CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2189 |
1.2083 |
-0.0106 |
-0.9% |
1.2140 |
| High |
1.2272 |
1.2189 |
-0.0083 |
-0.7% |
1.2229 |
| Low |
1.2057 |
1.2058 |
0.0001 |
0.0% |
1.2000 |
| Close |
1.2058 |
1.2115 |
0.0057 |
0.5% |
1.2078 |
| Range |
0.0215 |
0.0131 |
-0.0084 |
-39.1% |
0.0229 |
| ATR |
0.0130 |
0.0130 |
0.0000 |
0.0% |
0.0000 |
| Volume |
99,678 |
85,878 |
-13,800 |
-13.8% |
487,829 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2514 |
1.2445 |
1.2187 |
|
| R3 |
1.2383 |
1.2314 |
1.2151 |
|
| R2 |
1.2252 |
1.2252 |
1.2139 |
|
| R1 |
1.2183 |
1.2183 |
1.2127 |
1.2218 |
| PP |
1.2121 |
1.2121 |
1.2121 |
1.2138 |
| S1 |
1.2052 |
1.2052 |
1.2103 |
1.2087 |
| S2 |
1.1990 |
1.1990 |
1.2091 |
|
| S3 |
1.1859 |
1.1921 |
1.2079 |
|
| S4 |
1.1728 |
1.1790 |
1.2043 |
|
|
| 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 |
1.2272 |
1.2011 |
0.0261 |
2.2% |
0.0175 |
1.4% |
40% |
False |
False |
102,117 |
| 10 |
1.2272 |
1.1990 |
0.0282 |
2.3% |
0.0146 |
1.2% |
44% |
False |
False |
101,528 |
| 20 |
1.2342 |
1.1889 |
0.0453 |
3.7% |
0.0131 |
1.1% |
50% |
False |
False |
77,950 |
| 40 |
1.3043 |
1.1889 |
0.1154 |
9.5% |
0.0118 |
1.0% |
20% |
False |
False |
39,692 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0099 |
0.8% |
18% |
False |
False |
26,490 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0080 |
0.7% |
18% |
False |
False |
19,875 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0064 |
0.5% |
18% |
False |
False |
15,900 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0055 |
0.5% |
17% |
False |
False |
13,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2746 |
|
2.618 |
1.2532 |
|
1.618 |
1.2401 |
|
1.000 |
1.2320 |
|
0.618 |
1.2270 |
|
HIGH |
1.2189 |
|
0.618 |
1.2139 |
|
0.500 |
1.2124 |
|
0.382 |
1.2108 |
|
LOW |
1.2058 |
|
0.618 |
1.1977 |
|
1.000 |
1.1927 |
|
1.618 |
1.1846 |
|
2.618 |
1.1715 |
|
4.250 |
1.1501 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2124 |
1.2142 |
| PP |
1.2121 |
1.2133 |
| S1 |
1.2118 |
1.2124 |
|