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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 1.1281 1.1321 0.0040 0.4% 1.1410
High 1.1364 1.1472 0.0108 1.0% 1.1502
Low 1.1231 1.1319 0.0088 0.8% 1.1282
Close 1.1341 1.1441 0.0100 0.9% 1.1301
Range 0.0133 0.0153 0.0020 15.0% 0.0220
ATR 0.0110 0.0113 0.0003 2.8% 0.0000
Volume 117,868 127,216 9,348 7.9% 555,325
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1870 1.1808 1.1525
R3 1.1717 1.1655 1.1483
R2 1.1564 1.1564 1.1469
R1 1.1502 1.1502 1.1455 1.1533
PP 1.1411 1.1411 1.1411 1.1426
S1 1.1349 1.1349 1.1427 1.1380
S2 1.1258 1.1258 1.1413
S3 1.1105 1.1196 1.1399
S4 1.0952 1.1043 1.1357
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2022 1.1881 1.1422
R3 1.1802 1.1661 1.1362
R2 1.1582 1.1582 1.1341
R1 1.1441 1.1441 1.1321 1.1402
PP 1.1362 1.1362 1.1362 1.1342
S1 1.1221 1.1221 1.1281 1.1182
S2 1.1142 1.1142 1.1261
S3 1.0922 1.1001 1.1241
S4 1.0702 1.0781 1.1180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1472 1.1225 0.0247 2.2% 0.0107 0.9% 87% True False 112,833
10 1.1512 1.1225 0.0287 2.5% 0.0117 1.0% 75% False False 131,615
20 1.1512 1.0944 0.0568 5.0% 0.0106 0.9% 88% False False 125,828
40 1.1512 1.0785 0.0727 6.4% 0.0115 1.0% 90% False False 77,036
60 1.1512 1.0548 0.0964 8.4% 0.0127 1.1% 93% False False 51,677
80 1.1512 1.0548 0.0964 8.4% 0.0119 1.0% 93% False False 38,852
100 1.1512 1.0548 0.0964 8.4% 0.0102 0.9% 93% False False 31,098
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 0.0028
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2122
2.618 1.1873
1.618 1.1720
1.000 1.1625
0.618 1.1567
HIGH 1.1472
0.618 1.1414
0.500 1.1396
0.382 1.1377
LOW 1.1319
0.618 1.1224
1.000 1.1166
1.618 1.1071
2.618 1.0918
4.250 1.0669
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 1.1426 1.1411
PP 1.1411 1.1381
S1 1.1396 1.1352

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

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