CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2375 |
1.2360 |
-0.0015 |
-0.1% |
1.2270 |
| High |
1.2384 |
1.2458 |
0.0074 |
0.6% |
1.2420 |
| Low |
1.2322 |
1.2353 |
0.0031 |
0.3% |
1.2225 |
| Close |
1.2336 |
1.2430 |
0.0094 |
0.8% |
1.2336 |
| Range |
0.0062 |
0.0105 |
0.0043 |
69.4% |
0.0195 |
| ATR |
0.0123 |
0.0123 |
0.0000 |
0.0% |
0.0000 |
| Volume |
65,180 |
89,296 |
24,116 |
37.0% |
386,363 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2729 |
1.2684 |
1.2488 |
|
| R3 |
1.2624 |
1.2579 |
1.2459 |
|
| R2 |
1.2519 |
1.2519 |
1.2449 |
|
| R1 |
1.2474 |
1.2474 |
1.2440 |
1.2497 |
| PP |
1.2414 |
1.2414 |
1.2414 |
1.2425 |
| S1 |
1.2369 |
1.2369 |
1.2420 |
1.2392 |
| S2 |
1.2309 |
1.2309 |
1.2411 |
|
| S3 |
1.2204 |
1.2264 |
1.2401 |
|
| S4 |
1.2099 |
1.2159 |
1.2372 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2912 |
1.2819 |
1.2443 |
|
| R3 |
1.2717 |
1.2624 |
1.2390 |
|
| R2 |
1.2522 |
1.2522 |
1.2372 |
|
| R1 |
1.2429 |
1.2429 |
1.2354 |
1.2476 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2350 |
| S1 |
1.2234 |
1.2234 |
1.2318 |
1.2281 |
| S2 |
1.2132 |
1.2132 |
1.2300 |
|
| S3 |
1.1937 |
1.2039 |
1.2282 |
|
| S4 |
1.1742 |
1.1844 |
1.2229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2458 |
1.2225 |
0.0233 |
1.9% |
0.0099 |
0.8% |
88% |
True |
False |
84,495 |
| 10 |
1.2458 |
1.2011 |
0.0447 |
3.6% |
0.0122 |
1.0% |
94% |
True |
False |
87,085 |
| 20 |
1.2458 |
1.1900 |
0.0558 |
4.5% |
0.0120 |
1.0% |
95% |
True |
False |
90,892 |
| 40 |
1.2673 |
1.1889 |
0.0784 |
6.3% |
0.0121 |
1.0% |
69% |
False |
False |
53,841 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0105 |
0.8% |
42% |
False |
False |
35,965 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0088 |
0.7% |
42% |
False |
False |
26,982 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0071 |
0.6% |
42% |
False |
False |
21,588 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.0% |
0.0061 |
0.5% |
40% |
False |
False |
17,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2904 |
|
2.618 |
1.2733 |
|
1.618 |
1.2628 |
|
1.000 |
1.2563 |
|
0.618 |
1.2523 |
|
HIGH |
1.2458 |
|
0.618 |
1.2418 |
|
0.500 |
1.2406 |
|
0.382 |
1.2393 |
|
LOW |
1.2353 |
|
0.618 |
1.2288 |
|
1.000 |
1.2248 |
|
1.618 |
1.2183 |
|
2.618 |
1.2078 |
|
4.250 |
1.1907 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2422 |
1.2417 |
| PP |
1.2414 |
1.2403 |
| S1 |
1.2406 |
1.2390 |
|