CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2371 |
1.2310 |
-0.0061 |
-0.5% |
1.2270 |
| High |
1.2383 |
1.2327 |
-0.0056 |
-0.5% |
1.2420 |
| Low |
1.2266 |
1.2240 |
-0.0026 |
-0.2% |
1.2225 |
| Close |
1.2317 |
1.2283 |
-0.0034 |
-0.3% |
1.2336 |
| Range |
0.0117 |
0.0087 |
-0.0030 |
-25.6% |
0.0195 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
72,783 |
80,129 |
7,346 |
10.1% |
386,363 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2544 |
1.2501 |
1.2331 |
|
| R3 |
1.2457 |
1.2414 |
1.2307 |
|
| R2 |
1.2370 |
1.2370 |
1.2299 |
|
| R1 |
1.2327 |
1.2327 |
1.2291 |
1.2305 |
| PP |
1.2283 |
1.2283 |
1.2283 |
1.2273 |
| S1 |
1.2240 |
1.2240 |
1.2275 |
1.2218 |
| S2 |
1.2196 |
1.2196 |
1.2267 |
|
| S3 |
1.2109 |
1.2153 |
1.2259 |
|
| S4 |
1.2022 |
1.2066 |
1.2235 |
|
|
| 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 |
1.2240 |
0.0218 |
1.8% |
0.0093 |
0.8% |
20% |
False |
True |
76,153 |
| 10 |
1.2458 |
1.2133 |
0.0325 |
2.6% |
0.0096 |
0.8% |
46% |
False |
False |
79,502 |
| 20 |
1.2458 |
1.1990 |
0.0468 |
3.8% |
0.0121 |
1.0% |
63% |
False |
False |
90,515 |
| 40 |
1.2531 |
1.1889 |
0.0642 |
5.2% |
0.0122 |
1.0% |
61% |
False |
False |
59,468 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.5% |
0.0107 |
0.9% |
31% |
False |
False |
39,735 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.5% |
0.0089 |
0.7% |
31% |
False |
False |
29,808 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.5% |
0.0074 |
0.6% |
31% |
False |
False |
23,851 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.1% |
0.0063 |
0.5% |
29% |
False |
False |
19,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2697 |
|
2.618 |
1.2555 |
|
1.618 |
1.2468 |
|
1.000 |
1.2414 |
|
0.618 |
1.2381 |
|
HIGH |
1.2327 |
|
0.618 |
1.2294 |
|
0.500 |
1.2284 |
|
0.382 |
1.2273 |
|
LOW |
1.2240 |
|
0.618 |
1.2186 |
|
1.000 |
1.2153 |
|
1.618 |
1.2099 |
|
2.618 |
1.2012 |
|
4.250 |
1.1870 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2284 |
1.2348 |
| PP |
1.2283 |
1.2326 |
| S1 |
1.2283 |
1.2305 |
|