CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2310 |
1.2263 |
-0.0047 |
-0.4% |
1.2360 |
| High |
1.2327 |
1.2283 |
-0.0044 |
-0.4% |
1.2458 |
| Low |
1.2240 |
1.2233 |
-0.0007 |
-0.1% |
1.2233 |
| Close |
1.2283 |
1.2263 |
-0.0020 |
-0.2% |
1.2263 |
| Range |
0.0087 |
0.0050 |
-0.0037 |
-42.5% |
0.0225 |
| ATR |
0.0118 |
0.0113 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
80,129 |
52,531 |
-27,598 |
-34.4% |
368,118 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2410 |
1.2386 |
1.2291 |
|
| R3 |
1.2360 |
1.2336 |
1.2277 |
|
| R2 |
1.2310 |
1.2310 |
1.2272 |
|
| R1 |
1.2286 |
1.2286 |
1.2268 |
1.2288 |
| PP |
1.2260 |
1.2260 |
1.2260 |
1.2261 |
| S1 |
1.2236 |
1.2236 |
1.2258 |
1.2238 |
| S2 |
1.2210 |
1.2210 |
1.2254 |
|
| S3 |
1.2160 |
1.2186 |
1.2249 |
|
| S4 |
1.2110 |
1.2136 |
1.2236 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2993 |
1.2853 |
1.2387 |
|
| R3 |
1.2768 |
1.2628 |
1.2325 |
|
| R2 |
1.2543 |
1.2543 |
1.2304 |
|
| R1 |
1.2403 |
1.2403 |
1.2284 |
1.2361 |
| PP |
1.2318 |
1.2318 |
1.2318 |
1.2297 |
| S1 |
1.2178 |
1.2178 |
1.2242 |
1.2136 |
| S2 |
1.2093 |
1.2093 |
1.2222 |
|
| S3 |
1.1868 |
1.1953 |
1.2201 |
|
| S4 |
1.1643 |
1.1728 |
1.2139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2458 |
1.2233 |
0.0225 |
1.8% |
0.0090 |
0.7% |
13% |
False |
True |
73,623 |
| 10 |
1.2458 |
1.2225 |
0.0233 |
1.9% |
0.0092 |
0.7% |
16% |
False |
False |
75,448 |
| 20 |
1.2458 |
1.2000 |
0.0458 |
3.7% |
0.0115 |
0.9% |
57% |
False |
False |
86,557 |
| 40 |
1.2523 |
1.1889 |
0.0634 |
5.2% |
0.0121 |
1.0% |
59% |
False |
False |
60,765 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.5% |
0.0106 |
0.9% |
29% |
False |
False |
40,610 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.5% |
0.0090 |
0.7% |
29% |
False |
False |
30,465 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.5% |
0.0074 |
0.6% |
29% |
False |
False |
24,376 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.2% |
0.0063 |
0.5% |
27% |
False |
False |
20,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2496 |
|
2.618 |
1.2414 |
|
1.618 |
1.2364 |
|
1.000 |
1.2333 |
|
0.618 |
1.2314 |
|
HIGH |
1.2283 |
|
0.618 |
1.2264 |
|
0.500 |
1.2258 |
|
0.382 |
1.2252 |
|
LOW |
1.2233 |
|
0.618 |
1.2202 |
|
1.000 |
1.2183 |
|
1.618 |
1.2152 |
|
2.618 |
1.2102 |
|
4.250 |
1.2021 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2261 |
1.2308 |
| PP |
1.2260 |
1.2293 |
| S1 |
1.2258 |
1.2278 |
|