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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 1.1020 1.1004 -0.0016 -0.1% 1.1113
High 1.1050 1.1061 0.0011 0.1% 1.1230
Low 1.0960 1.0933 -0.0027 -0.2% 1.0960
Close 1.1033 1.0980 -0.0053 -0.5% 1.1033
Range 0.0090 0.0128 0.0038 42.2% 0.0270
ATR 0.0148 0.0147 -0.0001 -1.0% 0.0000
Volume 1,470 663 -807 -54.9% 6,402
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1375 1.1306 1.1050
R3 1.1247 1.1178 1.1015
R2 1.1119 1.1119 1.1003
R1 1.1050 1.1050 1.0992 1.1021
PP 1.0991 1.0991 1.0991 1.0977
S1 1.0922 1.0922 1.0968 1.0893
S2 1.0863 1.0863 1.0957
S3 1.0735 1.0794 1.0945
S4 1.0607 1.0666 1.0910
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.1884 1.1729 1.1182
R3 1.1614 1.1459 1.1107
R2 1.1344 1.1344 1.1083
R1 1.1189 1.1189 1.1058 1.1132
PP 1.1074 1.1074 1.1074 1.1046
S1 1.0919 1.0919 1.1008 1.0862
S2 1.0804 1.0804 1.0984
S3 1.0534 1.0649 1.0959
S4 1.0264 1.0379 1.0885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1230 1.0933 0.0297 2.7% 0.0118 1.1% 16% False True 1,171
10 1.1260 1.0776 0.0484 4.4% 0.0142 1.3% 42% False False 1,008
20 1.1381 1.0548 0.0833 7.6% 0.0175 1.6% 52% False False 1,266
40 1.1381 1.0548 0.0833 7.6% 0.0133 1.2% 52% False False 842
60 1.1381 1.0548 0.0833 7.6% 0.0112 1.0% 52% False False 636
80 1.1381 1.0548 0.0833 7.6% 0.0086 0.8% 52% False False 479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1605
2.618 1.1396
1.618 1.1268
1.000 1.1189
0.618 1.1140
HIGH 1.1061
0.618 1.1012
0.500 1.0997
0.382 1.0982
LOW 1.0933
0.618 1.0854
1.000 1.0805
1.618 1.0726
2.618 1.0598
4.250 1.0389
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 1.0997 1.1037
PP 1.0991 1.1018
S1 1.0986 1.0999

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

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