CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 0.9258 0.9255 -0.0003 0.0% 0.9358
High 0.9288 0.9305 0.0017 0.2% 0.9418
Low 0.9251 0.9255 0.0004 0.0% 0.9249
Close 0.9267 0.9300 0.0033 0.4% 0.9267
Range 0.0037 0.0050 0.0013 35.1% 0.0169
ATR 0.0066 0.0064 -0.0001 -1.7% 0.0000
Volume 109 219 110 100.9% 1,136
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9437 0.9418 0.9328
R3 0.9387 0.9368 0.9314
R2 0.9337 0.9337 0.9309
R1 0.9318 0.9318 0.9305 0.9328
PP 0.9287 0.9287 0.9287 0.9291
S1 0.9268 0.9268 0.9295 0.9278
S2 0.9237 0.9237 0.9291
S3 0.9187 0.9218 0.9286
S4 0.9137 0.9168 0.9273
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9818 0.9712 0.9360
R3 0.9649 0.9543 0.9313
R2 0.9480 0.9480 0.9298
R1 0.9374 0.9374 0.9282 0.9343
PP 0.9311 0.9311 0.9311 0.9296
S1 0.9205 0.9205 0.9252 0.9174
S2 0.9142 0.9142 0.9236
S3 0.8973 0.9036 0.9221
S4 0.8804 0.8867 0.9174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9418 0.9249 0.0169 1.8% 0.0056 0.6% 30% False False 237
10 0.9513 0.9249 0.0264 2.8% 0.0068 0.7% 19% False False 242
20 0.9513 0.9103 0.0410 4.4% 0.0068 0.7% 48% False False 224
40 0.9555 0.9103 0.0452 4.9% 0.0053 0.6% 44% False False 171
60 0.9836 0.9103 0.0733 7.9% 0.0038 0.4% 27% False False 121
80 0.9896 0.9103 0.0793 8.5% 0.0029 0.3% 25% False False 94
100 0.9921 0.9103 0.0818 8.8% 0.0026 0.3% 24% False False 77
120 0.9921 0.9103 0.0818 8.8% 0.0022 0.2% 24% False False 65
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9518
2.618 0.9436
1.618 0.9386
1.000 0.9355
0.618 0.9336
HIGH 0.9305
0.618 0.9286
0.500 0.9280
0.382 0.9274
LOW 0.9255
0.618 0.9224
1.000 0.9205
1.618 0.9174
2.618 0.9124
4.250 0.9043
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 0.9293 0.9299
PP 0.9287 0.9298
S1 0.9280 0.9297

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.