CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2057 |
1.2189 |
0.0132 |
1.1% |
1.2140 |
| High |
1.2222 |
1.2272 |
0.0050 |
0.4% |
1.2229 |
| Low |
1.2011 |
1.2057 |
0.0046 |
0.4% |
1.2000 |
| Close |
1.2177 |
1.2058 |
-0.0119 |
-1.0% |
1.2078 |
| Range |
0.0211 |
0.0215 |
0.0004 |
1.9% |
0.0229 |
| ATR |
0.0124 |
0.0130 |
0.0007 |
5.3% |
0.0000 |
| Volume |
116,563 |
99,678 |
-16,885 |
-14.5% |
487,829 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2774 |
1.2631 |
1.2176 |
|
| R3 |
1.2559 |
1.2416 |
1.2117 |
|
| R2 |
1.2344 |
1.2344 |
1.2097 |
|
| R1 |
1.2201 |
1.2201 |
1.2078 |
1.2165 |
| PP |
1.2129 |
1.2129 |
1.2129 |
1.2111 |
| S1 |
1.1986 |
1.1986 |
1.2038 |
1.1950 |
| S2 |
1.1914 |
1.1914 |
1.2019 |
|
| S3 |
1.1699 |
1.1771 |
1.1999 |
|
| S4 |
1.1484 |
1.1556 |
1.1940 |
|
|
| 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 |
1.2272 |
1.2011 |
0.0261 |
2.2% |
0.0166 |
1.4% |
18% |
True |
False |
104,536 |
| 10 |
1.2272 |
1.1900 |
0.0372 |
3.1% |
0.0145 |
1.2% |
42% |
True |
False |
101,773 |
| 20 |
1.2420 |
1.1889 |
0.0531 |
4.4% |
0.0129 |
1.1% |
32% |
False |
False |
74,044 |
| 40 |
1.3067 |
1.1889 |
0.1178 |
9.8% |
0.0116 |
1.0% |
14% |
False |
False |
37,547 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0097 |
0.8% |
13% |
False |
False |
25,059 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0078 |
0.7% |
13% |
False |
False |
18,802 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.7% |
0.0063 |
0.5% |
13% |
False |
False |
15,042 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.3% |
0.0054 |
0.4% |
12% |
False |
False |
12,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3186 |
|
2.618 |
1.2835 |
|
1.618 |
1.2620 |
|
1.000 |
1.2487 |
|
0.618 |
1.2405 |
|
HIGH |
1.2272 |
|
0.618 |
1.2190 |
|
0.500 |
1.2165 |
|
0.382 |
1.2139 |
|
LOW |
1.2057 |
|
0.618 |
1.1924 |
|
1.000 |
1.1842 |
|
1.618 |
1.1709 |
|
2.618 |
1.1494 |
|
4.250 |
1.1143 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2165 |
1.2142 |
| PP |
1.2129 |
1.2114 |
| S1 |
1.2094 |
1.2086 |
|