CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 1.1890 1.1956 0.0066 0.6% 1.1918
High 1.1930 1.1956 0.0026 0.2% 1.1961
Low 1.1874 1.1902 0.0028 0.2% 1.1874
Close 1.1874 1.1902 0.0028 0.2% 1.1902
Range 0.0056 0.0054 -0.0002 -3.6% 0.0087
ATR 0.0059 0.0061 0.0002 2.8% 0.0000
Volume 2 5 3 150.0% 38
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2082 1.2046 1.1932
R3 1.2028 1.1992 1.1917
R2 1.1974 1.1974 1.1912
R1 1.1938 1.1938 1.1907 1.1929
PP 1.1920 1.1920 1.1920 1.1916
S1 1.1884 1.1884 1.1897 1.1875
S2 1.1866 1.1866 1.1892
S3 1.1812 1.1830 1.1887
S4 1.1758 1.1776 1.1872
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2173 1.2125 1.1950
R3 1.2086 1.2038 1.1926
R2 1.1999 1.1999 1.1918
R1 1.1951 1.1951 1.1910 1.1932
PP 1.1912 1.1912 1.1912 1.1903
S1 1.1864 1.1864 1.1894 1.1845
S2 1.1825 1.1825 1.1886
S3 1.1738 1.1777 1.1878
S4 1.1651 1.1690 1.1854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1961 1.1874 0.0087 0.7% 0.0043 0.4% 32% False False 7
10 1.2200 1.1874 0.0326 2.7% 0.0044 0.4% 9% False False 6
20 1.2265 1.1874 0.0391 3.3% 0.0034 0.3% 7% False False 4
40 1.2652 1.1874 0.0778 6.5% 0.0023 0.2% 4% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2186
2.618 1.2097
1.618 1.2043
1.000 1.2010
0.618 1.1989
HIGH 1.1956
0.618 1.1935
0.500 1.1929
0.382 1.1923
LOW 1.1902
0.618 1.1869
1.000 1.1848
1.618 1.1815
2.618 1.1761
4.250 1.1673
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 1.1929 1.1915
PP 1.1920 1.1911
S1 1.1911 1.1906

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.