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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 1.1529 1.1444 -0.0085 -0.7% 1.1284
High 1.1543 1.1519 -0.0024 -0.2% 1.1600
Low 1.1424 1.1441 0.0017 0.1% 1.1225
Close 1.1473 1.1504 0.0031 0.3% 1.1542
Range 0.0119 0.0078 -0.0041 -34.5% 0.0375
ATR 0.0116 0.0113 -0.0003 -2.3% 0.0000
Volume 96,024 117,850 21,826 22.7% 575,292
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1722 1.1691 1.1547
R3 1.1644 1.1613 1.1525
R2 1.1566 1.1566 1.1518
R1 1.1535 1.1535 1.1511 1.1551
PP 1.1488 1.1488 1.1488 1.1496
S1 1.1457 1.1457 1.1497 1.1473
S2 1.1410 1.1410 1.1490
S3 1.1332 1.1379 1.1483
S4 1.1254 1.1301 1.1461
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 1.1319 0.0281 2.4% 0.0123 1.1% 66% False False 129,825
10 1.1600 1.1225 0.0375 3.3% 0.0113 1.0% 74% False False 121,258
20 1.1600 1.1053 0.0547 4.8% 0.0109 0.9% 82% False False 127,723
40 1.1600 1.0785 0.0815 7.1% 0.0108 0.9% 88% False False 89,984
60 1.1600 1.0548 0.1052 9.1% 0.0129 1.1% 91% False False 60,358
80 1.1600 1.0548 0.1052 9.1% 0.0119 1.0% 91% False False 45,366
100 1.1600 1.0548 0.1052 9.1% 0.0106 0.9% 91% False False 36,317
120 1.1600 1.0548 0.1052 9.1% 0.0089 0.8% 91% False False 30,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1851
2.618 1.1723
1.618 1.1645
1.000 1.1597
0.618 1.1567
HIGH 1.1519
0.618 1.1489
0.500 1.1480
0.382 1.1471
LOW 1.1441
0.618 1.1393
1.000 1.1363
1.618 1.1315
2.618 1.1237
4.250 1.1110
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 1.1496 1.1502
PP 1.1488 1.1500
S1 1.1480 1.1498

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

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