CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 0.9809 0.9860 0.0051 0.5% 0.9681
High 0.9872 0.9873 0.0001 0.0% 0.9873
Low 0.9794 0.9819 0.0025 0.3% 0.9675
Close 0.9860 0.9848 -0.0012 -0.1% 0.9848
Range 0.0078 0.0054 -0.0024 -30.8% 0.0198
ATR 0.0070 0.0069 -0.0001 -1.6% 0.0000
Volume 158,441 126,425 -32,016 -20.2% 710,583
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.0009 0.9982 0.9878
R3 0.9955 0.9928 0.9863
R2 0.9901 0.9901 0.9858
R1 0.9874 0.9874 0.9853 0.9861
PP 0.9847 0.9847 0.9847 0.9840
S1 0.9820 0.9820 0.9843 0.9807
S2 0.9793 0.9793 0.9838
S3 0.9739 0.9766 0.9833
S4 0.9685 0.9712 0.9818
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.0393 1.0318 0.9957
R3 1.0195 1.0120 0.9902
R2 0.9997 0.9997 0.9884
R1 0.9922 0.9922 0.9866 0.9960
PP 0.9799 0.9799 0.9799 0.9817
S1 0.9724 0.9724 0.9830 0.9762
S2 0.9601 0.9601 0.9812
S3 0.9403 0.9526 0.9794
S4 0.9205 0.9328 0.9739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9873 0.9675 0.0198 2.0% 0.0074 0.8% 87% True False 142,116
10 0.9873 0.9598 0.0275 2.8% 0.0066 0.7% 91% True False 128,797
20 0.9881 0.9598 0.0283 2.9% 0.0066 0.7% 88% False False 123,275
40 0.9889 0.9598 0.0291 3.0% 0.0069 0.7% 86% False False 74,757
60 0.9930 0.9548 0.0382 3.9% 0.0074 0.7% 79% False False 49,934
80 0.9930 0.9495 0.0435 4.4% 0.0069 0.7% 81% False False 37,479
100 1.0050 0.9495 0.0555 5.6% 0.0063 0.6% 64% False False 29,986
120 1.0293 0.9495 0.0798 8.1% 0.0054 0.5% 44% False False 24,988
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0103
2.618 1.0014
1.618 0.9960
1.000 0.9927
0.618 0.9906
HIGH 0.9873
0.618 0.9852
0.500 0.9846
0.382 0.9840
LOW 0.9819
0.618 0.9786
1.000 0.9765
1.618 0.9732
2.618 0.9678
4.250 0.9590
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 0.9847 0.9843
PP 0.9847 0.9838
S1 0.9846 0.9833

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.