CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 0.9053 0.9026 -0.0027 -0.3% 0.8804
High 0.9066 0.9034 -0.0032 -0.4% 0.9087
Low 0.9009 0.8992 -0.0017 -0.2% 0.8804
Close 0.9012 0.8992 -0.0020 -0.2% 0.9012
Range 0.0057 0.0042 -0.0015 -26.3% 0.0283
ATR 0.0080 0.0077 -0.0003 -3.4% 0.0000
Volume 23 51 28 121.7% 214
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9132 0.9104 0.9015
R3 0.9090 0.9062 0.9004
R2 0.9048 0.9048 0.9000
R1 0.9020 0.9020 0.8996 0.9013
PP 0.9006 0.9006 0.9006 0.9003
S1 0.8978 0.8978 0.8988 0.8971
S2 0.8964 0.8964 0.8984
S3 0.8922 0.8936 0.8980
S4 0.8880 0.8894 0.8969
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9817 0.9697 0.9167
R3 0.9534 0.9414 0.9089
R2 0.9251 0.9251 0.9063
R1 0.9131 0.9131 0.9037 0.9191
PP 0.8968 0.8968 0.8968 0.8997
S1 0.8848 0.8848 0.8986 0.8908
S2 0.8685 0.8685 0.8960
S3 0.8402 0.8565 0.8934
S4 0.8119 0.8282 0.8856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9087 0.8818 0.0269 3.0% 0.0095 1.1% 65% False False 51
10 0.9087 0.8804 0.0283 3.1% 0.0081 0.9% 66% False False 33
20 0.9087 0.8804 0.0283 3.1% 0.0061 0.7% 66% False False 20
40 0.9087 0.8300 0.0787 8.8% 0.0054 0.6% 88% False False 13
60 0.9087 0.8300 0.0787 8.8% 0.0045 0.5% 88% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0014
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9213
2.618 0.9144
1.618 0.9102
1.000 0.9076
0.618 0.9060
HIGH 0.9034
0.618 0.9018
0.500 0.9013
0.382 0.9008
LOW 0.8992
0.618 0.8966
1.000 0.8950
1.618 0.8924
2.618 0.8882
4.250 0.8814
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 0.9013 0.9011
PP 0.9006 0.9005
S1 0.8999 0.8998

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.