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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 1.1448 1.1514 0.0066 0.6% 1.1432
High 1.1557 1.1640 0.0083 0.7% 1.1640
Low 1.1429 1.1506 0.0077 0.7% 1.1370
Close 1.1506 1.1585 0.0079 0.7% 1.1585
Range 0.0128 0.0134 0.0006 4.7% 0.0270
ATR 0.0115 0.0116 0.0001 1.2% 0.0000
Volume 118,637 121,890 3,253 2.7% 601,701
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.1979 1.1916 1.1659
R3 1.1845 1.1782 1.1622
R2 1.1711 1.1711 1.1610
R1 1.1648 1.1648 1.1597 1.1680
PP 1.1577 1.1577 1.1577 1.1593
S1 1.1514 1.1514 1.1573 1.1546
S2 1.1443 1.1443 1.1560
S3 1.1309 1.1380 1.1548
S4 1.1175 1.1246 1.1511
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2342 1.2233 1.1734
R3 1.2072 1.1963 1.1659
R2 1.1802 1.1802 1.1635
R1 1.1693 1.1693 1.1610 1.1748
PP 1.1532 1.1532 1.1532 1.1559
S1 1.1423 1.1423 1.1560 1.1478
S2 1.1262 1.1262 1.1536
S3 1.0992 1.1153 1.1511
S4 1.0722 1.0883 1.1437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1640 1.1370 0.0270 2.3% 0.0123 1.1% 80% True False 120,340
10 1.1640 1.1370 0.0270 2.3% 0.0113 1.0% 80% True False 122,019
20 1.1640 1.1225 0.0415 3.6% 0.0113 1.0% 87% True False 127,933
40 1.1640 1.0785 0.0855 7.4% 0.0108 0.9% 94% True False 111,082
60 1.1640 1.0660 0.0980 8.5% 0.0131 1.1% 94% True False 74,520
80 1.1640 1.0548 0.1092 9.4% 0.0121 1.0% 95% True False 55,999
100 1.1640 1.0548 0.1092 9.4% 0.0113 1.0% 95% True False 44,847
120 1.1640 1.0548 0.1092 9.4% 0.0095 0.8% 95% True False 37,374
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2210
2.618 1.1991
1.618 1.1857
1.000 1.1774
0.618 1.1723
HIGH 1.1640
0.618 1.1589
0.500 1.1573
0.382 1.1557
LOW 1.1506
0.618 1.1423
1.000 1.1372
1.618 1.1289
2.618 1.1155
4.250 1.0937
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 1.1581 1.1561
PP 1.1577 1.1537
S1 1.1573 1.1513

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

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