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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 1.1686 1.1749 0.0063 0.5% 1.1602
High 1.1754 1.1966 0.0212 1.8% 1.1782
Low 1.1673 1.1739 0.0066 0.6% 1.1597
Close 1.1729 1.1874 0.0145 1.2% 1.1663
Range 0.0081 0.0227 0.0146 180.2% 0.0185
ATR 0.0112 0.0121 0.0009 8.0% 0.0000
Volume 76,784 207,566 130,782 170.3% 528,977
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2541 1.2434 1.1999
R3 1.2314 1.2207 1.1936
R2 1.2087 1.2087 1.1916
R1 1.1980 1.1980 1.1895 1.2034
PP 1.1860 1.1860 1.1860 1.1886
S1 1.1753 1.1753 1.1853 1.1807
S2 1.1633 1.1633 1.1832
S3 1.1406 1.1526 1.1812
S4 1.1179 1.1299 1.1749
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 1.1966 1.1640 0.0326 2.7% 0.0121 1.0% 72% True False 125,876
10 1.1966 1.1579 0.0387 3.3% 0.0118 1.0% 76% True False 117,159
20 1.1966 1.1385 0.0581 4.9% 0.0119 1.0% 84% True False 114,493
40 1.1966 1.1196 0.0770 6.5% 0.0117 1.0% 88% True False 121,376
60 1.1966 1.0785 0.1181 9.9% 0.0112 0.9% 92% True False 106,154
80 1.1966 1.0548 0.1418 11.9% 0.0128 1.1% 94% True False 79,932
100 1.1966 1.0548 0.1418 11.9% 0.0120 1.0% 94% True False 64,026
120 1.1966 1.0548 0.1418 11.9% 0.0111 0.9% 94% True False 53,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.2931
2.618 1.2560
1.618 1.2333
1.000 1.2193
0.618 1.2106
HIGH 1.1966
0.618 1.1879
0.500 1.1853
0.382 1.1826
LOW 1.1739
0.618 1.1599
1.000 1.1512
1.618 1.1372
2.618 1.1145
4.250 1.0774
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 1.1867 1.1853
PP 1.1860 1.1831
S1 1.1853 1.1810

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

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