CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2375 |
1.2375 |
0.0000 |
0.0% |
1.2270 |
| High |
1.2393 |
1.2384 |
-0.0009 |
-0.1% |
1.2420 |
| Low |
1.2333 |
1.2322 |
-0.0011 |
-0.1% |
1.2225 |
| Close |
1.2384 |
1.2336 |
-0.0048 |
-0.4% |
1.2336 |
| Range |
0.0060 |
0.0062 |
0.0002 |
3.3% |
0.0195 |
| ATR |
0.0127 |
0.0123 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
80,618 |
65,180 |
-15,438 |
-19.1% |
386,363 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2533 |
1.2497 |
1.2370 |
|
| R3 |
1.2471 |
1.2435 |
1.2353 |
|
| R2 |
1.2409 |
1.2409 |
1.2347 |
|
| R1 |
1.2373 |
1.2373 |
1.2342 |
1.2360 |
| PP |
1.2347 |
1.2347 |
1.2347 |
1.2341 |
| S1 |
1.2311 |
1.2311 |
1.2330 |
1.2298 |
| S2 |
1.2285 |
1.2285 |
1.2325 |
|
| S3 |
1.2223 |
1.2249 |
1.2319 |
|
| S4 |
1.2161 |
1.2187 |
1.2302 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2912 |
1.2819 |
1.2443 |
|
| R3 |
1.2717 |
1.2624 |
1.2390 |
|
| R2 |
1.2522 |
1.2522 |
1.2372 |
|
| R1 |
1.2429 |
1.2429 |
1.2354 |
1.2476 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2350 |
| S1 |
1.2234 |
1.2234 |
1.2318 |
1.2281 |
| S2 |
1.2132 |
1.2132 |
1.2300 |
|
| S3 |
1.1937 |
1.2039 |
1.2282 |
|
| S4 |
1.1742 |
1.1844 |
1.2229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2420 |
1.2225 |
0.0195 |
1.6% |
0.0093 |
0.8% |
57% |
False |
False |
77,272 |
| 10 |
1.2420 |
1.2011 |
0.0409 |
3.3% |
0.0128 |
1.0% |
79% |
False |
False |
88,964 |
| 20 |
1.2420 |
1.1900 |
0.0520 |
4.2% |
0.0120 |
1.0% |
84% |
False |
False |
91,083 |
| 40 |
1.2776 |
1.1889 |
0.0887 |
7.2% |
0.0120 |
1.0% |
50% |
False |
False |
51,613 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0105 |
0.9% |
35% |
False |
False |
34,478 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0086 |
0.7% |
35% |
False |
False |
25,866 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0070 |
0.6% |
35% |
False |
False |
20,695 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.1% |
0.0060 |
0.5% |
33% |
False |
False |
17,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2648 |
|
2.618 |
1.2546 |
|
1.618 |
1.2484 |
|
1.000 |
1.2446 |
|
0.618 |
1.2422 |
|
HIGH |
1.2384 |
|
0.618 |
1.2360 |
|
0.500 |
1.2353 |
|
0.382 |
1.2346 |
|
LOW |
1.2322 |
|
0.618 |
1.2284 |
|
1.000 |
1.2260 |
|
1.618 |
1.2222 |
|
2.618 |
1.2160 |
|
4.250 |
1.2059 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2353 |
1.2371 |
| PP |
1.2347 |
1.2359 |
| S1 |
1.2342 |
1.2348 |
|