CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 0.8504 0.8535 0.0031 0.4% 0.8495
High 0.8526 0.8540 0.0014 0.2% 0.8540
Low 0.8492 0.8430 -0.0062 -0.7% 0.8430
Close 0.8505 0.8433 -0.0072 -0.8% 0.8433
Range 0.0034 0.0110 0.0076 223.5% 0.0110
ATR 0.0075 0.0077 0.0003 3.3% 0.0000
Volume 1,532 5,090 3,558 232.2% 10,609
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8798 0.8725 0.8494
R3 0.8688 0.8615 0.8463
R2 0.8578 0.8578 0.8453
R1 0.8505 0.8505 0.8443 0.8487
PP 0.8468 0.8468 0.8468 0.8458
S1 0.8395 0.8395 0.8423 0.8377
S2 0.8358 0.8358 0.8413
S3 0.8248 0.8285 0.8403
S4 0.8138 0.8175 0.8373
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8798 0.8725 0.8494
R3 0.8688 0.8615 0.8463
R2 0.8578 0.8578 0.8453
R1 0.8505 0.8505 0.8443 0.8487
PP 0.8468 0.8468 0.8468 0.8458
S1 0.8395 0.8395 0.8423 0.8377
S2 0.8358 0.8358 0.8413
S3 0.8248 0.8285 0.8403
S4 0.8138 0.8175 0.8373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8540 0.8430 0.0110 1.3% 0.0069 0.8% 3% True True 2,717
10 0.8670 0.8418 0.0252 3.0% 0.0075 0.9% 6% False False 2,089
20 0.9167 0.8418 0.0749 8.9% 0.0088 1.0% 2% False False 1,478
40 0.9513 0.8418 0.1095 13.0% 0.0077 0.9% 1% False False 837
60 0.9534 0.8418 0.1116 13.2% 0.0066 0.8% 1% False False 610
80 0.9819 0.8418 0.1401 16.6% 0.0052 0.6% 1% False False 463
100 0.9896 0.8418 0.1478 17.5% 0.0042 0.5% 1% False False 371
120 0.9921 0.8418 0.1503 17.8% 0.0037 0.4% 1% False False 312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9008
2.618 0.8828
1.618 0.8718
1.000 0.8650
0.618 0.8608
HIGH 0.8540
0.618 0.8498
0.500 0.8485
0.382 0.8472
LOW 0.8430
0.618 0.8362
1.000 0.8320
1.618 0.8252
2.618 0.8142
4.250 0.7963
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 0.8485 0.8485
PP 0.8468 0.8468
S1 0.8450 0.8450

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.