CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 1.2390 1.2338 -0.0052 -0.4% 1.2398
High 1.2390 1.2338 -0.0052 -0.4% 1.2449
Low 1.2390 1.2338 -0.0052 -0.4% 1.2362
Close 1.2390 1.2338 -0.0052 -0.4% 1.2397
Range
ATR 0.0040 0.0041 0.0001 2.1% 0.0000
Volume 1 1 0 0.0% 149
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2338 1.2338 1.2338
R3 1.2338 1.2338 1.2338
R2 1.2338 1.2338 1.2338
R1 1.2338 1.2338 1.2338 1.2338
PP 1.2338 1.2338 1.2338 1.2338
S1 1.2338 1.2338 1.2338 1.2338
S2 1.2338 1.2338 1.2338
S3 1.2338 1.2338 1.2338
S4 1.2338 1.2338 1.2338
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2664 1.2617 1.2445
R3 1.2577 1.2530 1.2421
R2 1.2490 1.2490 1.2413
R1 1.2443 1.2443 1.2405 1.2423
PP 1.2403 1.2403 1.2403 1.2393
S1 1.2356 1.2356 1.2389 1.2336
S2 1.2316 1.2316 1.2381
S3 1.2229 1.2269 1.2373
S4 1.2142 1.2182 1.2349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2449 1.2338 0.0111 0.9% 0.0000 0.0% 0% False True 8
10 1.2466 1.2338 0.0128 1.0% 0.0000 0.0% 0% False True 22
20 1.2527 1.2338 0.0189 1.5% 0.0000 0.0% 0% False True 28
40 1.2539 1.2201 0.0338 2.7% 0.0000 0.0% 41% False False 14
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2338
2.618 1.2338
1.618 1.2338
1.000 1.2338
0.618 1.2338
HIGH 1.2338
0.618 1.2338
0.500 1.2338
0.382 1.2338
LOW 1.2338
0.618 1.2338
1.000 1.2338
1.618 1.2338
2.618 1.2338
4.250 1.2338
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 1.2338 1.2364
PP 1.2338 1.2355
S1 1.2338 1.2347

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.