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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 1.1653 1.1712 0.0059 0.5% 1.1573
High 1.1766 1.1727 -0.0039 -0.3% 1.1766
Low 1.1607 1.1638 0.0031 0.3% 1.1512
Close 1.1708 1.1648 -0.0060 -0.5% 1.1708
Range 0.0159 0.0089 -0.0070 -44.0% 0.0254
ATR 0.0119 0.0117 -0.0002 -1.8% 0.0000
Volume 131,791 63,864 -67,927 -51.5% 583,427
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1938 1.1882 1.1697
R3 1.1849 1.1793 1.1672
R2 1.1760 1.1760 1.1664
R1 1.1704 1.1704 1.1656 1.1688
PP 1.1671 1.1671 1.1671 1.1663
S1 1.1615 1.1615 1.1640 1.1599
S2 1.1582 1.1582 1.1632
S3 1.1493 1.1526 1.1624
S4 1.1404 1.1437 1.1599
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2424 1.2320 1.1848
R3 1.2170 1.2066 1.1778
R2 1.1916 1.1916 1.1755
R1 1.1812 1.1812 1.1731 1.1864
PP 1.1662 1.1662 1.1662 1.1688
S1 1.1558 1.1558 1.1685 1.1610
S2 1.1408 1.1408 1.1661
S3 1.1154 1.1304 1.1638
S4 1.0900 1.1050 1.1568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1766 1.1545 0.0221 1.9% 0.0125 1.1% 47% False False 99,376
10 1.1766 1.1370 0.0396 3.4% 0.0120 1.0% 70% False False 111,739
20 1.1766 1.1231 0.0535 4.6% 0.0120 1.0% 78% False False 117,904
40 1.1766 1.0872 0.0894 7.7% 0.0109 0.9% 87% False False 122,080
60 1.1766 1.0776 0.0990 8.5% 0.0115 1.0% 88% False False 85,090
80 1.1766 1.0548 0.1218 10.5% 0.0124 1.1% 90% False False 64,058
100 1.1766 1.0548 0.1218 10.5% 0.0116 1.0% 90% False False 51,310
120 1.1766 1.0548 0.1218 10.5% 0.0101 0.9% 90% False False 42,767
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2105
2.618 1.1960
1.618 1.1871
1.000 1.1816
0.618 1.1782
HIGH 1.1727
0.618 1.1693
0.500 1.1683
0.382 1.1672
LOW 1.1638
0.618 1.1583
1.000 1.1549
1.618 1.1494
2.618 1.1405
4.250 1.1260
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 1.1683 1.1668
PP 1.1671 1.1661
S1 1.1660 1.1655

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

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