CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 1.0257 1.0172 -0.0085 -0.8% 1.0361
High 1.0257 1.0172 -0.0085 -0.8% 1.0361
Low 1.0240 1.0159 -0.0081 -0.8% 1.0198
Close 1.0248 1.0159 -0.0089 -0.9% 1.0265
Range 0.0017 0.0013 -0.0004 -23.5% 0.0163
ATR 0.0060 0.0062 0.0002 3.5% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0202 1.0194 1.0166
R3 1.0189 1.0181 1.0163
R2 1.0176 1.0176 1.0161
R1 1.0168 1.0168 1.0160 1.0166
PP 1.0163 1.0163 1.0163 1.0162
S1 1.0155 1.0155 1.0158 1.0153
S2 1.0150 1.0150 1.0157
S3 1.0137 1.0142 1.0155
S4 1.0124 1.0129 1.0152
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0764 1.0677 1.0355
R3 1.0601 1.0514 1.0310
R2 1.0438 1.0438 1.0295
R1 1.0351 1.0351 1.0280 1.0313
PP 1.0275 1.0275 1.0275 1.0256
S1 1.0188 1.0188 1.0250 1.0150
S2 1.0112 1.0112 1.0235
S3 0.9949 1.0025 1.0220
S4 0.9786 0.9862 1.0175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0300 1.0159 0.0141 1.4% 0.0007 0.1% 0% False True 1
10 1.0398 1.0159 0.0239 2.4% 0.0006 0.1% 0% False True 3
20 1.0398 1.0066 0.0332 3.3% 0.0011 0.1% 28% False False 4
40 1.0398 0.9902 0.0496 4.9% 0.0016 0.2% 52% False False 6
60 1.0643 0.9902 0.0741 7.3% 0.0034 0.3% 35% False False 6
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0227
2.618 1.0206
1.618 1.0193
1.000 1.0185
0.618 1.0180
HIGH 1.0172
0.618 1.0167
0.500 1.0166
0.382 1.0164
LOW 1.0159
0.618 1.0151
1.000 1.0146
1.618 1.0138
2.618 1.0125
4.250 1.0104
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 1.0166 1.0230
PP 1.0163 1.0206
S1 1.0161 1.0183

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.