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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 1.0938 1.1212 0.0274 2.5% 1.0851
High 1.1260 1.1231 -0.0029 -0.3% 1.1260
Low 1.0913 1.1083 0.0170 1.6% 1.0776
Close 1.1122 1.1160 0.0038 0.3% 1.1160
Range 0.0347 0.0148 -0.0199 -57.3% 0.0484
ATR 0.0163 0.0162 -0.0001 -0.7% 0.0000
Volume 813 1,155 342 42.1% 3,462
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.1602 1.1529 1.1241
R3 1.1454 1.1381 1.1201
R2 1.1306 1.1306 1.1187
R1 1.1233 1.1233 1.1174 1.1196
PP 1.1158 1.1158 1.1158 1.1139
S1 1.1085 1.1085 1.1146 1.1048
S2 1.1010 1.1010 1.1133
S3 1.0862 1.0937 1.1119
S4 1.0714 1.0789 1.1079
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.2517 1.2323 1.1426
R3 1.2033 1.1839 1.1293
R2 1.1549 1.1549 1.1249
R1 1.1355 1.1355 1.1204 1.1452
PP 1.1065 1.1065 1.1065 1.1114
S1 1.0871 1.0871 1.1116 1.0968
S2 1.0581 1.0581 1.1071
S3 1.0097 1.0387 1.1027
S4 0.9613 0.9903 1.0894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1260 1.0776 0.0484 4.3% 0.0165 1.5% 79% False False 692
10 1.1260 1.0695 0.0565 5.1% 0.0147 1.3% 82% False False 973
20 1.1381 1.0548 0.0833 7.5% 0.0168 1.5% 73% False False 1,057
40 1.1381 1.0548 0.0833 7.5% 0.0128 1.1% 73% False False 723
60 1.1381 1.0548 0.0833 7.5% 0.0102 0.9% 73% False False 518
80 1.1381 1.0548 0.0833 7.5% 0.0078 0.7% 73% False False 391
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1860
2.618 1.1618
1.618 1.1470
1.000 1.1379
0.618 1.1322
HIGH 1.1231
0.618 1.1174
0.500 1.1157
0.382 1.1140
LOW 1.1083
0.618 1.0992
1.000 1.0935
1.618 1.0844
2.618 1.0696
4.250 1.0454
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 1.1159 1.1129
PP 1.1158 1.1098
S1 1.1157 1.1068

These figures are updated between 7pm and 10pm EST after a trading day.

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