CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 0.8845 0.8787 -0.0058 -0.7% 0.8944
High 0.8851 0.8856 0.0005 0.1% 0.8968
Low 0.8790 0.8768 -0.0022 -0.3% 0.8839
Close 0.8801 0.8831 0.0030 0.3% 0.8888
Range 0.0061 0.0088 0.0027 44.3% 0.0129
ATR 0.0057 0.0059 0.0002 3.8% 0.0000
Volume 205 209 4 2.0% 737
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9082 0.9045 0.8879
R3 0.8994 0.8957 0.8855
R2 0.8906 0.8906 0.8847
R1 0.8869 0.8869 0.8839 0.8888
PP 0.8818 0.8818 0.8818 0.8828
S1 0.8781 0.8781 0.8823 0.8800
S2 0.8730 0.8730 0.8815
S3 0.8642 0.8693 0.8807
S4 0.8554 0.8605 0.8783
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9285 0.9216 0.8959
R3 0.9156 0.9087 0.8923
R2 0.9027 0.9027 0.8912
R1 0.8958 0.8958 0.8900 0.8928
PP 0.8898 0.8898 0.8898 0.8884
S1 0.8829 0.8829 0.8876 0.8799
S2 0.8769 0.8769 0.8864
S3 0.8640 0.8700 0.8853
S4 0.8511 0.8571 0.8817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8907 0.8768 0.0139 1.6% 0.0048 0.5% 45% False True 165
10 0.8968 0.8768 0.0200 2.3% 0.0058 0.7% 32% False True 138
20 0.8968 0.8631 0.0337 3.8% 0.0052 0.6% 59% False False 118
40 0.9060 0.8631 0.0429 4.9% 0.0045 0.5% 47% False False 277
60 0.9098 0.8631 0.0467 5.3% 0.0036 0.4% 43% False False 193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9230
2.618 0.9086
1.618 0.8998
1.000 0.8944
0.618 0.8910
HIGH 0.8856
0.618 0.8822
0.500 0.8812
0.382 0.8802
LOW 0.8768
0.618 0.8714
1.000 0.8680
1.618 0.8626
2.618 0.8538
4.250 0.8394
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 0.8825 0.8828
PP 0.8818 0.8824
S1 0.8812 0.8821

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.