CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2304 |
1.2304 |
0.0000 |
0.0% |
1.2360 |
| High |
1.2340 |
1.2402 |
0.0062 |
0.5% |
1.2458 |
| Low |
1.2245 |
1.2286 |
0.0041 |
0.3% |
1.2233 |
| Close |
1.2303 |
1.2359 |
0.0056 |
0.5% |
1.2263 |
| Range |
0.0095 |
0.0116 |
0.0021 |
22.1% |
0.0225 |
| ATR |
0.0109 |
0.0110 |
0.0000 |
0.4% |
0.0000 |
| Volume |
93,559 |
91,830 |
-1,729 |
-1.8% |
368,118 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2697 |
1.2644 |
1.2423 |
|
| R3 |
1.2581 |
1.2528 |
1.2391 |
|
| R2 |
1.2465 |
1.2465 |
1.2380 |
|
| R1 |
1.2412 |
1.2412 |
1.2370 |
1.2439 |
| PP |
1.2349 |
1.2349 |
1.2349 |
1.2362 |
| S1 |
1.2296 |
1.2296 |
1.2348 |
1.2323 |
| S2 |
1.2233 |
1.2233 |
1.2338 |
|
| S3 |
1.2117 |
1.2180 |
1.2327 |
|
| S4 |
1.2001 |
1.2064 |
1.2295 |
|
|
| 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 |
1.2402 |
1.2233 |
0.0169 |
1.4% |
0.0090 |
0.7% |
75% |
True |
False |
76,606 |
| 10 |
1.2458 |
1.2233 |
0.0225 |
1.8% |
0.0091 |
0.7% |
56% |
False |
False |
76,380 |
| 20 |
1.2458 |
1.2011 |
0.0447 |
3.6% |
0.0114 |
0.9% |
78% |
False |
False |
84,432 |
| 40 |
1.2458 |
1.1889 |
0.0569 |
4.6% |
0.0114 |
0.9% |
83% |
False |
False |
68,948 |
| 60 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0107 |
0.9% |
37% |
False |
False |
46,104 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0093 |
0.8% |
37% |
False |
False |
34,595 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0078 |
0.6% |
37% |
False |
False |
27,681 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.4% |
0.0066 |
0.5% |
37% |
False |
False |
23,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2895 |
|
2.618 |
1.2706 |
|
1.618 |
1.2590 |
|
1.000 |
1.2518 |
|
0.618 |
1.2474 |
|
HIGH |
1.2402 |
|
0.618 |
1.2358 |
|
0.500 |
1.2344 |
|
0.382 |
1.2330 |
|
LOW |
1.2286 |
|
0.618 |
1.2214 |
|
1.000 |
1.2170 |
|
1.618 |
1.2098 |
|
2.618 |
1.1982 |
|
4.250 |
1.1793 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2354 |
1.2347 |
| PP |
1.2349 |
1.2335 |
| S1 |
1.2344 |
1.2324 |
|