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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 1.1514 1.1573 0.0059 0.5% 1.1432
High 1.1640 1.1589 -0.0051 -0.4% 1.1640
Low 1.1506 1.1512 0.0006 0.1% 1.1370
Close 1.1585 1.1564 -0.0021 -0.2% 1.1585
Range 0.0134 0.0077 -0.0057 -42.5% 0.0270
ATR 0.0116 0.0113 -0.0003 -2.4% 0.0000
Volume 121,890 150,407 28,517 23.4% 601,701
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1786 1.1752 1.1606
R3 1.1709 1.1675 1.1585
R2 1.1632 1.1632 1.1578
R1 1.1598 1.1598 1.1571 1.1577
PP 1.1555 1.1555 1.1555 1.1544
S1 1.1521 1.1521 1.1557 1.1500
S2 1.1478 1.1478 1.1550
S3 1.1401 1.1444 1.1543
S4 1.1324 1.1367 1.1522
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% 0.0115 1.0% 72% False False 124,101
10 1.1640 1.1370 0.0270 2.3% 0.0111 1.0% 72% False False 121,733
20 1.1640 1.1225 0.0415 3.6% 0.0111 1.0% 82% False False 125,061
40 1.1640 1.0872 0.0768 6.6% 0.0106 0.9% 90% False False 114,801
60 1.1640 1.0695 0.0945 8.2% 0.0120 1.0% 92% False False 76,964
80 1.1640 1.0548 0.1092 9.4% 0.0121 1.0% 93% False False 57,877
100 1.1640 1.0548 0.1092 9.4% 0.0114 1.0% 93% False False 46,351
120 1.1640 1.0548 0.1092 9.4% 0.0096 0.8% 93% False False 38,627
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 0.0017
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1916
2.618 1.1791
1.618 1.1714
1.000 1.1666
0.618 1.1637
HIGH 1.1589
0.618 1.1560
0.500 1.1551
0.382 1.1541
LOW 1.1512
0.618 1.1464
1.000 1.1435
1.618 1.1387
2.618 1.1310
4.250 1.1185
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 1.1560 1.1554
PP 1.1555 1.1544
S1 1.1551 1.1535

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

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