CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 0.9634 0.9613 -0.0021 -0.2% 0.9765
High 0.9634 0.9624 -0.0010 -0.1% 0.9765
Low 0.9634 0.9613 -0.0021 -0.2% 0.9639
Close 0.9634 0.9624 -0.0010 -0.1% 0.9639
Range 0.0000 0.0011 0.0011 0.0126
ATR 0.0021 0.0021 0.0000 -0.1% 0.0000
Volume 16 16 0 0.0% 65
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9653 0.9650 0.9630
R3 0.9642 0.9639 0.9627
R2 0.9631 0.9631 0.9626
R1 0.9628 0.9628 0.9625 0.9630
PP 0.9620 0.9620 0.9620 0.9621
S1 0.9617 0.9617 0.9623 0.9619
S2 0.9609 0.9609 0.9622
S3 0.9598 0.9606 0.9621
S4 0.9587 0.9595 0.9618
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0059 0.9975 0.9708
R3 0.9933 0.9849 0.9674
R2 0.9807 0.9807 0.9662
R1 0.9723 0.9723 0.9651 0.9702
PP 0.9681 0.9681 0.9681 0.9671
S1 0.9597 0.9597 0.9627 0.9576
S2 0.9555 0.9555 0.9616
S3 0.9429 0.9471 0.9604
S4 0.9303 0.9345 0.9570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9692 0.9613 0.0079 0.8% 0.0013 0.1% 14% False True 11
10 0.9790 0.9613 0.0177 1.8% 0.0013 0.1% 6% False True 12
20 0.9836 0.9613 0.0223 2.3% 0.0010 0.1% 5% False True 21
40 0.9896 0.9613 0.0283 2.9% 0.0007 0.1% 4% False True 19
60 0.9921 0.9613 0.0308 3.2% 0.0007 0.1% 4% False True 14
80 0.9921 0.9613 0.0308 3.2% 0.0006 0.1% 4% False True 12
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 0.9671
2.618 0.9653
1.618 0.9642
1.000 0.9635
0.618 0.9631
HIGH 0.9624
0.618 0.9620
0.500 0.9619
0.382 0.9617
LOW 0.9613
0.618 0.9606
1.000 0.9602
1.618 0.9595
2.618 0.9584
4.250 0.9566
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 0.9622 0.9638
PP 0.9620 0.9633
S1 0.9619 0.9629

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.