CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 0.9680 0.9610 -0.0070 -0.7% 0.9555
High 0.9680 0.9610 -0.0070 -0.7% 0.9659
Low 0.9567 0.9610 0.0043 0.4% 0.9535
Close 0.9582 0.9610 0.0028 0.3% 0.9578
Range 0.0113 0.0000 -0.0113 -100.0% 0.0124
ATR 0.0122 0.0116 -0.0007 -5.5% 0.0000
Volume 8 18 10 125.0% 386
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 0.9610 0.9610 0.9610
R3 0.9610 0.9610 0.9610
R2 0.9610 0.9610 0.9610
R1 0.9610 0.9610 0.9610 0.9610
PP 0.9610 0.9610 0.9610 0.9610
S1 0.9610 0.9610 0.9610 0.9610
S2 0.9610 0.9610 0.9610
S3 0.9610 0.9610 0.9610
S4 0.9610 0.9610 0.9610
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9963 0.9894 0.9646
R3 0.9839 0.9770 0.9612
R2 0.9715 0.9715 0.9601
R1 0.9646 0.9646 0.9589 0.9681
PP 0.9591 0.9591 0.9591 0.9608
S1 0.9522 0.9522 0.9567 0.9557
S2 0.9467 0.9467 0.9555
S3 0.9343 0.9398 0.9544
S4 0.9219 0.9274 0.9510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9778 0.9535 0.0243 2.5% 0.0046 0.5% 31% False False 29
10 0.9778 0.9394 0.0384 4.0% 0.0049 0.5% 56% False False 46
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9610
2.618 0.9610
1.618 0.9610
1.000 0.9610
0.618 0.9610
HIGH 0.9610
0.618 0.9610
0.500 0.9610
0.382 0.9610
LOW 0.9610
0.618 0.9610
1.000 0.9610
1.618 0.9610
2.618 0.9610
4.250 0.9610
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 0.9610 0.9673
PP 0.9610 0.9652
S1 0.9610 0.9631

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.