CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 0.9314 0.9388 0.0074 0.8% 0.9336
High 0.9394 0.9495 0.0101 1.1% 0.9441
Low 0.9314 0.9380 0.0066 0.7% 0.9298
Close 0.9388 0.9457 0.0069 0.7% 0.9418
Range 0.0080 0.0115 0.0035 43.8% 0.0143
ATR 0.0087 0.0089 0.0002 2.3% 0.0000
Volume 280 578 298 106.4% 2,655
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9789 0.9738 0.9520
R3 0.9674 0.9623 0.9489
R2 0.9559 0.9559 0.9478
R1 0.9508 0.9508 0.9468 0.9534
PP 0.9444 0.9444 0.9444 0.9457
S1 0.9393 0.9393 0.9446 0.9419
S2 0.9329 0.9329 0.9436
S3 0.9214 0.9278 0.9425
S4 0.9099 0.9163 0.9394
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9815 0.9759 0.9497
R3 0.9672 0.9616 0.9457
R2 0.9529 0.9529 0.9444
R1 0.9473 0.9473 0.9431 0.9501
PP 0.9386 0.9386 0.9386 0.9400
S1 0.9330 0.9330 0.9405 0.9358
S2 0.9243 0.9243 0.9392
S3 0.9100 0.9187 0.9379
S4 0.8957 0.9044 0.9339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9495 0.9307 0.0188 2.0% 0.0087 0.9% 80% True False 661
10 0.9495 0.9287 0.0208 2.2% 0.0091 1.0% 82% True False 471
20 0.9526 0.9287 0.0239 2.5% 0.0084 0.9% 71% False False 299
40 0.9597 0.9115 0.0482 5.1% 0.0084 0.9% 71% False False 347
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 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9984
2.618 0.9796
1.618 0.9681
1.000 0.9610
0.618 0.9566
HIGH 0.9495
0.618 0.9451
0.500 0.9438
0.382 0.9424
LOW 0.9380
0.618 0.9309
1.000 0.9265
1.618 0.9194
2.618 0.9079
4.250 0.8891
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 0.9451 0.9439
PP 0.9444 0.9420
S1 0.9438 0.9402

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.