CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2396 |
1.2375 |
-0.0021 |
-0.2% |
1.2057 |
| High |
1.2420 |
1.2393 |
-0.0027 |
-0.2% |
1.2272 |
| Low |
1.2335 |
1.2333 |
-0.0002 |
0.0% |
1.2011 |
| Close |
1.2368 |
1.2384 |
0.0016 |
0.1% |
1.2149 |
| Range |
0.0085 |
0.0060 |
-0.0025 |
-29.4% |
0.0261 |
| ATR |
0.0133 |
0.0127 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
81,059 |
80,618 |
-441 |
-0.5% |
395,198 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2550 |
1.2527 |
1.2417 |
|
| R3 |
1.2490 |
1.2467 |
1.2401 |
|
| R2 |
1.2430 |
1.2430 |
1.2395 |
|
| R1 |
1.2407 |
1.2407 |
1.2390 |
1.2419 |
| PP |
1.2370 |
1.2370 |
1.2370 |
1.2376 |
| S1 |
1.2347 |
1.2347 |
1.2379 |
1.2359 |
| S2 |
1.2310 |
1.2310 |
1.2373 |
|
| S3 |
1.2250 |
1.2287 |
1.2368 |
|
| S4 |
1.2190 |
1.2227 |
1.2351 |
|
|
| 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 |
1.2133 |
0.0287 |
2.3% |
0.0099 |
0.8% |
87% |
False |
False |
82,852 |
| 10 |
1.2420 |
1.2011 |
0.0409 |
3.3% |
0.0137 |
1.1% |
91% |
False |
False |
92,484 |
| 20 |
1.2420 |
1.1889 |
0.0531 |
4.3% |
0.0124 |
1.0% |
93% |
False |
False |
90,869 |
| 40 |
1.2803 |
1.1889 |
0.0914 |
7.4% |
0.0120 |
1.0% |
54% |
False |
False |
50,003 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0104 |
0.8% |
39% |
False |
False |
33,392 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0086 |
0.7% |
39% |
False |
False |
25,053 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0069 |
0.6% |
39% |
False |
False |
20,043 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.0% |
0.0059 |
0.5% |
36% |
False |
False |
16,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2648 |
|
2.618 |
1.2550 |
|
1.618 |
1.2490 |
|
1.000 |
1.2453 |
|
0.618 |
1.2430 |
|
HIGH |
1.2393 |
|
0.618 |
1.2370 |
|
0.500 |
1.2363 |
|
0.382 |
1.2356 |
|
LOW |
1.2333 |
|
0.618 |
1.2296 |
|
1.000 |
1.2273 |
|
1.618 |
1.2236 |
|
2.618 |
1.2176 |
|
4.250 |
1.2078 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2377 |
1.2364 |
| PP |
1.2370 |
1.2343 |
| S1 |
1.2363 |
1.2323 |
|