CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2304 |
1.2350 |
0.0046 |
0.4% |
1.2263 |
| High |
1.2402 |
1.2473 |
0.0071 |
0.6% |
1.2473 |
| Low |
1.2286 |
1.2283 |
-0.0003 |
0.0% |
1.2245 |
| Close |
1.2359 |
1.2445 |
0.0086 |
0.7% |
1.2445 |
| Range |
0.0116 |
0.0190 |
0.0074 |
63.8% |
0.0228 |
| ATR |
0.0110 |
0.0115 |
0.0006 |
5.2% |
0.0000 |
| Volume |
91,830 |
103,305 |
11,475 |
12.5% |
433,807 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2970 |
1.2898 |
1.2550 |
|
| R3 |
1.2780 |
1.2708 |
1.2497 |
|
| R2 |
1.2590 |
1.2590 |
1.2480 |
|
| R1 |
1.2518 |
1.2518 |
1.2462 |
1.2554 |
| PP |
1.2400 |
1.2400 |
1.2400 |
1.2419 |
| S1 |
1.2328 |
1.2328 |
1.2428 |
1.2364 |
| S2 |
1.2210 |
1.2210 |
1.2410 |
|
| S3 |
1.2020 |
1.2138 |
1.2393 |
|
| S4 |
1.1830 |
1.1948 |
1.2341 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.2986 |
1.2570 |
|
| R3 |
1.2844 |
1.2758 |
1.2508 |
|
| R2 |
1.2616 |
1.2616 |
1.2487 |
|
| R1 |
1.2530 |
1.2530 |
1.2466 |
1.2573 |
| PP |
1.2388 |
1.2388 |
1.2388 |
1.2409 |
| S1 |
1.2302 |
1.2302 |
1.2424 |
1.2345 |
| S2 |
1.2160 |
1.2160 |
1.2403 |
|
| S3 |
1.1932 |
1.2074 |
1.2382 |
|
| S4 |
1.1704 |
1.1846 |
1.2320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2473 |
1.2245 |
0.0228 |
1.8% |
0.0118 |
0.9% |
88% |
True |
False |
86,761 |
| 10 |
1.2473 |
1.2233 |
0.0240 |
1.9% |
0.0104 |
0.8% |
88% |
True |
False |
80,192 |
| 20 |
1.2473 |
1.2011 |
0.0462 |
3.7% |
0.0116 |
0.9% |
94% |
True |
False |
84,578 |
| 40 |
1.2473 |
1.1889 |
0.0584 |
4.7% |
0.0117 |
0.9% |
95% |
True |
False |
71,471 |
| 60 |
1.3163 |
1.1889 |
0.1274 |
10.2% |
0.0109 |
0.9% |
44% |
False |
False |
47,824 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0095 |
0.8% |
43% |
False |
False |
35,886 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0080 |
0.6% |
43% |
False |
False |
28,714 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0067 |
0.5% |
43% |
False |
False |
23,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3281 |
|
2.618 |
1.2970 |
|
1.618 |
1.2780 |
|
1.000 |
1.2663 |
|
0.618 |
1.2590 |
|
HIGH |
1.2473 |
|
0.618 |
1.2400 |
|
0.500 |
1.2378 |
|
0.382 |
1.2356 |
|
LOW |
1.2283 |
|
0.618 |
1.2166 |
|
1.000 |
1.2093 |
|
1.618 |
1.1976 |
|
2.618 |
1.1786 |
|
4.250 |
1.1476 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2423 |
1.2416 |
| PP |
1.2400 |
1.2388 |
| S1 |
1.2378 |
1.2359 |
|