CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2073 |
1.2139 |
0.0066 |
0.5% |
1.2140 |
| High |
1.2220 |
1.2229 |
0.0009 |
0.1% |
1.2229 |
| Low |
1.2061 |
1.2070 |
0.0009 |
0.1% |
1.2000 |
| Close |
1.2145 |
1.2078 |
-0.0067 |
-0.6% |
1.2078 |
| Range |
0.0159 |
0.0159 |
0.0000 |
0.0% |
0.0229 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
2.8% |
0.0000 |
| Volume |
100,387 |
108,081 |
7,694 |
7.7% |
487,829 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2603 |
1.2499 |
1.2165 |
|
| R3 |
1.2444 |
1.2340 |
1.2122 |
|
| R2 |
1.2285 |
1.2285 |
1.2107 |
|
| R1 |
1.2181 |
1.2181 |
1.2093 |
1.2154 |
| PP |
1.2126 |
1.2126 |
1.2126 |
1.2112 |
| S1 |
1.2022 |
1.2022 |
1.2063 |
1.1995 |
| S2 |
1.1967 |
1.1967 |
1.2049 |
|
| S3 |
1.1808 |
1.1863 |
1.2034 |
|
| S4 |
1.1649 |
1.1704 |
1.1991 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2789 |
1.2663 |
1.2204 |
|
| R3 |
1.2560 |
1.2434 |
1.2141 |
|
| R2 |
1.2331 |
1.2331 |
1.2120 |
|
| R1 |
1.2205 |
1.2205 |
1.2099 |
1.2154 |
| PP |
1.2102 |
1.2102 |
1.2102 |
1.2077 |
| S1 |
1.1976 |
1.1976 |
1.2057 |
1.1925 |
| S2 |
1.1873 |
1.1873 |
1.2036 |
|
| S3 |
1.1644 |
1.1747 |
1.2015 |
|
| S4 |
1.1415 |
1.1518 |
1.1952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2229 |
1.2000 |
0.0229 |
1.9% |
0.0119 |
1.0% |
34% |
True |
False |
97,565 |
| 10 |
1.2229 |
1.1900 |
0.0329 |
2.7% |
0.0118 |
1.0% |
54% |
True |
False |
94,698 |
| 20 |
1.2420 |
1.1889 |
0.0531 |
4.4% |
0.0121 |
1.0% |
36% |
False |
False |
63,712 |
| 40 |
1.3142 |
1.1889 |
0.1253 |
10.4% |
0.0109 |
0.9% |
15% |
False |
False |
32,145 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0091 |
0.8% |
15% |
False |
False |
21,457 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0073 |
0.6% |
15% |
False |
False |
16,099 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.6% |
0.0059 |
0.5% |
15% |
False |
False |
12,879 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0050 |
0.4% |
14% |
False |
False |
10,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2905 |
|
2.618 |
1.2645 |
|
1.618 |
1.2486 |
|
1.000 |
1.2388 |
|
0.618 |
1.2327 |
|
HIGH |
1.2229 |
|
0.618 |
1.2168 |
|
0.500 |
1.2150 |
|
0.382 |
1.2131 |
|
LOW |
1.2070 |
|
0.618 |
1.1972 |
|
1.000 |
1.1911 |
|
1.618 |
1.1813 |
|
2.618 |
1.1654 |
|
4.250 |
1.1394 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2150 |
1.2129 |
| PP |
1.2126 |
1.2112 |
| S1 |
1.2102 |
1.2095 |
|