CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 1.0167 1.0224 0.0057 0.6% 1.0264
High 1.0167 1.0315 0.0148 1.5% 1.0300
Low 1.0151 1.0224 0.0073 0.7% 1.0151
Close 1.0153 1.0315 0.0162 1.6% 1.0151
Range 0.0016 0.0091 0.0075 468.8% 0.0149
ATR 0.0055 0.0063 0.0008 13.9% 0.0000
Volume 1 15 14 1,400.0% 6
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0558 1.0527 1.0365
R3 1.0467 1.0436 1.0340
R2 1.0376 1.0376 1.0332
R1 1.0345 1.0345 1.0323 1.0361
PP 1.0285 1.0285 1.0285 1.0292
S1 1.0254 1.0254 1.0307 1.0270
S2 1.0194 1.0194 1.0298
S3 1.0103 1.0163 1.0290
S4 1.0012 1.0072 1.0265
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0648 1.0548 1.0233
R3 1.0499 1.0399 1.0192
R2 1.0350 1.0350 1.0178
R1 1.0250 1.0250 1.0165 1.0226
PP 1.0201 1.0201 1.0201 1.0188
S1 1.0101 1.0101 1.0137 1.0077
S2 1.0052 1.0052 1.0124
S3 0.9903 0.9952 1.0110
S4 0.9754 0.9803 1.0069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0315 1.0151 0.0164 1.6% 0.0027 0.3% 100% True False 4
10 1.0315 1.0151 0.0164 1.6% 0.0014 0.1% 100% True False 2
20 1.0398 1.0066 0.0332 3.2% 0.0014 0.1% 75% False False 4
40 1.0398 0.9902 0.0496 4.8% 0.0018 0.2% 83% False False 6
60 1.0643 0.9902 0.0741 7.2% 0.0034 0.3% 56% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 1.0702
2.618 1.0553
1.618 1.0462
1.000 1.0406
0.618 1.0371
HIGH 1.0315
0.618 1.0280
0.500 1.0270
0.382 1.0259
LOW 1.0224
0.618 1.0168
1.000 1.0133
1.618 1.0077
2.618 0.9986
4.250 0.9837
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 1.0300 1.0288
PP 1.0285 1.0260
S1 1.0270 1.0233

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.