CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 0.8978 0.8944 -0.0034 -0.4% 0.8858
High 0.8992 0.8969 -0.0023 -0.3% 0.8991
Low 0.8930 0.8932 0.0002 0.0% 0.8842
Close 0.8933 0.8950 0.0018 0.2% 0.8976
Range 0.0062 0.0037 -0.0025 -40.7% 0.0149
ATR 0.0056 0.0054 -0.0001 -2.5% 0.0000
Volume 212 206 -6 -2.8% 1,442
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9060 0.9041 0.8970
R3 0.9023 0.9005 0.8960
R2 0.8987 0.8987 0.8957
R1 0.8968 0.8968 0.8953 0.8978
PP 0.8950 0.8950 0.8950 0.8955
S1 0.8932 0.8932 0.8947 0.8941
S2 0.8914 0.8914 0.8943
S3 0.8877 0.8895 0.8940
S4 0.8841 0.8859 0.8930
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9383 0.9329 0.9058
R3 0.9234 0.9180 0.9017
R2 0.9085 0.9085 0.9003
R1 0.9031 0.9031 0.8990 0.9058
PP 0.8936 0.8936 0.8936 0.8950
S1 0.8882 0.8882 0.8962 0.8909
S2 0.8787 0.8787 0.8949
S3 0.8638 0.8733 0.8935
S4 0.8489 0.8584 0.8894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8992 0.8875 0.0117 1.3% 0.0061 0.7% 64% False False 249
10 0.8992 0.8831 0.0161 1.8% 0.0052 0.6% 74% False False 254
20 0.8992 0.8783 0.0209 2.3% 0.0053 0.6% 80% False False 257
40 0.9026 0.8783 0.0243 2.7% 0.0050 0.6% 69% False False 254
60 0.9401 0.8783 0.0618 6.9% 0.0057 0.6% 27% False False 192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9124
2.618 0.9064
1.618 0.9028
1.000 0.9005
0.618 0.8991
HIGH 0.8969
0.618 0.8955
0.500 0.8950
0.382 0.8946
LOW 0.8932
0.618 0.8909
1.000 0.8896
1.618 0.8873
2.618 0.8836
4.250 0.8777
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 0.8950 0.8948
PP 0.8950 0.8946
S1 0.8950 0.8945

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.