CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2360 |
1.2443 |
0.0083 |
0.7% |
1.2270 |
| High |
1.2458 |
1.2456 |
-0.0002 |
0.0% |
1.2420 |
| Low |
1.2353 |
1.2363 |
0.0010 |
0.1% |
1.2225 |
| Close |
1.2430 |
1.2383 |
-0.0047 |
-0.4% |
1.2336 |
| Range |
0.0105 |
0.0093 |
-0.0012 |
-11.4% |
0.0195 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
89,296 |
73,379 |
-15,917 |
-17.8% |
386,363 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2680 |
1.2624 |
1.2434 |
|
| R3 |
1.2587 |
1.2531 |
1.2409 |
|
| R2 |
1.2494 |
1.2494 |
1.2400 |
|
| R1 |
1.2438 |
1.2438 |
1.2392 |
1.2420 |
| PP |
1.2401 |
1.2401 |
1.2401 |
1.2391 |
| S1 |
1.2345 |
1.2345 |
1.2374 |
1.2327 |
| S2 |
1.2308 |
1.2308 |
1.2366 |
|
| S3 |
1.2215 |
1.2252 |
1.2357 |
|
| S4 |
1.2122 |
1.2159 |
1.2332 |
|
|
| 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 |
1.2458 |
1.2322 |
0.0136 |
1.1% |
0.0081 |
0.7% |
45% |
False |
False |
77,906 |
| 10 |
1.2458 |
1.2057 |
0.0401 |
3.2% |
0.0110 |
0.9% |
81% |
False |
False |
82,767 |
| 20 |
1.2458 |
1.1900 |
0.0558 |
4.5% |
0.0121 |
1.0% |
87% |
False |
False |
90,564 |
| 40 |
1.2612 |
1.1889 |
0.0723 |
5.8% |
0.0121 |
1.0% |
68% |
False |
False |
55,666 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0106 |
0.9% |
38% |
False |
False |
37,188 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0089 |
0.7% |
38% |
False |
False |
27,897 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0072 |
0.6% |
38% |
False |
False |
22,322 |
| 120 |
1.3257 |
1.1889 |
0.1368 |
11.0% |
0.0061 |
0.5% |
36% |
False |
False |
18,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2851 |
|
2.618 |
1.2699 |
|
1.618 |
1.2606 |
|
1.000 |
1.2549 |
|
0.618 |
1.2513 |
|
HIGH |
1.2456 |
|
0.618 |
1.2420 |
|
0.500 |
1.2410 |
|
0.382 |
1.2399 |
|
LOW |
1.2363 |
|
0.618 |
1.2306 |
|
1.000 |
1.2270 |
|
1.618 |
1.2213 |
|
2.618 |
1.2120 |
|
4.250 |
1.1968 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2410 |
1.2390 |
| PP |
1.2401 |
1.2388 |
| S1 |
1.2392 |
1.2385 |
|