CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 1.0516 1.0361 -0.0155 -1.5% 1.0140
High 1.0550 1.0429 -0.0121 -1.1% 1.0595
Low 1.0286 1.0286 0.0000 0.0% 1.0111
Close 1.0420 1.0308 -0.0112 -1.1% 1.0308
Range 0.0264 0.0143 -0.0121 -45.8% 0.0484
ATR 0.0201 0.0197 -0.0004 -2.1% 0.0000
Volume 67 147 80 119.4% 379
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.0770 1.0682 1.0387
R3 1.0627 1.0539 1.0347
R2 1.0484 1.0484 1.0334
R1 1.0396 1.0396 1.0321 1.0369
PP 1.0341 1.0341 1.0341 1.0327
S1 1.0253 1.0253 1.0295 1.0226
S2 1.0198 1.0198 1.0282
S3 1.0055 1.0110 1.0269
S4 0.9912 0.9967 1.0229
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.1790 1.1533 1.0574
R3 1.1306 1.1049 1.0441
R2 1.0822 1.0822 1.0397
R1 1.0565 1.0565 1.0352 1.0694
PP 1.0338 1.0338 1.0338 1.0402
S1 1.0081 1.0081 1.0264 1.0210
S2 0.9854 0.9854 1.0219
S3 0.9370 0.9597 1.0175
S4 0.8886 0.9113 1.0042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0595 1.0111 0.0484 4.7% 0.0182 1.8% 41% False False 75
10 1.0595 1.0001 0.0594 5.8% 0.0156 1.5% 52% False False 98
20 1.1055 0.9910 0.1145 11.1% 0.0209 2.0% 35% False False 136
40 1.1055 0.9535 0.1520 14.7% 0.0153 1.5% 51% False False 93
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1037
2.618 1.0803
1.618 1.0660
1.000 1.0572
0.618 1.0517
HIGH 1.0429
0.618 1.0374
0.500 1.0358
0.382 1.0341
LOW 1.0286
0.618 1.0198
1.000 1.0143
1.618 1.0055
2.618 0.9912
4.250 0.9678
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 1.0358 1.0441
PP 1.0341 1.0396
S1 1.0325 1.0352

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.