CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 1.0250 1.0188 -0.0062 -0.6% 1.0225
High 1.0321 1.0190 -0.0131 -1.3% 1.0646
Low 1.0250 1.0188 -0.0062 -0.6% 1.0160
Close 1.0313 1.0186 -0.0127 -1.2% 1.0454
Range 0.0071 0.0002 -0.0069 -97.2% 0.0486
ATR
Volume 236 13 -223 -94.5% 108
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.0194 1.0192 1.0187
R3 1.0192 1.0190 1.0187
R2 1.0190 1.0190 1.0186
R1 1.0188 1.0188 1.0186 1.0188
PP 1.0188 1.0188 1.0188 1.0188
S1 1.0186 1.0186 1.0186 1.0186
S2 1.0186 1.0186 1.0186
S3 1.0184 1.0184 1.0185
S4 1.0182 1.0182 1.0185
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.1878 1.1652 1.0721
R3 1.1392 1.1166 1.0588
R2 1.0906 1.0906 1.0543
R1 1.0680 1.0680 1.0499 1.0793
PP 1.0420 1.0420 1.0420 1.0477
S1 1.0194 1.0194 1.0409 1.0307
S2 0.9934 0.9934 1.0365
S3 0.9448 0.9708 1.0320
S4 0.8962 0.9222 1.0187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0597 1.0188 0.0409 4.0% 0.0071 0.7% 0% False True 66
10 1.0646 1.0160 0.0486 4.8% 0.0075 0.7% 5% False False 54
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 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0199
2.618 1.0195
1.618 1.0193
1.000 1.0192
0.618 1.0191
HIGH 1.0190
0.618 1.0189
0.500 1.0189
0.382 1.0189
LOW 1.0188
0.618 1.0187
1.000 1.0186
1.618 1.0185
2.618 1.0183
4.250 1.0180
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 1.0189 1.0255
PP 1.0188 1.0232
S1 1.0187 1.0209

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.