CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2443 |
1.2371 |
-0.0072 |
-0.6% |
1.2270 |
| High |
1.2456 |
1.2383 |
-0.0073 |
-0.6% |
1.2420 |
| Low |
1.2363 |
1.2266 |
-0.0097 |
-0.8% |
1.2225 |
| Close |
1.2383 |
1.2317 |
-0.0066 |
-0.5% |
1.2336 |
| Range |
0.0093 |
0.0117 |
0.0024 |
25.8% |
0.0195 |
| ATR |
0.0121 |
0.0120 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
73,379 |
72,783 |
-596 |
-0.8% |
386,363 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2673 |
1.2612 |
1.2381 |
|
| R3 |
1.2556 |
1.2495 |
1.2349 |
|
| R2 |
1.2439 |
1.2439 |
1.2338 |
|
| R1 |
1.2378 |
1.2378 |
1.2328 |
1.2350 |
| PP |
1.2322 |
1.2322 |
1.2322 |
1.2308 |
| S1 |
1.2261 |
1.2261 |
1.2306 |
1.2233 |
| S2 |
1.2205 |
1.2205 |
1.2296 |
|
| S3 |
1.2088 |
1.2144 |
1.2285 |
|
| S4 |
1.1971 |
1.2027 |
1.2253 |
|
|
| 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 |
1.2266 |
0.0192 |
1.6% |
0.0087 |
0.7% |
27% |
False |
True |
76,251 |
| 10 |
1.2458 |
1.2058 |
0.0400 |
3.2% |
0.0101 |
0.8% |
65% |
False |
False |
80,077 |
| 20 |
1.2458 |
1.1900 |
0.0558 |
4.5% |
0.0123 |
1.0% |
75% |
False |
False |
90,925 |
| 40 |
1.2549 |
1.1889 |
0.0660 |
5.4% |
0.0122 |
1.0% |
65% |
False |
False |
57,477 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0107 |
0.9% |
33% |
False |
False |
38,400 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0089 |
0.7% |
33% |
False |
False |
28,807 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0073 |
0.6% |
33% |
False |
False |
23,049 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.1% |
0.0062 |
0.5% |
31% |
False |
False |
19,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2880 |
|
2.618 |
1.2689 |
|
1.618 |
1.2572 |
|
1.000 |
1.2500 |
|
0.618 |
1.2455 |
|
HIGH |
1.2383 |
|
0.618 |
1.2338 |
|
0.500 |
1.2325 |
|
0.382 |
1.2311 |
|
LOW |
1.2266 |
|
0.618 |
1.2194 |
|
1.000 |
1.2149 |
|
1.618 |
1.2077 |
|
2.618 |
1.1960 |
|
4.250 |
1.1769 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2325 |
1.2362 |
| PP |
1.2322 |
1.2347 |
| S1 |
1.2320 |
1.2332 |
|