CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 1.2639 1.2548 -0.0091 -0.7% 1.2557
High 1.2639 1.2548 -0.0091 -0.7% 1.2686
Low 1.2639 1.2517 -0.0122 -1.0% 1.2460
Close 1.2639 1.2517 -0.0122 -1.0% 1.2686
Range 0.0000 0.0031 0.0031 0.0226
ATR 0.0059 0.0064 0.0004 7.6% 0.0000
Volume 14 2 -12 -85.7% 33
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 1.2620 1.2600 1.2534
R3 1.2589 1.2569 1.2526
R2 1.2558 1.2558 1.2523
R1 1.2538 1.2538 1.2520 1.2533
PP 1.2527 1.2527 1.2527 1.2525
S1 1.2507 1.2507 1.2514 1.2502
S2 1.2496 1.2496 1.2511
S3 1.2465 1.2476 1.2508
S4 1.2434 1.2445 1.2500
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3289 1.3213 1.2810
R3 1.3063 1.2987 1.2748
R2 1.2837 1.2837 1.2727
R1 1.2761 1.2761 1.2707 1.2799
PP 1.2611 1.2611 1.2611 1.2630
S1 1.2535 1.2535 1.2665 1.2573
S2 1.2385 1.2385 1.2645
S3 1.2159 1.2309 1.2624
S4 1.1933 1.2083 1.2562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2686 1.2460 0.0226 1.8% 0.0028 0.2% 25% False False 6
10 1.2686 1.2460 0.0226 1.8% 0.0027 0.2% 25% False False 6
20 1.2686 1.2337 0.0349 2.8% 0.0019 0.2% 52% False False 4
40 1.2686 1.2088 0.0598 4.8% 0.0023 0.2% 72% False False 5
60 1.2686 1.1980 0.0706 5.6% 0.0017 0.1% 76% 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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2680
2.618 1.2629
1.618 1.2598
1.000 1.2579
0.618 1.2567
HIGH 1.2548
0.618 1.2536
0.500 1.2533
0.382 1.2529
LOW 1.2517
0.618 1.2498
1.000 1.2486
1.618 1.2467
2.618 1.2436
4.250 1.2385
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 1.2533 1.2602
PP 1.2527 1.2573
S1 1.2522 1.2545

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.