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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 1.1559 1.1529 -0.0030 -0.3% 1.1284
High 1.1571 1.1543 -0.0028 -0.2% 1.1600
Low 1.1472 1.1424 -0.0048 -0.4% 1.1225
Close 1.1536 1.1473 -0.0063 -0.5% 1.1542
Range 0.0099 0.0119 0.0020 20.2% 0.0375
ATR 0.0116 0.0116 0.0000 0.2% 0.0000
Volume 153,264 96,024 -57,240 -37.3% 575,292
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1837 1.1774 1.1538
R3 1.1718 1.1655 1.1506
R2 1.1599 1.1599 1.1495
R1 1.1536 1.1536 1.1484 1.1508
PP 1.1480 1.1480 1.1480 1.1466
S1 1.1417 1.1417 1.1462 1.1389
S2 1.1361 1.1361 1.1451
S3 1.1242 1.1298 1.1440
S4 1.1123 1.1179 1.1408
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 1.1231 0.0369 3.2% 0.0134 1.2% 66% False False 129,828
10 1.1600 1.1225 0.0375 3.3% 0.0115 1.0% 66% False False 123,824
20 1.1600 1.0990 0.0610 5.3% 0.0109 1.0% 79% False False 128,298
40 1.1600 1.0785 0.0815 7.1% 0.0109 0.9% 84% False False 87,068
60 1.1600 1.0548 0.1052 9.2% 0.0129 1.1% 88% False False 58,398
80 1.1600 1.0548 0.1052 9.2% 0.0118 1.0% 88% False False 43,895
100 1.1600 1.0548 0.1052 9.2% 0.0105 0.9% 88% False False 35,138
120 1.1600 1.0548 0.1052 9.2% 0.0088 0.8% 88% False False 29,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2049
2.618 1.1855
1.618 1.1736
1.000 1.1662
0.618 1.1617
HIGH 1.1543
0.618 1.1498
0.500 1.1484
0.382 1.1469
LOW 1.1424
0.618 1.1350
1.000 1.1305
1.618 1.1231
2.618 1.1112
4.250 1.0918
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 1.1484 1.1512
PP 1.1480 1.1499
S1 1.1477 1.1486

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

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