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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 1.1642 1.1721 0.0079 0.7% 1.1573
High 1.1745 1.1805 0.0060 0.5% 1.1766
Low 1.1600 1.1704 0.0104 0.9% 1.1512
Close 1.1728 1.1736 0.0008 0.1% 1.1708
Range 0.0145 0.0101 -0.0044 -30.3% 0.0254
ATR 0.0119 0.0117 -0.0001 -1.1% 0.0000
Volume 103,167 138,322 35,155 34.1% 583,427
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2051 1.1995 1.1792
R3 1.1950 1.1894 1.1764
R2 1.1849 1.1849 1.1755
R1 1.1793 1.1793 1.1745 1.1821
PP 1.1748 1.1748 1.1748 1.1763
S1 1.1692 1.1692 1.1727 1.1720
S2 1.1647 1.1647 1.1717
S3 1.1546 1.1591 1.1708
S4 1.1445 1.1490 1.1680
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 1.1805 1.1570 0.0235 2.0% 0.0119 1.0% 71% True False 104,766
10 1.1805 1.1429 0.0376 3.2% 0.0121 1.0% 82% True False 112,930
20 1.1805 1.1319 0.0486 4.1% 0.0120 1.0% 86% True False 119,548
40 1.1805 1.0906 0.0899 7.7% 0.0112 1.0% 92% True False 122,413
60 1.1805 1.0776 0.1029 8.8% 0.0116 1.0% 93% True False 89,090
80 1.1805 1.0548 0.1257 10.7% 0.0124 1.1% 95% True False 67,061
100 1.1805 1.0548 0.1257 10.7% 0.0118 1.0% 95% True False 53,719
120 1.1805 1.0548 0.1257 10.7% 0.0103 0.9% 95% True False 44,779
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2234
2.618 1.2069
1.618 1.1968
1.000 1.1906
0.618 1.1867
HIGH 1.1805
0.618 1.1766
0.500 1.1755
0.382 1.1743
LOW 1.1704
0.618 1.1642
1.000 1.1603
1.618 1.1541
2.618 1.1440
4.250 1.1275
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 1.1755 1.1725
PP 1.1748 1.1714
S1 1.1742 1.1703

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

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