CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 0.8866 0.8818 -0.0048 -0.5% 0.9290
High 0.8866 0.8861 -0.0005 -0.1% 0.9310
Low 0.8779 0.8798 0.0019 0.2% 0.8923
Close 0.8813 0.8828 0.0015 0.2% 0.8928
Range 0.0087 0.0063 -0.0024 -27.6% 0.0387
ATR 0.0064 0.0064 0.0000 -0.1% 0.0000
Volume 13 8 -5 -38.5% 44
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9018 0.8986 0.8863
R3 0.8955 0.8923 0.8845
R2 0.8892 0.8892 0.8840
R1 0.8860 0.8860 0.8834 0.8876
PP 0.8829 0.8829 0.8829 0.8837
S1 0.8797 0.8797 0.8822 0.8813
S2 0.8766 0.8766 0.8816
S3 0.8703 0.8734 0.8811
S4 0.8640 0.8671 0.8793
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0215 0.9958 0.9141
R3 0.9828 0.9571 0.9034
R2 0.9441 0.9441 0.8999
R1 0.9184 0.9184 0.8963 0.9119
PP 0.9054 0.9054 0.9054 0.9021
S1 0.8797 0.8797 0.8893 0.8732
S2 0.8667 0.8667 0.8857
S3 0.8280 0.8410 0.8822
S4 0.7893 0.8023 0.8715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9246 0.8779 0.0467 5.3% 0.0061 0.7% 10% False False 12
10 0.9355 0.8779 0.0576 6.5% 0.0041 0.5% 9% False False 7
20 0.9489 0.8779 0.0710 8.0% 0.0032 0.4% 7% False False 5
40 0.9489 0.8779 0.0710 8.0% 0.0022 0.2% 7% False False 4
60 0.9814 0.8779 0.1035 11.7% 0.0017 0.2% 5% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9129
2.618 0.9026
1.618 0.8963
1.000 0.8924
0.618 0.8900
HIGH 0.8861
0.618 0.8837
0.500 0.8830
0.382 0.8822
LOW 0.8798
0.618 0.8759
1.000 0.8735
1.618 0.8696
2.618 0.8633
4.250 0.8530
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 0.8830 0.8903
PP 0.8829 0.8878
S1 0.8829 0.8853

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.