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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 1.1304 1.1328 0.0024 0.2% 1.1064
High 1.1331 1.1512 0.0181 1.6% 1.1240
Low 1.1279 1.1305 0.0026 0.2% 1.0944
Close 1.1315 1.1444 0.0129 1.1% 1.1201
Range 0.0052 0.0207 0.0155 298.1% 0.0296
ATR 0.0106 0.0114 0.0007 6.8% 0.0000
Volume 156,408 132,460 -23,948 -15.3% 577,770
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2041 1.1950 1.1558
R3 1.1834 1.1743 1.1501
R2 1.1627 1.1627 1.1482
R1 1.1536 1.1536 1.1463 1.1582
PP 1.1420 1.1420 1.1420 1.1443
S1 1.1329 1.1329 1.1425 1.1375
S2 1.1213 1.1213 1.1406
S3 1.1006 1.1122 1.1387
S4 1.0799 1.0915 1.1330
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 1.1512 1.1152 0.0360 3.1% 0.0109 1.0% 81% True False 124,420
10 1.1512 1.0944 0.0568 5.0% 0.0105 0.9% 88% True False 122,017
20 1.1512 1.0785 0.0727 6.4% 0.0103 0.9% 91% True False 94,231
40 1.1512 1.0660 0.0852 7.4% 0.0140 1.2% 92% True False 47,814
60 1.1512 1.0548 0.0964 8.4% 0.0124 1.1% 93% True False 32,022
80 1.1512 1.0548 0.0964 8.4% 0.0113 1.0% 93% True False 24,076
100 1.1512 1.0548 0.0964 8.4% 0.0092 0.8% 93% True False 19,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 1.2392
2.618 1.2054
1.618 1.1847
1.000 1.1719
0.618 1.1640
HIGH 1.1512
0.618 1.1433
0.500 1.1409
0.382 1.1384
LOW 1.1305
0.618 1.1177
1.000 1.1098
1.618 1.0970
2.618 1.0763
4.250 1.0425
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 1.1432 1.1414
PP 1.1420 1.1384
S1 1.1409 1.1354

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

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