CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2263 |
1.2323 |
0.0060 |
0.5% |
1.2360 |
| High |
1.2356 |
1.2374 |
0.0018 |
0.1% |
1.2458 |
| Low |
1.2251 |
1.2291 |
0.0040 |
0.3% |
1.2233 |
| Close |
1.2330 |
1.2312 |
-0.0018 |
-0.1% |
1.2263 |
| Range |
0.0105 |
0.0083 |
-0.0022 |
-21.0% |
0.0225 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
77,545 |
67,568 |
-9,977 |
-12.9% |
368,118 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2575 |
1.2526 |
1.2358 |
|
| R3 |
1.2492 |
1.2443 |
1.2335 |
|
| R2 |
1.2409 |
1.2409 |
1.2327 |
|
| R1 |
1.2360 |
1.2360 |
1.2320 |
1.2343 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2317 |
| S1 |
1.2277 |
1.2277 |
1.2304 |
1.2260 |
| S2 |
1.2243 |
1.2243 |
1.2297 |
|
| S3 |
1.2160 |
1.2194 |
1.2289 |
|
| S4 |
1.2077 |
1.2111 |
1.2266 |
|
|
| 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 |
1.2383 |
1.2233 |
0.0150 |
1.2% |
0.0088 |
0.7% |
53% |
False |
False |
70,111 |
| 10 |
1.2458 |
1.2233 |
0.0225 |
1.8% |
0.0085 |
0.7% |
35% |
False |
False |
74,008 |
| 20 |
1.2458 |
1.2000 |
0.0458 |
3.7% |
0.0113 |
0.9% |
68% |
False |
False |
84,818 |
| 40 |
1.2512 |
1.1889 |
0.0623 |
5.1% |
0.0116 |
0.9% |
68% |
False |
False |
64,357 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0105 |
0.9% |
33% |
False |
False |
43,025 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0092 |
0.7% |
33% |
False |
False |
32,278 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0076 |
0.6% |
33% |
False |
False |
25,827 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0064 |
0.5% |
33% |
False |
False |
21,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2727 |
|
2.618 |
1.2591 |
|
1.618 |
1.2508 |
|
1.000 |
1.2457 |
|
0.618 |
1.2425 |
|
HIGH |
1.2374 |
|
0.618 |
1.2342 |
|
0.500 |
1.2333 |
|
0.382 |
1.2323 |
|
LOW |
1.2291 |
|
0.618 |
1.2240 |
|
1.000 |
1.2208 |
|
1.618 |
1.2157 |
|
2.618 |
1.2074 |
|
4.250 |
1.1938 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2333 |
1.2309 |
| PP |
1.2326 |
1.2306 |
| S1 |
1.2319 |
1.2304 |
|