CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2350 |
1.2452 |
0.0102 |
0.8% |
1.2263 |
| High |
1.2473 |
1.2547 |
0.0074 |
0.6% |
1.2473 |
| Low |
1.2283 |
1.2445 |
0.0162 |
1.3% |
1.2245 |
| Close |
1.2445 |
1.2536 |
0.0091 |
0.7% |
1.2445 |
| Range |
0.0190 |
0.0102 |
-0.0088 |
-46.3% |
0.0228 |
| ATR |
0.0115 |
0.0115 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
103,305 |
71,891 |
-31,414 |
-30.4% |
433,807 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2815 |
1.2778 |
1.2592 |
|
| R3 |
1.2713 |
1.2676 |
1.2564 |
|
| R2 |
1.2611 |
1.2611 |
1.2555 |
|
| R1 |
1.2574 |
1.2574 |
1.2545 |
1.2593 |
| PP |
1.2509 |
1.2509 |
1.2509 |
1.2519 |
| S1 |
1.2472 |
1.2472 |
1.2527 |
1.2491 |
| S2 |
1.2407 |
1.2407 |
1.2517 |
|
| S3 |
1.2305 |
1.2370 |
1.2508 |
|
| S4 |
1.2203 |
1.2268 |
1.2480 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.2986 |
1.2570 |
|
| R3 |
1.2844 |
1.2758 |
1.2508 |
|
| R2 |
1.2616 |
1.2616 |
1.2487 |
|
| R1 |
1.2530 |
1.2530 |
1.2466 |
1.2573 |
| PP |
1.2388 |
1.2388 |
1.2388 |
1.2409 |
| S1 |
1.2302 |
1.2302 |
1.2424 |
1.2345 |
| S2 |
1.2160 |
1.2160 |
1.2403 |
|
| S3 |
1.1932 |
1.2074 |
1.2382 |
|
| S4 |
1.1704 |
1.1846 |
1.2320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2547 |
1.2245 |
0.0302 |
2.4% |
0.0117 |
0.9% |
96% |
True |
False |
85,630 |
| 10 |
1.2547 |
1.2233 |
0.0314 |
2.5% |
0.0104 |
0.8% |
96% |
True |
False |
78,452 |
| 20 |
1.2547 |
1.2011 |
0.0536 |
4.3% |
0.0113 |
0.9% |
98% |
True |
False |
82,768 |
| 40 |
1.2547 |
1.1889 |
0.0658 |
5.2% |
0.0117 |
0.9% |
98% |
True |
False |
73,240 |
| 60 |
1.3142 |
1.1889 |
0.1253 |
10.0% |
0.0110 |
0.9% |
52% |
False |
False |
49,019 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0097 |
0.8% |
50% |
False |
False |
36,785 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0081 |
0.6% |
50% |
False |
False |
29,433 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0068 |
0.5% |
50% |
False |
False |
24,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2981 |
|
2.618 |
1.2814 |
|
1.618 |
1.2712 |
|
1.000 |
1.2649 |
|
0.618 |
1.2610 |
|
HIGH |
1.2547 |
|
0.618 |
1.2508 |
|
0.500 |
1.2496 |
|
0.382 |
1.2484 |
|
LOW |
1.2445 |
|
0.618 |
1.2382 |
|
1.000 |
1.2343 |
|
1.618 |
1.2280 |
|
2.618 |
1.2178 |
|
4.250 |
1.2012 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2523 |
1.2496 |
| PP |
1.2509 |
1.2455 |
| S1 |
1.2496 |
1.2415 |
|