ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
86.480 |
86.450 |
-0.030 |
0.0% |
85.670 |
High |
86.570 |
86.545 |
-0.025 |
0.0% |
86.710 |
Low |
85.875 |
84.675 |
-1.200 |
-1.4% |
85.360 |
Close |
86.281 |
84.984 |
-1.297 |
-1.5% |
85.579 |
Range |
0.695 |
1.870 |
1.175 |
169.1% |
1.350 |
ATR |
0.810 |
0.886 |
0.076 |
9.3% |
0.000 |
Volume |
19,946 |
17,891 |
-2,055 |
-10.3% |
85,723 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.011 |
89.868 |
86.013 |
|
R3 |
89.141 |
87.998 |
85.498 |
|
R2 |
87.271 |
87.271 |
85.327 |
|
R1 |
86.128 |
86.128 |
85.155 |
85.765 |
PP |
85.401 |
85.401 |
85.401 |
85.220 |
S1 |
84.258 |
84.258 |
84.813 |
83.895 |
S2 |
83.531 |
83.531 |
84.641 |
|
S3 |
81.661 |
82.388 |
84.470 |
|
S4 |
79.791 |
80.518 |
83.956 |
|
|
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 |
86.600 |
84.675 |
1.925 |
2.3% |
0.948 |
1.1% |
16% |
False |
True |
18,043 |
10 |
86.710 |
84.675 |
2.035 |
2.4% |
0.795 |
0.9% |
15% |
False |
True |
17,821 |
20 |
89.220 |
84.675 |
4.545 |
5.3% |
0.899 |
1.1% |
7% |
False |
True |
16,012 |
40 |
89.220 |
83.405 |
5.815 |
6.8% |
0.883 |
1.0% |
27% |
False |
False |
8,073 |
60 |
89.220 |
80.510 |
8.710 |
10.2% |
0.760 |
0.9% |
51% |
False |
False |
5,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.493 |
2.618 |
91.441 |
1.618 |
89.571 |
1.000 |
88.415 |
0.618 |
87.701 |
HIGH |
86.545 |
0.618 |
85.831 |
0.500 |
85.610 |
0.382 |
85.389 |
LOW |
84.675 |
0.618 |
83.519 |
1.000 |
82.805 |
1.618 |
81.649 |
2.618 |
79.779 |
4.250 |
76.728 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
85.610 |
85.638 |
PP |
85.401 |
85.420 |
S1 |
85.193 |
85.202 |
|