CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 1.0005 1.0136 0.0131 1.3% 1.0053
High 1.0005 1.0138 0.0133 1.3% 1.0053
Low 1.0005 1.0115 0.0110 1.1% 0.9905
Close 1.0005 1.0115 0.0110 1.1% 0.9905
Range 0.0000 0.0023 0.0023 0.0148
ATR 0.0078 0.0082 0.0004 5.0% 0.0000
Volume 52 52 0 0.0% 11
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0192 1.0176 1.0128
R3 1.0169 1.0153 1.0121
R2 1.0146 1.0146 1.0119
R1 1.0130 1.0130 1.0117 1.0127
PP 1.0123 1.0123 1.0123 1.0121
S1 1.0107 1.0107 1.0113 1.0104
S2 1.0100 1.0100 1.0111
S3 1.0077 1.0084 1.0109
S4 1.0054 1.0061 1.0102
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0398 1.0300 0.9986
R3 1.0250 1.0152 0.9946
R2 1.0102 1.0102 0.9932
R1 1.0004 1.0004 0.9919 0.9979
PP 0.9954 0.9954 0.9954 0.9942
S1 0.9856 0.9856 0.9891 0.9831
S2 0.9806 0.9806 0.9878
S3 0.9658 0.9708 0.9864
S4 0.9510 0.9560 0.9824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0138 0.9902 0.0236 2.3% 0.0024 0.2% 90% True False 23
10 1.0241 0.9902 0.0339 3.4% 0.0022 0.2% 63% False False 13
20 1.0643 0.9902 0.0741 7.3% 0.0037 0.4% 29% False False 11
40 1.0643 0.9710 0.0933 9.2% 0.0044 0.4% 43% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0236
2.618 1.0198
1.618 1.0175
1.000 1.0161
0.618 1.0152
HIGH 1.0138
0.618 1.0129
0.500 1.0127
0.382 1.0124
LOW 1.0115
0.618 1.0101
1.000 1.0092
1.618 1.0078
2.618 1.0055
4.250 1.0017
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 1.0127 1.0088
PP 1.0123 1.0061
S1 1.0119 1.0034

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.