CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1.2489 1.2493 0.0004 0.0% 1.2465
High 1.2489 1.2592 0.0103 0.8% 1.2592
Low 1.2436 1.2468 0.0032 0.3% 1.2425
Close 1.2472 1.2538 0.0066 0.5% 1.2538
Range 0.0053 0.0124 0.0071 134.0% 0.0167
ATR 0.0091 0.0093 0.0002 2.6% 0.0000
Volume 95 70 -25 -26.3% 572
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.2905 1.2845 1.2606
R3 1.2781 1.2721 1.2572
R2 1.2657 1.2657 1.2561
R1 1.2597 1.2597 1.2549 1.2627
PP 1.2533 1.2533 1.2533 1.2548
S1 1.2473 1.2473 1.2527 1.2503
S2 1.2409 1.2409 1.2515
S3 1.2285 1.2349 1.2504
S4 1.2161 1.2225 1.2470
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3019 1.2946 1.2630
R3 1.2852 1.2779 1.2584
R2 1.2685 1.2685 1.2569
R1 1.2612 1.2612 1.2553 1.2649
PP 1.2518 1.2518 1.2518 1.2537
S1 1.2445 1.2445 1.2523 1.2482
S2 1.2351 1.2351 1.2507
S3 1.2184 1.2278 1.2492
S4 1.2017 1.2111 1.2446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2592 1.2425 0.0167 1.3% 0.0087 0.7% 68% True False 114
10 1.2592 1.2278 0.0314 2.5% 0.0087 0.7% 83% True False 73
20 1.2592 1.2250 0.0342 2.7% 0.0077 0.6% 84% True False 62
40 1.2592 1.1915 0.0677 5.4% 0.0082 0.7% 92% True False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3119
2.618 1.2917
1.618 1.2793
1.000 1.2716
0.618 1.2669
HIGH 1.2592
0.618 1.2545
0.500 1.2530
0.382 1.2515
LOW 1.2468
0.618 1.2391
1.000 1.2344
1.618 1.2267
2.618 1.2143
4.250 1.1941
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1.2535 1.2528
PP 1.2533 1.2518
S1 1.2530 1.2509

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.