CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2270 |
1.2274 |
0.0004 |
0.0% |
1.2057 |
| High |
1.2325 |
1.2409 |
0.0084 |
0.7% |
1.2272 |
| Low |
1.2253 |
1.2225 |
-0.0028 |
-0.2% |
1.2011 |
| Close |
1.2257 |
1.2389 |
0.0132 |
1.1% |
1.2149 |
| Range |
0.0072 |
0.0184 |
0.0112 |
155.6% |
0.0261 |
| ATR |
0.0132 |
0.0136 |
0.0004 |
2.8% |
0.0000 |
| Volume |
53,181 |
106,325 |
53,144 |
99.9% |
395,198 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2825 |
1.2490 |
|
| R3 |
1.2709 |
1.2641 |
1.2440 |
|
| R2 |
1.2525 |
1.2525 |
1.2423 |
|
| R1 |
1.2457 |
1.2457 |
1.2406 |
1.2491 |
| PP |
1.2341 |
1.2341 |
1.2341 |
1.2358 |
| S1 |
1.2273 |
1.2273 |
1.2372 |
1.2307 |
| S2 |
1.2157 |
1.2157 |
1.2355 |
|
| S3 |
1.1973 |
1.2089 |
1.2338 |
|
| S4 |
1.1789 |
1.1905 |
1.2288 |
|
|
| 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 |
1.2409 |
1.2057 |
0.0352 |
2.8% |
0.0140 |
1.1% |
94% |
True |
False |
87,628 |
| 10 |
1.2409 |
1.2000 |
0.0409 |
3.3% |
0.0142 |
1.1% |
95% |
True |
False |
95,627 |
| 20 |
1.2409 |
1.1889 |
0.0520 |
4.2% |
0.0132 |
1.1% |
96% |
True |
False |
87,960 |
| 40 |
1.2938 |
1.1889 |
0.1049 |
8.5% |
0.0122 |
1.0% |
48% |
False |
False |
45,972 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0104 |
0.8% |
39% |
False |
False |
30,700 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0084 |
0.7% |
39% |
False |
False |
23,032 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0068 |
0.5% |
39% |
False |
False |
18,426 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.0% |
0.0058 |
0.5% |
37% |
False |
False |
15,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3191 |
|
2.618 |
1.2891 |
|
1.618 |
1.2707 |
|
1.000 |
1.2593 |
|
0.618 |
1.2523 |
|
HIGH |
1.2409 |
|
0.618 |
1.2339 |
|
0.500 |
1.2317 |
|
0.382 |
1.2295 |
|
LOW |
1.2225 |
|
0.618 |
1.2111 |
|
1.000 |
1.2041 |
|
1.618 |
1.1927 |
|
2.618 |
1.1743 |
|
4.250 |
1.1443 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2365 |
1.2350 |
| PP |
1.2341 |
1.2310 |
| S1 |
1.2317 |
1.2271 |
|