CME Japanese Yen Future December 2010


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Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 1.1858 1.1869 0.0011 0.1% 1.1673
High 1.1898 1.1899 0.0001 0.0% 1.1898
Low 1.1719 1.1858 0.0139 1.2% 1.1668
Close 1.1862 1.1881 0.0019 0.2% 1.1862
Range 0.0179 0.0041 -0.0138 -77.1% 0.0230
ATR 0.0119 0.0113 -0.0006 -4.7% 0.0000
Volume 131,628 63,643 -67,985 -51.6% 513,277
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2002 1.1983 1.1904
R3 1.1961 1.1942 1.1892
R2 1.1920 1.1920 1.1889
R1 1.1901 1.1901 1.1885 1.1911
PP 1.1879 1.1879 1.1879 1.1884
S1 1.1860 1.1860 1.1877 1.1870
S2 1.1838 1.1838 1.1873
S3 1.1797 1.1819 1.1870
S4 1.1756 1.1778 1.1858
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2499 1.2411 1.1989
R3 1.2269 1.2181 1.1925
R2 1.2039 1.2039 1.1904
R1 1.1951 1.1951 1.1883 1.1995
PP 1.1809 1.1809 1.1809 1.1832
S1 1.1721 1.1721 1.1841 1.1765
S2 1.1579 1.1579 1.1820
S3 1.1349 1.1491 1.1799
S4 1.1119 1.1261 1.1736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1899 1.1672 0.0227 1.9% 0.0103 0.9% 92% True False 104,671
10 1.2077 1.1648 0.0429 3.6% 0.0123 1.0% 54% False False 128,410
20 1.2077 1.1648 0.0429 3.6% 0.0115 1.0% 54% False False 85,725
40 1.2077 1.1570 0.0507 4.3% 0.0116 1.0% 61% False False 43,125
60 1.2077 1.1246 0.0831 7.0% 0.0109 0.9% 76% False False 28,803
80 1.2077 1.0909 0.1168 9.8% 0.0095 0.8% 83% False False 21,610
100 1.2077 1.0761 0.1316 11.1% 0.0081 0.7% 85% False False 17,290
120 1.2077 1.0583 0.1494 12.6% 0.0072 0.6% 87% False False 14,410
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2073
2.618 1.2006
1.618 1.1965
1.000 1.1940
0.618 1.1924
HIGH 1.1899
0.618 1.1883
0.500 1.1879
0.382 1.1874
LOW 1.1858
0.618 1.1833
1.000 1.1817
1.618 1.1792
2.618 1.1751
4.250 1.1684
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 1.1880 1.1857
PP 1.1879 1.1833
S1 1.1879 1.1809

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

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