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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 1.1891 1.1823 -0.0068 -0.6% 1.1602
High 1.1902 1.1861 -0.0041 -0.3% 1.1782
Low 1.1789 1.1783 -0.0006 -0.1% 1.1597
Close 1.1804 1.1858 0.0054 0.5% 1.1663
Range 0.0113 0.0078 -0.0035 -31.0% 0.0185
ATR 0.0120 0.0117 -0.0003 -2.5% 0.0000
Volume 141,802 105,357 -36,445 -25.7% 528,977
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2068 1.2041 1.1901
R3 1.1990 1.1963 1.1879
R2 1.1912 1.1912 1.1872
R1 1.1885 1.1885 1.1865 1.1899
PP 1.1834 1.1834 1.1834 1.1841
S1 1.1807 1.1807 1.1851 1.1821
S2 1.1756 1.1756 1.1844
S3 1.1678 1.1729 1.1837
S4 1.1600 1.1651 1.1815
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 1.1654 0.0312 2.6% 0.0117 1.0% 65% False False 127,394
10 1.1966 1.1579 0.0387 3.3% 0.0113 1.0% 72% False False 115,304
20 1.1966 1.1506 0.0460 3.9% 0.0118 1.0% 77% False False 114,555
40 1.1966 1.1225 0.0741 6.2% 0.0117 1.0% 85% False False 121,508
60 1.1966 1.0785 0.1181 10.0% 0.0111 0.9% 91% False False 110,233
80 1.1966 1.0548 0.1418 12.0% 0.0128 1.1% 92% False False 83,010
100 1.1966 1.0548 0.1418 12.0% 0.0120 1.0% 92% False False 66,494
120 1.1966 1.0548 0.1418 12.0% 0.0113 0.9% 92% False False 55,449
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2193
2.618 1.2065
1.618 1.1987
1.000 1.1939
0.618 1.1909
HIGH 1.1861
0.618 1.1831
0.500 1.1822
0.382 1.1813
LOW 1.1783
0.618 1.1735
1.000 1.1705
1.618 1.1657
2.618 1.1579
4.250 1.1452
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 1.1846 1.1856
PP 1.1834 1.1854
S1 1.1822 1.1853

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

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