ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
86.210 |
86.400 |
0.190 |
0.2% |
87.620 |
High |
86.545 |
86.710 |
0.165 |
0.2% |
87.695 |
Low |
86.045 |
85.905 |
-0.140 |
-0.2% |
85.735 |
Close |
86.408 |
86.048 |
-0.360 |
-0.4% |
85.976 |
Range |
0.500 |
0.805 |
0.305 |
61.0% |
1.960 |
ATR |
0.867 |
0.863 |
-0.004 |
-0.5% |
0.000 |
Volume |
18,978 |
15,331 |
-3,647 |
-19.2% |
109,920 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.636 |
88.147 |
86.491 |
|
R3 |
87.831 |
87.342 |
86.269 |
|
R2 |
87.026 |
87.026 |
86.196 |
|
R1 |
86.537 |
86.537 |
86.122 |
86.379 |
PP |
86.221 |
86.221 |
86.221 |
86.142 |
S1 |
85.732 |
85.732 |
85.974 |
85.574 |
S2 |
85.416 |
85.416 |
85.900 |
|
S3 |
84.611 |
84.927 |
85.827 |
|
S4 |
83.806 |
84.122 |
85.605 |
|
|
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% |
0.726 |
0.8% |
47% |
False |
False |
15,803 |
10 |
88.570 |
85.360 |
3.210 |
3.7% |
0.901 |
1.0% |
21% |
False |
False |
18,988 |
20 |
89.220 |
85.360 |
3.860 |
4.5% |
0.885 |
1.0% |
18% |
False |
False |
10,358 |
40 |
89.220 |
82.065 |
7.155 |
8.3% |
0.844 |
1.0% |
56% |
False |
False |
5,226 |
60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.696 |
0.8% |
64% |
False |
False |
3,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.131 |
2.618 |
88.817 |
1.618 |
88.012 |
1.000 |
87.515 |
0.618 |
87.207 |
HIGH |
86.710 |
0.618 |
86.402 |
0.500 |
86.308 |
0.382 |
86.213 |
LOW |
85.905 |
0.618 |
85.408 |
1.000 |
85.100 |
1.618 |
84.603 |
2.618 |
83.798 |
4.250 |
82.484 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
86.308 |
86.044 |
PP |
86.221 |
86.039 |
S1 |
86.135 |
86.035 |
|