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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 1.1208 1.1201 -0.0007 -0.1% 1.1064
High 1.1243 1.1341 0.0098 0.9% 1.1240
Low 1.1190 1.1196 0.0006 0.1% 1.0944
Close 1.1201 1.1313 0.0112 1.0% 1.1201
Range 0.0053 0.0145 0.0092 173.6% 0.0296
ATR 0.0108 0.0111 0.0003 2.5% 0.0000
Volume 113,865 85,488 -28,377 -24.9% 577,770
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.1718 1.1661 1.1393
R3 1.1573 1.1516 1.1353
R2 1.1428 1.1428 1.1340
R1 1.1371 1.1371 1.1326 1.1400
PP 1.1283 1.1283 1.1283 1.1298
S1 1.1226 1.1226 1.1300 1.1255
S2 1.1138 1.1138 1.1286
S3 1.0993 1.1081 1.1273
S4 1.0848 1.0936 1.1233
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 1.1341 1.1053 0.0288 2.5% 0.0098 0.9% 90% True False 112,000
10 1.1341 1.0906 0.0435 3.8% 0.0099 0.9% 94% True False 116,023
20 1.1341 1.0785 0.0556 4.9% 0.0103 0.9% 95% True False 79,952
40 1.1381 1.0548 0.0833 7.4% 0.0139 1.2% 92% False False 40,609
60 1.1381 1.0548 0.0833 7.4% 0.0123 1.1% 92% False False 27,212
80 1.1381 1.0548 0.0833 7.4% 0.0110 1.0% 92% False False 20,465
100 1.1381 1.0548 0.0833 7.4% 0.0089 0.8% 92% False False 16,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1957
2.618 1.1721
1.618 1.1576
1.000 1.1486
0.618 1.1431
HIGH 1.1341
0.618 1.1286
0.500 1.1269
0.382 1.1251
LOW 1.1196
0.618 1.1106
1.000 1.1051
1.618 1.0961
2.618 1.0816
4.250 1.0580
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 1.1298 1.1291
PP 1.1283 1.1269
S1 1.1269 1.1247

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

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