ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
88.655 |
88.410 |
-0.245 |
-0.3% |
87.120 |
High |
88.905 |
88.570 |
-0.335 |
-0.4% |
88.920 |
Low |
87.915 |
86.700 |
-1.215 |
-1.4% |
86.595 |
Close |
88.414 |
87.650 |
-0.764 |
-0.9% |
88.905 |
Range |
0.990 |
1.870 |
0.880 |
88.9% |
2.325 |
ATR |
0.855 |
0.928 |
0.072 |
8.5% |
0.000 |
Volume |
5,144 |
11,909 |
6,765 |
131.5% |
4,494 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.250 |
92.320 |
88.679 |
|
R3 |
91.380 |
90.450 |
88.164 |
|
R2 |
89.510 |
89.510 |
87.993 |
|
R1 |
88.580 |
88.580 |
87.821 |
88.110 |
PP |
87.640 |
87.640 |
87.640 |
87.405 |
S1 |
86.710 |
86.710 |
87.479 |
86.240 |
S2 |
85.770 |
85.770 |
87.307 |
|
S3 |
83.900 |
84.840 |
87.136 |
|
S4 |
82.030 |
82.970 |
86.622 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.115 |
94.335 |
90.184 |
|
R3 |
92.790 |
92.010 |
89.544 |
|
R2 |
90.465 |
90.465 |
89.331 |
|
R1 |
89.685 |
89.685 |
89.118 |
90.075 |
PP |
88.140 |
88.140 |
88.140 |
88.335 |
S1 |
87.360 |
87.360 |
88.692 |
87.750 |
S2 |
85.815 |
85.815 |
88.479 |
|
S3 |
83.490 |
85.035 |
88.266 |
|
S4 |
81.165 |
82.710 |
87.626 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.220 |
86.700 |
2.520 |
2.9% |
1.102 |
1.3% |
38% |
False |
True |
5,548 |
10 |
89.220 |
86.290 |
2.930 |
3.3% |
0.944 |
1.1% |
46% |
False |
False |
2,915 |
20 |
89.220 |
85.750 |
3.470 |
4.0% |
0.971 |
1.1% |
55% |
False |
False |
1,497 |
40 |
89.220 |
80.940 |
8.280 |
9.4% |
0.774 |
0.9% |
81% |
False |
False |
813 |
60 |
89.220 |
80.510 |
8.710 |
9.9% |
0.631 |
0.7% |
82% |
False |
False |
564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.518 |
2.618 |
93.466 |
1.618 |
91.596 |
1.000 |
90.440 |
0.618 |
89.726 |
HIGH |
88.570 |
0.618 |
87.856 |
0.500 |
87.635 |
0.382 |
87.414 |
LOW |
86.700 |
0.618 |
85.544 |
1.000 |
84.830 |
1.618 |
83.674 |
2.618 |
81.804 |
4.250 |
78.753 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
87.645 |
87.900 |
PP |
87.640 |
87.817 |
S1 |
87.635 |
87.733 |
|