1270 1.1782
S4 1.0633 1.0813 1.1657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2271 1.1823 0.0448 3.8% 0.0101 0.8% 19% False False 256
10 1.2392 1.1823 0.0569 4.8% 0.0070 0.6% 15% False False 146
20 1.2944 1.1823 0.1121 9.4% 0.0124 1.0% 8% False False 155
40 1.2944 1.1823 0.1121 9.4% 0.0067 0.6% 8% False False 79
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2105
2.618 1.2041
1.618 1.2002
1.000 1.1978
0.618 1.1963
HIGH 1.1939
0.618 1.1924
0.500 1.1920
0.382 1.1915
LOW 1.1900
0.618 1.1876
1.000 1.1861
1.618 1.1837
2.618 1.1798
4.250 1.1734
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 1.1920 1.1966
PP 1.1916 1.1947
S1 1.1913 1.1928

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.