CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 0.9770 0.9888 0.0118 1.2% 0.9789
High 0.9797 0.9888 0.0091 0.9% 0.9929
Low 0.9725 0.9888 0.0163 1.7% 0.9711
Close 0.9755 0.9888 0.0133 1.4% 0.9832
Range 0.0072 0.0000 -0.0072 -100.0% 0.0218
ATR 0.0089 0.0092 0.0003 3.6% 0.0000
Volume 24 5 -19 -79.2% 194
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 0.9888 0.9888 0.9888
R3 0.9888 0.9888 0.9888
R2 0.9888 0.9888 0.9888
R1 0.9888 0.9888 0.9888 0.9888
PP 0.9888 0.9888 0.9888 0.9888
S1 0.9888 0.9888 0.9888 0.9888
S2 0.9888 0.9888 0.9888
S3 0.9888 0.9888 0.9888
S4 0.9888 0.9888 0.9888
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0478 1.0373 0.9952
R3 1.0260 1.0155 0.9892
R2 1.0042 1.0042 0.9872
R1 0.9937 0.9937 0.9852 0.9990
PP 0.9824 0.9824 0.9824 0.9850
S1 0.9719 0.9719 0.9812 0.9772
S2 0.9606 0.9606 0.9792
S3 0.9388 0.9501 0.9772
S4 0.9170 0.9283 0.9712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9929 0.9725 0.0204 2.1% 0.0050 0.5% 80% False False 15
10 0.9929 0.9589 0.0340 3.4% 0.0046 0.5% 88% False False 25
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 0.0008
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9888
2.618 0.9888
1.618 0.9888
1.000 0.9888
0.618 0.9888
HIGH 0.9888
0.618 0.9888
0.500 0.9888
0.382 0.9888
LOW 0.9888
0.618 0.9888
1.000 0.9888
1.618 0.9888
2.618 0.9888
4.250 0.9888
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 0.9888 0.9865
PP 0.9888 0.9842
S1 0.9888 0.9819

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.