CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 0.8393 0.8366 -0.0027 -0.3% 0.8077
High 0.8466 0.8375 -0.0091 -1.1% 0.8232
Low 0.8374 0.8279 -0.0096 -1.1% 0.8066
Close 0.8406 0.8322 -0.0084 -1.0% 0.8224
Range 0.0092 0.0096 0.0005 4.9% 0.0166
ATR 0.0071 0.0075 0.0004 5.6% 0.0000
Volume 7 8 1 14.3% 20
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8613 0.8563 0.8374
R3 0.8517 0.8467 0.8348
R2 0.8421 0.8421 0.8339
R1 0.8371 0.8371 0.8330 0.8348
PP 0.8325 0.8325 0.8325 0.8313
S1 0.8275 0.8275 0.8313 0.8252
S2 0.8229 0.8229 0.8304
S3 0.8133 0.8179 0.8295
S4 0.8037 0.8083 0.8269
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8670 0.8612 0.8315
R3 0.8505 0.8447 0.8269
R2 0.8339 0.8339 0.8254
R1 0.8281 0.8281 0.8239 0.8310
PP 0.8174 0.8174 0.8174 0.8188
S1 0.8116 0.8116 0.8208 0.8145
S2 0.8008 0.8008 0.8193
S3 0.7843 0.7950 0.8178
S4 0.7677 0.7785 0.8132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8608 0.8186 0.0422 5.1% 0.0140 1.7% 32% False False 20
10 0.8608 0.8066 0.0542 6.5% 0.0081 1.0% 47% False False 11
20 0.8608 0.8017 0.0591 7.1% 0.0059 0.7% 52% False False 10
40 0.8608 0.8017 0.0591 7.1% 0.0046 0.5% 52% False False 6
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8783
2.618 0.8626
1.618 0.8530
1.000 0.8471
0.618 0.8434
HIGH 0.8375
0.618 0.8338
0.500 0.8327
0.382 0.8315
LOW 0.8279
0.618 0.8219
1.000 0.8183
1.618 0.8123
2.618 0.8027
4.250 0.7871
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 0.8327 0.8379
PP 0.8325 0.8360
S1 0.8323 0.8341

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.