CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 1.2268 1.2250 -0.0018 -0.1% 1.2636
High 1.2268 1.2250 -0.0018 -0.1% 1.2636
Low 1.2268 1.2149 -0.0119 -1.0% 1.2329
Close 1.2268 1.2149 -0.0119 -1.0% 1.2342
Range 0.0000 0.0101 0.0101 0.0307
ATR 0.0053 0.0058 0.0005 8.8% 0.0000
Volume 55 55 0 0.0% 14
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2486 1.2418 1.2205
R3 1.2385 1.2317 1.2177
R2 1.2284 1.2284 1.2168
R1 1.2216 1.2216 1.2158 1.2200
PP 1.2183 1.2183 1.2183 1.2174
S1 1.2115 1.2115 1.2140 1.2099
S2 1.2082 1.2082 1.2130
S3 1.1981 1.2014 1.2121
S4 1.1880 1.1913 1.2093
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3357 1.3156 1.2511
R3 1.3050 1.2849 1.2426
R2 1.2743 1.2743 1.2398
R1 1.2542 1.2542 1.2370 1.2489
PP 1.2436 1.2436 1.2436 1.2409
S1 1.2235 1.2235 1.2314 1.2182
S2 1.2129 1.2129 1.2286
S3 1.1822 1.1928 1.2258
S4 1.1515 1.1621 1.2173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2400 1.2149 0.0251 2.1% 0.0041 0.3% 0% False True 33
10 1.2636 1.2149 0.0487 4.0% 0.0043 0.4% 0% False True 18
20 1.2650 1.2149 0.0501 4.1% 0.0037 0.3% 0% False True 13
40 1.2927 1.2149 0.0778 6.4% 0.0022 0.2% 0% False True 8
60 1.2953 1.2149 0.0804 6.6% 0.0016 0.1% 0% False True 6
80 1.2953 1.2149 0.0804 6.6% 0.0013 0.1% 0% False True 5
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 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2679
2.618 1.2514
1.618 1.2413
1.000 1.2351
0.618 1.2312
HIGH 1.2250
0.618 1.2211
0.500 1.2200
0.382 1.2188
LOW 1.2149
0.618 1.2087
1.000 1.2048
1.618 1.1986
2.618 1.1885
4.250 1.1720
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 1.2200 1.2236
PP 1.2183 1.2207
S1 1.2166 1.2178

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.