CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2138 |
1.2270 |
0.0132 |
1.1% |
1.2057 |
| High |
1.2229 |
1.2325 |
0.0096 |
0.8% |
1.2272 |
| Low |
1.2133 |
1.2253 |
0.0120 |
1.0% |
1.2011 |
| Close |
1.2149 |
1.2257 |
0.0108 |
0.9% |
1.2149 |
| Range |
0.0096 |
0.0072 |
-0.0024 |
-25.0% |
0.0261 |
| ATR |
0.0129 |
0.0132 |
0.0003 |
2.6% |
0.0000 |
| Volume |
93,079 |
53,181 |
-39,898 |
-42.9% |
395,198 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2494 |
1.2448 |
1.2297 |
|
| R3 |
1.2422 |
1.2376 |
1.2277 |
|
| R2 |
1.2350 |
1.2350 |
1.2270 |
|
| R1 |
1.2304 |
1.2304 |
1.2264 |
1.2291 |
| PP |
1.2278 |
1.2278 |
1.2278 |
1.2272 |
| S1 |
1.2232 |
1.2232 |
1.2250 |
1.2219 |
| S2 |
1.2206 |
1.2206 |
1.2244 |
|
| S3 |
1.2134 |
1.2160 |
1.2237 |
|
| S4 |
1.2062 |
1.2088 |
1.2217 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2927 |
1.2799 |
1.2293 |
|
| R3 |
1.2666 |
1.2538 |
1.2221 |
|
| R2 |
1.2405 |
1.2405 |
1.2197 |
|
| R1 |
1.2277 |
1.2277 |
1.2173 |
1.2341 |
| PP |
1.2144 |
1.2144 |
1.2144 |
1.2176 |
| S1 |
1.2016 |
1.2016 |
1.2125 |
1.2080 |
| S2 |
1.1883 |
1.1883 |
1.2101 |
|
| S3 |
1.1622 |
1.1755 |
1.2077 |
|
| S4 |
1.1361 |
1.1494 |
1.2005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2325 |
1.2011 |
0.0314 |
2.6% |
0.0145 |
1.2% |
78% |
True |
False |
89,675 |
| 10 |
1.2325 |
1.2000 |
0.0325 |
2.7% |
0.0132 |
1.1% |
79% |
True |
False |
93,620 |
| 20 |
1.2325 |
1.1889 |
0.0436 |
3.6% |
0.0126 |
1.0% |
84% |
True |
False |
83,445 |
| 40 |
1.2938 |
1.1889 |
0.1049 |
8.6% |
0.0119 |
1.0% |
35% |
False |
False |
43,344 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.5% |
0.0101 |
0.8% |
29% |
False |
False |
28,928 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.5% |
0.0082 |
0.7% |
29% |
False |
False |
21,704 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.5% |
0.0066 |
0.5% |
29% |
False |
False |
17,363 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.2% |
0.0056 |
0.5% |
27% |
False |
False |
14,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2631 |
|
2.618 |
1.2513 |
|
1.618 |
1.2441 |
|
1.000 |
1.2397 |
|
0.618 |
1.2369 |
|
HIGH |
1.2325 |
|
0.618 |
1.2297 |
|
0.500 |
1.2289 |
|
0.382 |
1.2281 |
|
LOW |
1.2253 |
|
0.618 |
1.2209 |
|
1.000 |
1.2181 |
|
1.618 |
1.2137 |
|
2.618 |
1.2065 |
|
4.250 |
1.1947 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2289 |
1.2235 |
| PP |
1.2278 |
1.2213 |
| S1 |
1.2268 |
1.2192 |
|