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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 1.1573 1.1576 0.0003 0.0% 1.1432
High 1.1589 1.1677 0.0088 0.8% 1.1640
Low 1.1512 1.1545 0.0033 0.3% 1.1370
Close 1.1564 1.1647 0.0083 0.7% 1.1585
Range 0.0077 0.0132 0.0055 71.4% 0.0270
ATR 0.0113 0.0115 0.0001 1.2% 0.0000
Volume 150,407 100,374 -50,033 -33.3% 601,701
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2019 1.1965 1.1720
R3 1.1887 1.1833 1.1683
R2 1.1755 1.1755 1.1671
R1 1.1701 1.1701 1.1659 1.1728
PP 1.1623 1.1623 1.1623 1.1637
S1 1.1569 1.1569 1.1635 1.1596
S2 1.1491 1.1491 1.1623
S3 1.1359 1.1437 1.1611
S4 1.1227 1.1305 1.1574
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 1.1677 1.1385 0.0292 2.5% 0.0111 0.9% 90% True False 123,718
10 1.1677 1.1370 0.0307 2.6% 0.0112 1.0% 90% True False 122,168
20 1.1677 1.1225 0.0452 3.9% 0.0114 1.0% 93% True False 122,996
40 1.1677 1.0872 0.0805 6.9% 0.0106 0.9% 96% True False 117,008
60 1.1677 1.0695 0.0982 8.4% 0.0116 1.0% 97% True False 78,569
80 1.1677 1.0548 0.1129 9.7% 0.0122 1.0% 97% True False 59,126
100 1.1677 1.0548 0.1129 9.7% 0.0115 1.0% 97% True False 47,355
120 1.1677 1.0548 0.1129 9.7% 0.0097 0.8% 97% True False 39,463
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2238
2.618 1.2023
1.618 1.1891
1.000 1.1809
0.618 1.1759
HIGH 1.1677
0.618 1.1627
0.500 1.1611
0.382 1.1595
LOW 1.1545
0.618 1.1463
1.000 1.1413
1.618 1.1331
2.618 1.1199
4.250 1.0984
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 1.1635 1.1629
PP 1.1623 1.1610
S1 1.1611 1.1592

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

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