CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 0.9765 0.9757 -0.0008 -0.1% 0.9805
High 0.9765 0.9760 -0.0005 -0.1% 0.9805
Low 0.9765 0.9734 -0.0031 -0.3% 0.9760
Close 0.9765 0.9734 -0.0031 -0.3% 0.9790
Range 0.0000 0.0026 0.0026 0.0045
ATR 0.0019 0.0020 0.0001 4.5% 0.0000
Volume 19 19 0 0.0% 167
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9821 0.9803 0.9748
R3 0.9795 0.9777 0.9741
R2 0.9769 0.9769 0.9739
R1 0.9751 0.9751 0.9736 0.9747
PP 0.9743 0.9743 0.9743 0.9741
S1 0.9725 0.9725 0.9732 0.9721
S2 0.9717 0.9717 0.9729
S3 0.9691 0.9699 0.9727
S4 0.9665 0.9673 0.9720
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9920 0.9900 0.9815
R3 0.9875 0.9855 0.9802
R2 0.9830 0.9830 0.9798
R1 0.9810 0.9810 0.9794 0.9798
PP 0.9785 0.9785 0.9785 0.9779
S1 0.9765 0.9765 0.9786 0.9753
S2 0.9740 0.9740 0.9782
S3 0.9695 0.9720 0.9778
S4 0.9650 0.9675 0.9765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9790 0.9734 0.0056 0.6% 0.0013 0.1% 0% False True 13
10 0.9836 0.9734 0.0102 1.0% 0.0010 0.1% 0% False True 34
20 0.9867 0.9734 0.0133 1.4% 0.0007 0.1% 0% False True 18
40 0.9921 0.9734 0.0187 1.9% 0.0007 0.1% 0% False True 18
60 0.9921 0.9734 0.0187 1.9% 0.0007 0.1% 0% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9871
2.618 0.9828
1.618 0.9802
1.000 0.9786
0.618 0.9776
HIGH 0.9760
0.618 0.9750
0.500 0.9747
0.382 0.9744
LOW 0.9734
0.618 0.9718
1.000 0.9708
1.618 0.9692
2.618 0.9666
4.250 0.9624
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 0.9747 0.9762
PP 0.9743 0.9753
S1 0.9738 0.9743

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.