CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 1.2502 1.2481 -0.0021 -0.2% 1.2546
High 1.2502 1.2498 -0.0004 0.0% 1.2620
Low 1.2495 1.2460 -0.0035 -0.3% 1.2539
Close 1.2495 1.2498 0.0003 0.0% 1.2557
Range 0.0007 0.0038 0.0031 442.9% 0.0081
ATR 0.0054 0.0053 -0.0001 -2.1% 0.0000
Volume 11 4 -7 -63.6% 20
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.2599 1.2587 1.2519
R3 1.2561 1.2549 1.2508
R2 1.2523 1.2523 1.2505
R1 1.2511 1.2511 1.2501 1.2517
PP 1.2485 1.2485 1.2485 1.2489
S1 1.2473 1.2473 1.2495 1.2479
S2 1.2447 1.2447 1.2491
S3 1.2409 1.2435 1.2488
S4 1.2371 1.2397 1.2477
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.2815 1.2767 1.2602
R3 1.2734 1.2686 1.2579
R2 1.2653 1.2653 1.2572
R1 1.2605 1.2605 1.2564 1.2629
PP 1.2572 1.2572 1.2572 1.2584
S1 1.2524 1.2524 1.2550 1.2548
S2 1.2491 1.2491 1.2542
S3 1.2410 1.2443 1.2535
S4 1.2329 1.2362 1.2512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2596 1.2460 0.0136 1.1% 0.0027 0.2% 28% False True 6
10 1.2620 1.2454 0.0166 1.3% 0.0027 0.2% 27% False False 4
20 1.2620 1.2298 0.0322 2.6% 0.0014 0.1% 62% False False 3
40 1.2620 1.2069 0.0551 4.4% 0.0020 0.2% 78% False False 4
60 1.2620 1.1980 0.0640 5.1% 0.0016 0.1% 81% False False 5
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2660
2.618 1.2597
1.618 1.2559
1.000 1.2536
0.618 1.2521
HIGH 1.2498
0.618 1.2483
0.500 1.2479
0.382 1.2475
LOW 1.2460
0.618 1.2437
1.000 1.2422
1.618 1.2399
2.618 1.2361
4.250 1.2299
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 1.2492 1.2528
PP 1.2485 1.2518
S1 1.2479 1.2508

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.