CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 1.3041 1.3046 0.0005 0.0% 1.3080
High 1.3041 1.3052 0.0011 0.1% 1.3089
Low 1.3041 1.3046 0.0005 0.0% 1.2985
Close 1.3041 1.3050 0.0009 0.1% 1.3019
Range 0.0000 0.0006 0.0006 0.0104
ATR 0.0039 0.0037 -0.0002 -5.1% 0.0000
Volume 1 1 0 0.0% 159
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3067 1.3065 1.3053
R3 1.3061 1.3059 1.3052
R2 1.3055 1.3055 1.3051
R1 1.3053 1.3053 1.3051 1.3054
PP 1.3049 1.3049 1.3049 1.3050
S1 1.3047 1.3047 1.3049 1.3048
S2 1.3043 1.3043 1.3049
S3 1.3037 1.3041 1.3048
S4 1.3031 1.3035 1.3047
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3343 1.3285 1.3076
R3 1.3239 1.3181 1.3048
R2 1.3135 1.3135 1.3038
R1 1.3077 1.3077 1.3029 1.3054
PP 1.3031 1.3031 1.3031 1.3020
S1 1.2973 1.2973 1.3009 1.2950
S2 1.2927 1.2927 1.3000
S3 1.2823 1.2869 1.2990
S4 1.2719 1.2765 1.2962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3080 1.2985 0.0095 0.7% 0.0021 0.2% 68% False False 23
10 1.3089 1.2884 0.0205 1.6% 0.0025 0.2% 81% False False 19
20 1.3089 1.2844 0.0245 1.9% 0.0022 0.2% 84% False False 31
40 1.3089 1.2844 0.0245 1.9% 0.0013 0.1% 84% False False 16
60 1.3257 1.2800 0.0457 3.5% 0.0011 0.1% 55% False False 11
80 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 55% False False 9
100 1.3257 1.2800 0.0457 3.5% 0.0008 0.1% 55% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3078
2.618 1.3068
1.618 1.3062
1.000 1.3058
0.618 1.3056
HIGH 1.3052
0.618 1.3050
0.500 1.3049
0.382 1.3048
LOW 1.3046
0.618 1.3042
1.000 1.3040
1.618 1.3036
2.618 1.3030
4.250 1.3021
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 1.3050 1.3045
PP 1.3049 1.3040
S1 1.3049 1.3036

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.