CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2323 |
1.2304 |
-0.0019 |
-0.2% |
1.2360 |
| High |
1.2374 |
1.2340 |
-0.0034 |
-0.3% |
1.2458 |
| Low |
1.2291 |
1.2245 |
-0.0046 |
-0.4% |
1.2233 |
| Close |
1.2312 |
1.2303 |
-0.0009 |
-0.1% |
1.2263 |
| Range |
0.0083 |
0.0095 |
0.0012 |
14.5% |
0.0225 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
67,568 |
93,559 |
25,991 |
38.5% |
368,118 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2581 |
1.2537 |
1.2355 |
|
| R3 |
1.2486 |
1.2442 |
1.2329 |
|
| R2 |
1.2391 |
1.2391 |
1.2320 |
|
| R1 |
1.2347 |
1.2347 |
1.2312 |
1.2322 |
| PP |
1.2296 |
1.2296 |
1.2296 |
1.2283 |
| S1 |
1.2252 |
1.2252 |
1.2294 |
1.2227 |
| S2 |
1.2201 |
1.2201 |
1.2286 |
|
| S3 |
1.2106 |
1.2157 |
1.2277 |
|
| S4 |
1.2011 |
1.2062 |
1.2251 |
|
|
| 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 |
1.2374 |
1.2233 |
0.0141 |
1.1% |
0.0084 |
0.7% |
50% |
False |
False |
74,266 |
| 10 |
1.2458 |
1.2233 |
0.0225 |
1.8% |
0.0086 |
0.7% |
31% |
False |
False |
75,258 |
| 20 |
1.2458 |
1.2011 |
0.0447 |
3.6% |
0.0113 |
0.9% |
65% |
False |
False |
84,739 |
| 40 |
1.2473 |
1.1889 |
0.0584 |
4.7% |
0.0115 |
0.9% |
71% |
False |
False |
66,665 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0105 |
0.9% |
32% |
False |
False |
44,579 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0093 |
0.8% |
32% |
False |
False |
33,448 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0077 |
0.6% |
32% |
False |
False |
26,763 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0065 |
0.5% |
32% |
False |
False |
22,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2744 |
|
2.618 |
1.2589 |
|
1.618 |
1.2494 |
|
1.000 |
1.2435 |
|
0.618 |
1.2399 |
|
HIGH |
1.2340 |
|
0.618 |
1.2304 |
|
0.500 |
1.2293 |
|
0.382 |
1.2281 |
|
LOW |
1.2245 |
|
0.618 |
1.2186 |
|
1.000 |
1.2150 |
|
1.618 |
1.2091 |
|
2.618 |
1.1996 |
|
4.250 |
1.1841 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2300 |
1.2310 |
| PP |
1.2296 |
1.2307 |
| S1 |
1.2293 |
1.2305 |
|