CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2263 |
1.2263 |
0.0000 |
0.0% |
1.2360 |
| High |
1.2283 |
1.2356 |
0.0073 |
0.6% |
1.2458 |
| Low |
1.2233 |
1.2251 |
0.0018 |
0.1% |
1.2233 |
| Close |
1.2263 |
1.2330 |
0.0067 |
0.5% |
1.2263 |
| Range |
0.0050 |
0.0105 |
0.0055 |
110.0% |
0.0225 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
52,531 |
77,545 |
25,014 |
47.6% |
368,118 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2584 |
1.2388 |
|
| R3 |
1.2522 |
1.2479 |
1.2359 |
|
| R2 |
1.2417 |
1.2417 |
1.2349 |
|
| R1 |
1.2374 |
1.2374 |
1.2340 |
1.2396 |
| PP |
1.2312 |
1.2312 |
1.2312 |
1.2323 |
| S1 |
1.2269 |
1.2269 |
1.2320 |
1.2291 |
| S2 |
1.2207 |
1.2207 |
1.2311 |
|
| S3 |
1.2102 |
1.2164 |
1.2301 |
|
| S4 |
1.1997 |
1.2059 |
1.2272 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2993 |
1.2853 |
1.2387 |
|
| R3 |
1.2768 |
1.2628 |
1.2325 |
|
| R2 |
1.2543 |
1.2543 |
1.2304 |
|
| R1 |
1.2403 |
1.2403 |
1.2284 |
1.2361 |
| PP |
1.2318 |
1.2318 |
1.2318 |
1.2297 |
| S1 |
1.2178 |
1.2178 |
1.2242 |
1.2136 |
| S2 |
1.2093 |
1.2093 |
1.2222 |
|
| S3 |
1.1868 |
1.1953 |
1.2201 |
|
| S4 |
1.1643 |
1.1728 |
1.2139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2456 |
1.2233 |
0.0223 |
1.8% |
0.0090 |
0.7% |
43% |
False |
False |
71,273 |
| 10 |
1.2458 |
1.2225 |
0.0233 |
1.9% |
0.0095 |
0.8% |
45% |
False |
False |
77,884 |
| 20 |
1.2458 |
1.2000 |
0.0458 |
3.7% |
0.0113 |
0.9% |
72% |
False |
False |
85,752 |
| 40 |
1.2512 |
1.1889 |
0.0623 |
5.1% |
0.0119 |
1.0% |
71% |
False |
False |
62,689 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0106 |
0.9% |
34% |
False |
False |
41,900 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0091 |
0.7% |
34% |
False |
False |
31,434 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0075 |
0.6% |
34% |
False |
False |
25,151 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0064 |
0.5% |
34% |
False |
False |
20,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2802 |
|
2.618 |
1.2631 |
|
1.618 |
1.2526 |
|
1.000 |
1.2461 |
|
0.618 |
1.2421 |
|
HIGH |
1.2356 |
|
0.618 |
1.2316 |
|
0.500 |
1.2304 |
|
0.382 |
1.2291 |
|
LOW |
1.2251 |
|
0.618 |
1.2186 |
|
1.000 |
1.2146 |
|
1.618 |
1.2081 |
|
2.618 |
1.1976 |
|
4.250 |
1.1805 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2321 |
1.2318 |
| PP |
1.2312 |
1.2306 |
| S1 |
1.2304 |
1.2295 |
|