ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
85.670 |
86.210 |
0.540 |
0.6% |
87.620 |
High |
86.345 |
86.545 |
0.200 |
0.2% |
87.695 |
Low |
85.360 |
86.045 |
0.685 |
0.8% |
85.735 |
Close |
86.239 |
86.408 |
0.169 |
0.2% |
85.976 |
Range |
0.985 |
0.500 |
-0.485 |
-49.2% |
1.960 |
ATR |
0.896 |
0.867 |
-0.028 |
-3.2% |
0.000 |
Volume |
8,424 |
18,978 |
10,554 |
125.3% |
109,920 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.833 |
87.620 |
86.683 |
|
R3 |
87.333 |
87.120 |
86.546 |
|
R2 |
86.833 |
86.833 |
86.500 |
|
R1 |
86.620 |
86.620 |
86.454 |
86.727 |
PP |
86.333 |
86.333 |
86.333 |
86.386 |
S1 |
86.120 |
86.120 |
86.362 |
86.227 |
S2 |
85.833 |
85.833 |
86.316 |
|
S3 |
85.333 |
85.620 |
86.271 |
|
S4 |
84.833 |
85.120 |
86.133 |
|
|
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 |
86.810 |
85.360 |
1.450 |
1.7% |
0.664 |
0.8% |
72% |
False |
False |
15,925 |
10 |
88.905 |
85.360 |
3.545 |
4.1% |
0.920 |
1.1% |
30% |
False |
False |
17,969 |
20 |
89.220 |
85.360 |
3.860 |
4.5% |
0.883 |
1.0% |
27% |
False |
False |
9,596 |
40 |
89.220 |
82.065 |
7.155 |
8.3% |
0.835 |
1.0% |
61% |
False |
False |
4,854 |
60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.696 |
0.8% |
68% |
False |
False |
3,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.670 |
2.618 |
87.854 |
1.618 |
87.354 |
1.000 |
87.045 |
0.618 |
86.854 |
HIGH |
86.545 |
0.618 |
86.354 |
0.500 |
86.295 |
0.382 |
86.236 |
LOW |
86.045 |
0.618 |
85.736 |
1.000 |
85.545 |
1.618 |
85.236 |
2.618 |
84.736 |
4.250 |
83.920 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
86.370 |
86.256 |
PP |
86.333 |
86.104 |
S1 |
86.295 |
85.953 |
|