ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
87.000 |
86.365 |
-0.635 |
-0.7% |
88.900 |
High |
87.175 |
86.705 |
-0.470 |
-0.5% |
89.220 |
Low |
86.190 |
86.210 |
0.020 |
0.0% |
86.700 |
Close |
86.290 |
86.386 |
0.096 |
0.1% |
87.920 |
Range |
0.985 |
0.495 |
-0.490 |
-49.7% |
2.520 |
ATR |
0.959 |
0.926 |
-0.033 |
-3.5% |
0.000 |
Volume |
23,278 |
15,942 |
-7,336 |
-31.5% |
49,726 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.919 |
87.647 |
86.658 |
|
R3 |
87.424 |
87.152 |
86.522 |
|
R2 |
86.929 |
86.929 |
86.477 |
|
R1 |
86.657 |
86.657 |
86.431 |
86.793 |
PP |
86.434 |
86.434 |
86.434 |
86.502 |
S1 |
86.162 |
86.162 |
86.341 |
86.298 |
S2 |
85.939 |
85.939 |
86.295 |
|
S3 |
85.444 |
85.667 |
86.250 |
|
S4 |
84.949 |
85.172 |
86.114 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.507 |
94.233 |
89.306 |
|
R3 |
92.987 |
91.713 |
88.613 |
|
R2 |
90.467 |
90.467 |
88.382 |
|
R1 |
89.193 |
89.193 |
88.151 |
88.570 |
PP |
87.947 |
87.947 |
87.947 |
87.635 |
S1 |
86.673 |
86.673 |
87.689 |
86.050 |
S2 |
85.427 |
85.427 |
87.458 |
|
S3 |
82.907 |
84.153 |
87.227 |
|
S4 |
80.387 |
81.633 |
86.534 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.570 |
86.190 |
2.380 |
2.8% |
1.076 |
1.2% |
8% |
False |
False |
22,174 |
10 |
89.220 |
86.190 |
3.030 |
3.5% |
0.997 |
1.2% |
6% |
False |
False |
12,723 |
20 |
89.220 |
85.750 |
3.470 |
4.0% |
0.927 |
1.1% |
18% |
False |
False |
6,428 |
40 |
89.220 |
81.440 |
7.780 |
9.0% |
0.837 |
1.0% |
64% |
False |
False |
3,277 |
60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.673 |
0.8% |
67% |
False |
False |
2,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.809 |
2.618 |
88.001 |
1.618 |
87.506 |
1.000 |
87.200 |
0.618 |
87.011 |
HIGH |
86.705 |
0.618 |
86.516 |
0.500 |
86.458 |
0.382 |
86.399 |
LOW |
86.210 |
0.618 |
85.904 |
1.000 |
85.715 |
1.618 |
85.409 |
2.618 |
84.914 |
4.250 |
84.106 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
86.458 |
86.943 |
PP |
86.434 |
86.757 |
S1 |
86.410 |
86.572 |
|