CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 1.0430 1.0600 0.0170 1.6% 1.0427
High 1.0585 1.0615 0.0030 0.3% 1.0730
Low 1.0414 1.0519 0.0105 1.0% 1.0333
Close 1.0512 1.0531 0.0019 0.2% 1.0555
Range 0.0171 0.0096 -0.0075 -43.9% 0.0397
ATR 0.0195 0.0188 -0.0007 -3.4% 0.0000
Volume 179 906 727 406.1% 1,003
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.0843 1.0783 1.0584
R3 1.0747 1.0687 1.0557
R2 1.0651 1.0651 1.0549
R1 1.0591 1.0591 1.0540 1.0573
PP 1.0555 1.0555 1.0555 1.0546
S1 1.0495 1.0495 1.0522 1.0477
S2 1.0459 1.0459 1.0513
S3 1.0363 1.0399 1.0505
S4 1.0267 1.0303 1.0478
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.1730 1.1540 1.0773
R3 1.1333 1.1143 1.0664
R2 1.0936 1.0936 1.0628
R1 1.0746 1.0746 1.0591 1.0841
PP 1.0539 1.0539 1.0539 1.0587
S1 1.0349 1.0349 1.0519 1.0444
S2 1.0142 1.0142 1.0482
S3 0.9745 0.9952 1.0446
S4 0.9348 0.9555 1.0337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0730 1.0375 0.0355 3.4% 0.0193 1.8% 44% False False 473
10 1.0730 1.0286 0.0444 4.2% 0.0168 1.6% 55% False False 300
20 1.0730 1.0001 0.0729 6.9% 0.0157 1.5% 73% False False 192
40 1.1055 0.9625 0.1430 13.6% 0.0176 1.7% 63% False False 153
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1023
2.618 1.0866
1.618 1.0770
1.000 1.0711
0.618 1.0674
HIGH 1.0615
0.618 1.0578
0.500 1.0567
0.382 1.0556
LOW 1.0519
0.618 1.0460
1.000 1.0423
1.618 1.0364
2.618 1.0268
4.250 1.0111
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 1.0567 1.0519
PP 1.0555 1.0507
S1 1.0543 1.0495

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.