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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 1.1502 1.1497 -0.0005 0.0% 1.1559
High 1.1588 1.1536 -0.0052 -0.4% 1.1588
Low 1.1472 1.1433 -0.0039 -0.3% 1.1424
Close 1.1498 1.1447 -0.0051 -0.4% 1.1447
Range 0.0116 0.0103 -0.0013 -11.2% 0.0164
ATR 0.0113 0.0113 -0.0001 -0.7% 0.0000
Volume 121,293 130,064 8,771 7.2% 618,495
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1781 1.1717 1.1504
R3 1.1678 1.1614 1.1475
R2 1.1575 1.1575 1.1466
R1 1.1511 1.1511 1.1456 1.1492
PP 1.1472 1.1472 1.1472 1.1462
S1 1.1408 1.1408 1.1438 1.1389
S2 1.1369 1.1369 1.1428
S3 1.1266 1.1305 1.1419
S4 1.1163 1.1202 1.1390
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1978 1.1877 1.1537
R3 1.1814 1.1713 1.1492
R2 1.1650 1.1650 1.1477
R1 1.1549 1.1549 1.1462 1.1518
PP 1.1486 1.1486 1.1486 1.1471
S1 1.1385 1.1385 1.1432 1.1354
S2 1.1322 1.1322 1.1417
S3 1.1158 1.1221 1.1402
S4 1.0994 1.1057 1.1357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1588 1.1424 0.0164 1.4% 0.0103 0.9% 14% False False 123,699
10 1.1600 1.1225 0.0375 3.3% 0.0117 1.0% 59% False False 119,378
20 1.1600 1.1152 0.0448 3.9% 0.0109 1.0% 66% False False 128,953
40 1.1600 1.0785 0.0815 7.1% 0.0108 0.9% 81% False False 96,200
60 1.1600 1.0548 0.1052 9.2% 0.0128 1.1% 85% False False 64,534
80 1.1600 1.0548 0.1052 9.2% 0.0119 1.0% 85% False False 48,498
100 1.1600 1.0548 0.1052 9.2% 0.0108 0.9% 85% False False 38,830
120 1.1600 1.0548 0.1052 9.2% 0.0090 0.8% 85% False False 32,360
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1974
2.618 1.1806
1.618 1.1703
1.000 1.1639
0.618 1.1600
HIGH 1.1536
0.618 1.1497
0.500 1.1485
0.382 1.1472
LOW 1.1433
0.618 1.1369
1.000 1.1330
1.618 1.1266
2.618 1.1163
4.250 1.0995
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 1.1485 1.1511
PP 1.1472 1.1489
S1 1.1460 1.1468

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

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