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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 1.1172 1.1208 0.0036 0.3% 1.1064
High 1.1240 1.1243 0.0003 0.0% 1.1240
Low 1.1152 1.1190 0.0038 0.3% 1.0944
Close 1.1201 1.1201 0.0000 0.0% 1.1201
Range 0.0088 0.0053 -0.0035 -39.8% 0.0296
ATR 0.0112 0.0108 -0.0004 -3.8% 0.0000
Volume 133,882 113,865 -20,017 -15.0% 577,770
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1370 1.1339 1.1230
R3 1.1317 1.1286 1.1216
R2 1.1264 1.1264 1.1211
R1 1.1233 1.1233 1.1206 1.1222
PP 1.1211 1.1211 1.1211 1.1206
S1 1.1180 1.1180 1.1196 1.1169
S2 1.1158 1.1158 1.1191
S3 1.1105 1.1127 1.1186
S4 1.1052 1.1074 1.1172
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2016 1.1905 1.1364
R3 1.1720 1.1609 1.1282
R2 1.1424 1.1424 1.1255
R1 1.1313 1.1313 1.1228 1.1369
PP 1.1128 1.1128 1.1128 1.1156
S1 1.1017 1.1017 1.1174 1.1073
S2 1.0832 1.0832 1.1147
S3 1.0536 1.0721 1.1120
S4 1.0240 1.0425 1.1038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1243 1.0990 0.0253 2.3% 0.0088 0.8% 83% True False 120,770
10 1.1243 1.0906 0.0337 3.0% 0.0092 0.8% 88% True False 117,713
20 1.1243 1.0785 0.0458 4.1% 0.0102 0.9% 91% True False 75,711
40 1.1381 1.0548 0.0833 7.4% 0.0138 1.2% 78% False False 38,487
60 1.1381 1.0548 0.0833 7.4% 0.0121 1.1% 78% False False 25,793
80 1.1381 1.0548 0.0833 7.4% 0.0108 1.0% 78% False False 19,396
100 1.1381 1.0548 0.0833 7.4% 0.0088 0.8% 78% False False 15,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0015
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.1468
2.618 1.1382
1.618 1.1329
1.000 1.1296
0.618 1.1276
HIGH 1.1243
0.618 1.1223
0.500 1.1217
0.382 1.1210
LOW 1.1190
0.618 1.1157
1.000 1.1137
1.618 1.1104
2.618 1.1051
4.250 1.0965
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 1.1217 1.1196
PP 1.1211 1.1191
S1 1.1206 1.1186

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

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