CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2274 |
1.2396 |
0.0122 |
1.0% |
1.2057 |
| High |
1.2409 |
1.2420 |
0.0011 |
0.1% |
1.2272 |
| Low |
1.2225 |
1.2335 |
0.0110 |
0.9% |
1.2011 |
| Close |
1.2389 |
1.2368 |
-0.0021 |
-0.2% |
1.2149 |
| Range |
0.0184 |
0.0085 |
-0.0099 |
-53.8% |
0.0261 |
| ATR |
0.0136 |
0.0133 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
106,325 |
81,059 |
-25,266 |
-23.8% |
395,198 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2629 |
1.2584 |
1.2415 |
|
| R3 |
1.2544 |
1.2499 |
1.2391 |
|
| R2 |
1.2459 |
1.2459 |
1.2384 |
|
| R1 |
1.2414 |
1.2414 |
1.2376 |
1.2394 |
| PP |
1.2374 |
1.2374 |
1.2374 |
1.2365 |
| S1 |
1.2329 |
1.2329 |
1.2360 |
1.2309 |
| S2 |
1.2289 |
1.2289 |
1.2352 |
|
| S3 |
1.2204 |
1.2244 |
1.2345 |
|
| S4 |
1.2119 |
1.2159 |
1.2321 |
|
|
| 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 |
1.2420 |
1.2058 |
0.0362 |
2.9% |
0.0114 |
0.9% |
86% |
True |
False |
83,904 |
| 10 |
1.2420 |
1.2011 |
0.0409 |
3.3% |
0.0140 |
1.1% |
87% |
True |
False |
94,220 |
| 20 |
1.2420 |
1.1889 |
0.0531 |
4.3% |
0.0128 |
1.0% |
90% |
True |
False |
89,448 |
| 40 |
1.2926 |
1.1889 |
0.1037 |
8.4% |
0.0123 |
1.0% |
46% |
False |
False |
47,991 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0104 |
0.8% |
37% |
False |
False |
32,050 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0085 |
0.7% |
37% |
False |
False |
24,045 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0069 |
0.6% |
37% |
False |
False |
19,237 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.1% |
0.0059 |
0.5% |
35% |
False |
False |
16,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2781 |
|
2.618 |
1.2643 |
|
1.618 |
1.2558 |
|
1.000 |
1.2505 |
|
0.618 |
1.2473 |
|
HIGH |
1.2420 |
|
0.618 |
1.2388 |
|
0.500 |
1.2378 |
|
0.382 |
1.2367 |
|
LOW |
1.2335 |
|
0.618 |
1.2282 |
|
1.000 |
1.2250 |
|
1.618 |
1.2197 |
|
2.618 |
1.2112 |
|
4.250 |
1.1974 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2378 |
1.2353 |
| PP |
1.2374 |
1.2338 |
| S1 |
1.2371 |
1.2323 |
|