CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 1.2370 1.2386 0.0016 0.1% 1.2301
High 1.2370 1.2463 0.0093 0.8% 1.2423
Low 1.2352 1.2380 0.0028 0.2% 1.2250
Close 1.2352 1.2446 0.0094 0.8% 1.2352
Range 0.0018 0.0083 0.0065 361.1% 0.0173
ATR 0.0100 0.0100 0.0001 0.8% 0.0000
Volume 37 15 -22 -59.5% 248
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2679 1.2645 1.2492
R3 1.2596 1.2562 1.2469
R2 1.2513 1.2513 1.2461
R1 1.2479 1.2479 1.2454 1.2496
PP 1.2430 1.2430 1.2430 1.2438
S1 1.2396 1.2396 1.2438 1.2413
S2 1.2347 1.2347 1.2431
S3 1.2264 1.2313 1.2423
S4 1.2181 1.2230 1.2400
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2861 1.2779 1.2447
R3 1.2688 1.2606 1.2400
R2 1.2515 1.2515 1.2384
R1 1.2433 1.2433 1.2368 1.2474
PP 1.2342 1.2342 1.2342 1.2362
S1 1.2260 1.2260 1.2336 1.2301
S2 1.2169 1.2169 1.2320
S3 1.1996 1.2087 1.2304
S4 1.1823 1.1914 1.2257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2463 1.2250 0.0213 1.7% 0.0076 0.6% 92% True False 47
10 1.2463 1.2071 0.0392 3.1% 0.0086 0.7% 96% True False 54
20 1.2463 1.1927 0.0536 4.3% 0.0096 0.8% 97% True False 53
40 1.2579 1.1915 0.0664 5.3% 0.0066 0.5% 80% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2816
2.618 1.2680
1.618 1.2597
1.000 1.2546
0.618 1.2514
HIGH 1.2463
0.618 1.2431
0.500 1.2422
0.382 1.2412
LOW 1.2380
0.618 1.2329
1.000 1.2297
1.618 1.2246
2.618 1.2163
4.250 1.2027
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 1.2438 1.2433
PP 1.2430 1.2420
S1 1.2422 1.2408

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.