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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 1.0999 1.1065 0.0066 0.6% 1.0915
High 1.1085 1.1160 0.0075 0.7% 1.1071
Low 1.0990 1.1053 0.0063 0.6% 1.0872
Close 1.1064 1.1147 0.0083 0.8% 1.1037
Range 0.0095 0.0107 0.0012 12.6% 0.0199
ATR 0.0116 0.0115 -0.0001 -0.6% 0.0000
Volume 129,339 111,354 -17,985 -13.9% 611,271
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1441 1.1401 1.1206
R3 1.1334 1.1294 1.1176
R2 1.1227 1.1227 1.1167
R1 1.1187 1.1187 1.1157 1.1207
PP 1.1120 1.1120 1.1120 1.1130
S1 1.1080 1.1080 1.1137 1.1100
S2 1.1013 1.1013 1.1127
S3 1.0906 1.0973 1.1118
S4 1.0799 1.0866 1.1088
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1590 1.1513 1.1146
R3 1.1391 1.1314 1.1092
R2 1.1192 1.1192 1.1073
R1 1.1115 1.1115 1.1055 1.1154
PP 1.0993 1.0993 1.0993 1.1013
S1 1.0916 1.0916 1.1019 1.0955
S2 1.0794 1.0794 1.1001
S3 1.0595 1.0717 1.0982
S4 1.0396 1.0518 1.0928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1160 1.0944 0.0216 1.9% 0.0105 0.9% 94% True False 119,070
10 1.1160 1.0872 0.0288 2.6% 0.0092 0.8% 95% True False 107,749
20 1.1160 1.0785 0.0375 3.4% 0.0107 1.0% 97% True False 57,781
40 1.1381 1.0548 0.0833 7.5% 0.0139 1.2% 72% False False 29,453
60 1.1381 1.0548 0.0833 7.5% 0.0122 1.1% 72% False False 19,763
80 1.1381 1.0548 0.0833 7.5% 0.0106 1.0% 72% False False 14,857
100 1.1381 1.0548 0.0833 7.5% 0.0086 0.8% 72% False False 11,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1615
2.618 1.1440
1.618 1.1333
1.000 1.1267
0.618 1.1226
HIGH 1.1160
0.618 1.1119
0.500 1.1107
0.382 1.1094
LOW 1.1053
0.618 1.0987
1.000 1.0946
1.618 1.0880
2.618 1.0773
4.250 1.0598
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 1.1134 1.1115
PP 1.1120 1.1084
S1 1.1107 1.1052

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

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