ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
86.400 |
86.130 |
-0.270 |
-0.3% |
87.620 |
High |
86.710 |
86.280 |
-0.430 |
-0.5% |
87.695 |
Low |
85.905 |
85.685 |
-0.220 |
-0.3% |
85.735 |
Close |
86.048 |
86.017 |
-0.031 |
0.0% |
85.976 |
Range |
0.805 |
0.595 |
-0.210 |
-26.1% |
1.960 |
ATR |
0.863 |
0.844 |
-0.019 |
-2.2% |
0.000 |
Volume |
15,331 |
24,321 |
8,990 |
58.6% |
109,920 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.779 |
87.493 |
86.344 |
|
R3 |
87.184 |
86.898 |
86.181 |
|
R2 |
86.589 |
86.589 |
86.126 |
|
R1 |
86.303 |
86.303 |
86.072 |
86.149 |
PP |
85.994 |
85.994 |
85.994 |
85.917 |
S1 |
85.708 |
85.708 |
85.962 |
85.554 |
S2 |
85.399 |
85.399 |
85.908 |
|
S3 |
84.804 |
85.113 |
85.853 |
|
S4 |
84.209 |
84.518 |
85.690 |
|
|
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 |
86.710 |
85.360 |
1.350 |
1.6% |
0.642 |
0.7% |
49% |
False |
False |
17,600 |
10 |
88.140 |
85.360 |
2.780 |
3.2% |
0.774 |
0.9% |
24% |
False |
False |
20,229 |
20 |
89.220 |
85.360 |
3.860 |
4.5% |
0.859 |
1.0% |
17% |
False |
False |
11,572 |
40 |
89.220 |
82.065 |
7.155 |
8.3% |
0.852 |
1.0% |
55% |
False |
False |
5,831 |
60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.701 |
0.8% |
63% |
False |
False |
3,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.809 |
2.618 |
87.838 |
1.618 |
87.243 |
1.000 |
86.875 |
0.618 |
86.648 |
HIGH |
86.280 |
0.618 |
86.053 |
0.500 |
85.983 |
0.382 |
85.912 |
LOW |
85.685 |
0.618 |
85.317 |
1.000 |
85.090 |
1.618 |
84.722 |
2.618 |
84.127 |
4.250 |
83.156 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
86.006 |
86.198 |
PP |
85.994 |
86.137 |
S1 |
85.983 |
86.077 |
|