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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 1.1724 1.1686 -0.0038 -0.3% 1.1602
High 1.1740 1.1754 0.0014 0.1% 1.1782
Low 1.1654 1.1673 0.0019 0.2% 1.1597
Close 1.1663 1.1729 0.0066 0.6% 1.1663
Range 0.0086 0.0081 -0.0005 -5.8% 0.0185
ATR 0.0114 0.0112 -0.0002 -1.4% 0.0000
Volume 105,464 76,784 -28,680 -27.2% 528,977
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.1962 1.1926 1.1774
R3 1.1881 1.1845 1.1751
R2 1.1800 1.1800 1.1744
R1 1.1764 1.1764 1.1736 1.1782
PP 1.1719 1.1719 1.1719 1.1728
S1 1.1683 1.1683 1.1722 1.1701
S2 1.1638 1.1638 1.1714
S3 1.1557 1.1602 1.1707
S4 1.1476 1.1521 1.1684
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2236 1.2134 1.1765
R3 1.2051 1.1949 1.1714
R2 1.1866 1.1866 1.1697
R1 1.1764 1.1764 1.1680 1.1815
PP 1.1681 1.1681 1.1681 1.1706
S1 1.1579 1.1579 1.1646 1.1630
S2 1.1496 1.1496 1.1629
S3 1.1311 1.1394 1.1612
S4 1.1126 1.1209 1.1561
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1782 1.1640 0.0142 1.2% 0.0091 0.8% 63% False False 103,324
10 1.1805 1.1579 0.0226 1.9% 0.0110 0.9% 66% False False 106,719
20 1.1805 1.1370 0.0435 3.7% 0.0115 1.0% 83% False False 109,229
40 1.1805 1.1190 0.0615 5.2% 0.0113 1.0% 88% False False 119,034
60 1.1805 1.0785 0.1020 8.7% 0.0110 0.9% 93% False False 102,720
80 1.1805 1.0548 0.1257 10.7% 0.0126 1.1% 94% False False 77,343
100 1.1805 1.0548 0.1257 10.7% 0.0119 1.0% 94% False False 61,954
120 1.1805 1.0548 0.1257 10.7% 0.0109 0.9% 94% False False 51,660
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2098
2.618 1.1966
1.618 1.1885
1.000 1.1835
0.618 1.1804
HIGH 1.1754
0.618 1.1723
0.500 1.1714
0.382 1.1704
LOW 1.1673
0.618 1.1623
1.000 1.1592
1.618 1.1542
2.618 1.1461
4.250 1.1329
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 1.1724 1.1723
PP 1.1719 1.1717
S1 1.1714 1.1711

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

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