CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2083 |
1.2138 |
0.0055 |
0.5% |
1.2140 |
| High |
1.2189 |
1.2229 |
0.0040 |
0.3% |
1.2229 |
| Low |
1.2058 |
1.2133 |
0.0075 |
0.6% |
1.2000 |
| Close |
1.2115 |
1.2149 |
0.0034 |
0.3% |
1.2078 |
| Range |
0.0131 |
0.0096 |
-0.0035 |
-26.7% |
0.0229 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
85,878 |
93,079 |
7,201 |
8.4% |
487,829 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2458 |
1.2400 |
1.2202 |
|
| R3 |
1.2362 |
1.2304 |
1.2175 |
|
| R2 |
1.2266 |
1.2266 |
1.2167 |
|
| R1 |
1.2208 |
1.2208 |
1.2158 |
1.2237 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2185 |
| S1 |
1.2112 |
1.2112 |
1.2140 |
1.2141 |
| S2 |
1.2074 |
1.2074 |
1.2131 |
|
| S3 |
1.1978 |
1.2016 |
1.2123 |
|
| S4 |
1.1882 |
1.1920 |
1.2096 |
|
|
| 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 |
2.1% |
0.0162 |
1.3% |
53% |
False |
False |
100,655 |
| 10 |
1.2272 |
1.2000 |
0.0272 |
2.2% |
0.0139 |
1.1% |
55% |
False |
False |
97,667 |
| 20 |
1.2287 |
1.1889 |
0.0398 |
3.3% |
0.0131 |
1.1% |
65% |
False |
False |
81,856 |
| 40 |
1.2986 |
1.1889 |
0.1097 |
9.0% |
0.0119 |
1.0% |
24% |
False |
False |
42,017 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0100 |
0.8% |
20% |
False |
False |
28,042 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0081 |
0.7% |
20% |
False |
False |
21,039 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0065 |
0.5% |
20% |
False |
False |
16,831 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0056 |
0.5% |
19% |
False |
False |
14,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2637 |
|
2.618 |
1.2480 |
|
1.618 |
1.2384 |
|
1.000 |
1.2325 |
|
0.618 |
1.2288 |
|
HIGH |
1.2229 |
|
0.618 |
1.2192 |
|
0.500 |
1.2181 |
|
0.382 |
1.2170 |
|
LOW |
1.2133 |
|
0.618 |
1.2074 |
|
1.000 |
1.2037 |
|
1.618 |
1.1978 |
|
2.618 |
1.1882 |
|
4.250 |
1.1725 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2181 |
1.2165 |
| PP |
1.2170 |
1.2159 |
| S1 |
1.2160 |
1.2154 |
|