CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 1.3091 1.3144 0.0053 0.4% 1.3130
High 1.3091 1.3144 0.0053 0.4% 1.3144
Low 1.3091 1.3090 -0.0001 0.0% 1.3080
Close 1.3091 1.3031 -0.0060 -0.5% 1.3031
Range 0.0000 0.0054 0.0054 0.0064
ATR 0.0047 0.0048 0.0000 1.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3250 1.3195 1.3061
R3 1.3196 1.3141 1.3046
R2 1.3142 1.3142 1.3041
R1 1.3087 1.3087 1.3036 1.3088
PP 1.3088 1.3088 1.3088 1.3089
S1 1.3033 1.3033 1.3026 1.3034
S2 1.3034 1.3034 1.3021
S3 1.2980 1.2979 1.3016
S4 1.2926 1.2925 1.3001
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3277 1.3218 1.3066
R3 1.3213 1.3154 1.3049
R2 1.3149 1.3149 1.3043
R1 1.3090 1.3090 1.3037 1.3088
PP 1.3085 1.3085 1.3085 1.3084
S1 1.3026 1.3026 1.3025 1.3024
S2 1.3021 1.3021 1.3019
S3 1.2957 1.2962 1.3013
S4 1.2893 1.2898 1.2996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3144 1.3080 0.0064 0.5% 0.0011 0.1% -77% True False 1
10 1.3148 1.3067 0.0081 0.6% 0.0005 0.0% -44% False False 5
20 1.3148 1.2947 0.0201 1.5% 0.0006 0.0% 42% False False 3
40 1.3148 1.2806 0.0342 2.6% 0.0003 0.0% 66% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3374
2.618 1.3285
1.618 1.3231
1.000 1.3198
0.618 1.3177
HIGH 1.3144
0.618 1.3123
0.500 1.3117
0.382 1.3111
LOW 1.3090
0.618 1.3057
1.000 1.3036
1.618 1.3003
2.618 1.2949
4.250 1.2861
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 1.3117 1.3117
PP 1.3088 1.3088
S1 1.3060 1.3060

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.