ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
85.925 |
85.670 |
-0.255 |
-0.3% |
87.620 |
High |
86.060 |
86.345 |
0.285 |
0.3% |
87.695 |
Low |
85.735 |
85.360 |
-0.375 |
-0.4% |
85.735 |
Close |
85.976 |
86.239 |
0.263 |
0.3% |
85.976 |
Range |
0.325 |
0.985 |
0.660 |
203.1% |
1.960 |
ATR |
0.889 |
0.896 |
0.007 |
0.8% |
0.000 |
Volume |
20,949 |
8,424 |
-12,525 |
-59.8% |
109,920 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.936 |
88.573 |
86.781 |
|
R3 |
87.951 |
87.588 |
86.510 |
|
R2 |
86.966 |
86.966 |
86.420 |
|
R1 |
86.603 |
86.603 |
86.329 |
86.785 |
PP |
85.981 |
85.981 |
85.981 |
86.072 |
S1 |
85.618 |
85.618 |
86.149 |
85.800 |
S2 |
84.996 |
84.996 |
86.058 |
|
S3 |
84.011 |
84.633 |
85.968 |
|
S4 |
83.026 |
83.648 |
85.697 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.349 |
91.122 |
87.054 |
|
R3 |
90.389 |
89.162 |
86.515 |
|
R2 |
88.429 |
88.429 |
86.335 |
|
R1 |
87.202 |
87.202 |
86.156 |
86.836 |
PP |
86.469 |
86.469 |
86.469 |
86.285 |
S1 |
85.242 |
85.242 |
85.796 |
84.876 |
S2 |
84.509 |
84.509 |
85.617 |
|
S3 |
82.549 |
83.282 |
85.437 |
|
S4 |
80.589 |
81.322 |
84.898 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.175 |
85.360 |
1.815 |
2.1% |
0.761 |
0.9% |
48% |
False |
True |
16,785 |
10 |
89.100 |
85.360 |
3.740 |
4.3% |
0.930 |
1.1% |
24% |
False |
True |
16,472 |
20 |
89.220 |
85.360 |
3.860 |
4.5% |
0.905 |
1.0% |
23% |
False |
True |
8,649 |
40 |
89.220 |
81.720 |
7.500 |
8.7% |
0.853 |
1.0% |
60% |
False |
False |
4,386 |
60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.695 |
0.8% |
66% |
False |
False |
2,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.531 |
2.618 |
88.924 |
1.618 |
87.939 |
1.000 |
87.330 |
0.618 |
86.954 |
HIGH |
86.345 |
0.618 |
85.969 |
0.500 |
85.853 |
0.382 |
85.736 |
LOW |
85.360 |
0.618 |
84.751 |
1.000 |
84.375 |
1.618 |
83.766 |
2.618 |
82.781 |
4.250 |
81.174 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
86.110 |
86.188 |
PP |
85.981 |
86.136 |
S1 |
85.853 |
86.085 |
|