CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2139 |
1.2057 |
-0.0082 |
-0.7% |
1.2140 |
| High |
1.2229 |
1.2222 |
-0.0007 |
-0.1% |
1.2229 |
| Low |
1.2070 |
1.2011 |
-0.0059 |
-0.5% |
1.2000 |
| Close |
1.2078 |
1.2177 |
0.0099 |
0.8% |
1.2078 |
| Range |
0.0159 |
0.0211 |
0.0052 |
32.7% |
0.0229 |
| ATR |
0.0117 |
0.0124 |
0.0007 |
5.7% |
0.0000 |
| Volume |
108,081 |
116,563 |
8,482 |
7.8% |
487,829 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2770 |
1.2684 |
1.2293 |
|
| R3 |
1.2559 |
1.2473 |
1.2235 |
|
| R2 |
1.2348 |
1.2348 |
1.2216 |
|
| R1 |
1.2262 |
1.2262 |
1.2196 |
1.2305 |
| PP |
1.2137 |
1.2137 |
1.2137 |
1.2158 |
| S1 |
1.2051 |
1.2051 |
1.2158 |
1.2094 |
| S2 |
1.1926 |
1.1926 |
1.2138 |
|
| S3 |
1.1715 |
1.1840 |
1.2119 |
|
| S4 |
1.1504 |
1.1629 |
1.2061 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2789 |
1.2663 |
1.2204 |
|
| R3 |
1.2560 |
1.2434 |
1.2141 |
|
| R2 |
1.2331 |
1.2331 |
1.2120 |
|
| R1 |
1.2205 |
1.2205 |
1.2099 |
1.2154 |
| PP |
1.2102 |
1.2102 |
1.2102 |
1.2077 |
| S1 |
1.1976 |
1.1976 |
1.2057 |
1.1925 |
| S2 |
1.1873 |
1.1873 |
1.2036 |
|
| S3 |
1.1644 |
1.1747 |
1.2015 |
|
| S4 |
1.1415 |
1.1518 |
1.1952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2229 |
1.2000 |
0.0229 |
1.9% |
0.0144 |
1.2% |
77% |
False |
False |
103,626 |
| 10 |
1.2229 |
1.1900 |
0.0329 |
2.7% |
0.0131 |
1.1% |
84% |
False |
False |
98,362 |
| 20 |
1.2420 |
1.1889 |
0.0531 |
4.4% |
0.0126 |
1.0% |
54% |
False |
False |
69,307 |
| 40 |
1.3084 |
1.1889 |
0.1195 |
9.8% |
0.0112 |
0.9% |
24% |
False |
False |
35,057 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0093 |
0.8% |
22% |
False |
False |
23,398 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0076 |
0.6% |
22% |
False |
False |
17,556 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0061 |
0.5% |
22% |
False |
False |
14,045 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.2% |
0.0052 |
0.4% |
21% |
False |
False |
11,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3119 |
|
2.618 |
1.2774 |
|
1.618 |
1.2563 |
|
1.000 |
1.2433 |
|
0.618 |
1.2352 |
|
HIGH |
1.2222 |
|
0.618 |
1.2141 |
|
0.500 |
1.2117 |
|
0.382 |
1.2092 |
|
LOW |
1.2011 |
|
0.618 |
1.1881 |
|
1.000 |
1.1800 |
|
1.618 |
1.1670 |
|
2.618 |
1.1459 |
|
4.250 |
1.1114 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2157 |
1.2158 |
| PP |
1.2137 |
1.2139 |
| S1 |
1.2117 |
1.2120 |
|