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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 1.1321 1.1452 0.0131 1.2% 1.1284
High 1.1472 1.1600 0.0128 1.1% 1.1600
Low 1.1319 1.1435 0.0116 1.0% 1.1225
Close 1.1441 1.1542 0.0101 0.9% 1.1542
Range 0.0153 0.0165 0.0012 7.8% 0.0375
ATR 0.0113 0.0117 0.0004 3.3% 0.0000
Volume 127,216 154,771 27,555 21.7% 575,292
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2021 1.1946 1.1633
R3 1.1856 1.1781 1.1587
R2 1.1691 1.1691 1.1572
R1 1.1616 1.1616 1.1557 1.1654
PP 1.1526 1.1526 1.1526 1.1544
S1 1.1451 1.1451 1.1527 1.1489
S2 1.1361 1.1361 1.1512
S3 1.1196 1.1286 1.1497
S4 1.1031 1.1121 1.1451
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2581 1.2436 1.1748
R3 1.2206 1.2061 1.1645
R2 1.1831 1.1831 1.1611
R1 1.1686 1.1686 1.1576 1.1759
PP 1.1456 1.1456 1.1456 1.1492
S1 1.1311 1.1311 1.1508 1.1384
S2 1.1081 1.1081 1.1473
S3 1.0706 1.0936 1.1439
S4 1.0331 1.0561 1.1336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1600 1.1225 0.0375 3.2% 0.0132 1.1% 85% True False 115,058
10 1.1600 1.1225 0.0375 3.2% 0.0113 1.0% 85% True False 133,846
20 1.1600 1.0944 0.0656 5.7% 0.0109 0.9% 91% True False 127,932
40 1.1600 1.0785 0.0815 7.1% 0.0116 1.0% 93% True False 80,885
60 1.1600 1.0548 0.1052 9.1% 0.0128 1.1% 94% True False 54,253
80 1.1600 1.0548 0.1052 9.1% 0.0118 1.0% 94% True False 40,785
100 1.1600 1.0548 0.1052 9.1% 0.0103 0.9% 94% True False 32,645
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2301
2.618 1.2032
1.618 1.1867
1.000 1.1765
0.618 1.1702
HIGH 1.1600
0.618 1.1537
0.500 1.1518
0.382 1.1498
LOW 1.1435
0.618 1.1333
1.000 1.1270
1.618 1.1168
2.618 1.1003
4.250 1.0734
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 1.1534 1.1500
PP 1.1526 1.1458
S1 1.1518 1.1416

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

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