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CME Japanese Yen Future September 2010


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Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 1.1843 1.1866 0.0023 0.2% 1.1713
High 1.1906 1.1888 -0.0018 -0.2% 1.1955
Low 1.1827 1.1733 -0.0094 -0.8% 1.1641
Close 1.1874 1.1842 -0.0032 -0.3% 1.1842
Range 0.0079 0.0155 0.0076 96.2% 0.0314
ATR 0.0124 0.0126 0.0002 1.8% 0.0000
Volume 112,078 163,010 50,932 45.4% 705,123
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2286 1.2219 1.1927
R3 1.2131 1.2064 1.1885
R2 1.1976 1.1976 1.1870
R1 1.1909 1.1909 1.1856 1.1865
PP 1.1821 1.1821 1.1821 1.1799
S1 1.1754 1.1754 1.1828 1.1710
S2 1.1666 1.1666 1.1814
S3 1.1511 1.1599 1.1799
S4 1.1356 1.1444 1.1757
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2755 1.2612 1.2015
R3 1.2441 1.2298 1.1928
R2 1.2127 1.2127 1.1900
R1 1.1984 1.1984 1.1871 1.2056
PP 1.1813 1.1813 1.1813 1.1848
S1 1.1670 1.1670 1.1813 1.1742
S2 1.1499 1.1499 1.1784
S3 1.1185 1.1356 1.1756
S4 1.0871 1.1042 1.1669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1955 1.1641 0.0314 2.7% 0.0138 1.2% 64% False False 141,024
10 1.1966 1.1641 0.0325 2.7% 0.0136 1.1% 62% False False 141,557
20 1.1966 1.1579 0.0387 3.3% 0.0123 1.0% 68% False False 123,492
40 1.1966 1.1225 0.0741 6.3% 0.0122 1.0% 83% False False 121,219
60 1.1966 1.0872 0.1094 9.2% 0.0114 1.0% 89% False False 123,054
80 1.1966 1.0695 0.1271 10.7% 0.0117 1.0% 90% False False 93,896
100 1.1966 1.0548 0.1418 12.0% 0.0124 1.0% 91% False False 75,313
120 1.1966 1.0548 0.1418 12.0% 0.0118 1.0% 91% False False 62,811
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2547
2.618 1.2294
1.618 1.2139
1.000 1.2043
0.618 1.1984
HIGH 1.1888
0.618 1.1829
0.500 1.1811
0.382 1.1792
LOW 1.1733
0.618 1.1637
1.000 1.1578
1.618 1.1482
2.618 1.1327
4.250 1.1074
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 1.1832 1.1844
PP 1.1821 1.1843
S1 1.1811 1.1843

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

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