ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
85.580 |
85.910 |
0.330 |
0.4% |
85.670 |
High |
86.065 |
86.600 |
0.535 |
0.6% |
86.710 |
Low |
85.475 |
85.910 |
0.435 |
0.5% |
85.360 |
Close |
85.922 |
86.340 |
0.418 |
0.5% |
85.579 |
Range |
0.590 |
0.690 |
0.100 |
16.9% |
1.350 |
ATR |
0.829 |
0.819 |
-0.010 |
-1.2% |
0.000 |
Volume |
18,523 |
15,186 |
-3,337 |
-18.0% |
85,723 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.353 |
88.037 |
86.720 |
|
R3 |
87.663 |
87.347 |
86.530 |
|
R2 |
86.973 |
86.973 |
86.467 |
|
R1 |
86.657 |
86.657 |
86.403 |
86.815 |
PP |
86.283 |
86.283 |
86.283 |
86.363 |
S1 |
85.967 |
85.967 |
86.277 |
86.125 |
S2 |
85.593 |
85.593 |
86.214 |
|
S3 |
84.903 |
85.277 |
86.150 |
|
S4 |
84.213 |
84.587 |
85.961 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.933 |
89.106 |
86.322 |
|
R3 |
88.583 |
87.756 |
85.950 |
|
R2 |
87.233 |
87.233 |
85.827 |
|
R1 |
86.406 |
86.406 |
85.703 |
86.145 |
PP |
85.883 |
85.883 |
85.883 |
85.752 |
S1 |
85.056 |
85.056 |
85.455 |
84.795 |
S2 |
84.533 |
84.533 |
85.332 |
|
S3 |
83.183 |
83.706 |
85.208 |
|
S4 |
81.833 |
82.356 |
84.837 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.710 |
85.475 |
1.235 |
1.4% |
0.715 |
0.8% |
70% |
False |
False |
18,406 |
10 |
86.810 |
85.360 |
1.450 |
1.7% |
0.690 |
0.8% |
68% |
False |
False |
17,165 |
20 |
89.220 |
85.360 |
3.860 |
4.5% |
0.842 |
1.0% |
25% |
False |
False |
14,163 |
40 |
89.220 |
83.405 |
5.815 |
6.7% |
0.864 |
1.0% |
50% |
False |
False |
7,132 |
60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.727 |
0.8% |
67% |
False |
False |
4,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.533 |
2.618 |
88.406 |
1.618 |
87.716 |
1.000 |
87.290 |
0.618 |
87.026 |
HIGH |
86.600 |
0.618 |
86.336 |
0.500 |
86.255 |
0.382 |
86.174 |
LOW |
85.910 |
0.618 |
85.484 |
1.000 |
85.220 |
1.618 |
84.794 |
2.618 |
84.104 |
4.250 |
82.978 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
86.312 |
86.239 |
PP |
86.283 |
86.138 |
S1 |
86.255 |
86.038 |
|