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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 1.1731 1.1646 -0.0085 -0.7% 1.1712
High 1.1776 1.1690 -0.0086 -0.7% 1.1805
Low 1.1632 1.1579 -0.0053 -0.5% 1.1579
Close 1.1646 1.1600 -0.0046 -0.4% 1.1600
Range 0.0144 0.0111 -0.0033 -22.9% 0.0226
ATR 0.0119 0.0119 -0.0001 -0.5% 0.0000
Volume 127,388 92,558 -34,830 -27.3% 525,299
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1956 1.1889 1.1661
R3 1.1845 1.1778 1.1631
R2 1.1734 1.1734 1.1620
R1 1.1667 1.1667 1.1610 1.1645
PP 1.1623 1.1623 1.1623 1.1612
S1 1.1556 1.1556 1.1590 1.1534
S2 1.1512 1.1512 1.1580
S3 1.1401 1.1445 1.1569
S4 1.1290 1.1334 1.1539
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2339 1.2196 1.1724
R3 1.2113 1.1970 1.1662
R2 1.1887 1.1887 1.1641
R1 1.1744 1.1744 1.1621 1.1703
PP 1.1661 1.1661 1.1661 1.1641
S1 1.1518 1.1518 1.1579 1.1477
S2 1.1435 1.1435 1.1559
S3 1.1209 1.1292 1.1538
S4 1.0983 1.1066 1.1476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1805 1.1579 0.0226 1.9% 0.0118 1.0% 9% False True 105,059
10 1.1805 1.1512 0.0293 2.5% 0.0120 1.0% 30% False False 110,872
20 1.1805 1.1370 0.0435 3.8% 0.0117 1.0% 53% False False 116,446
40 1.1805 1.0944 0.0861 7.4% 0.0113 1.0% 76% False False 122,189
60 1.1805 1.0785 0.1020 8.8% 0.0116 1.0% 80% False False 92,738
80 1.1805 1.0548 0.1257 10.8% 0.0126 1.1% 84% False False 69,801
100 1.1805 1.0548 0.1257 10.8% 0.0118 1.0% 84% False False 55,917
120 1.1805 1.0548 0.1257 10.8% 0.0105 0.9% 84% False False 46,612
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2162
2.618 1.1981
1.618 1.1870
1.000 1.1801
0.618 1.1759
HIGH 1.1690
0.618 1.1648
0.500 1.1635
0.382 1.1621
LOW 1.1579
0.618 1.1510
1.000 1.1468
1.618 1.1399
2.618 1.1288
4.250 1.1107
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 1.1635 1.1692
PP 1.1623 1.1661
S1 1.1612 1.1631

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

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