ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
84.855 |
84.950 |
0.095 |
0.1% |
85.580 |
High |
85.010 |
85.075 |
0.065 |
0.1% |
86.600 |
Low |
84.360 |
84.040 |
-0.320 |
-0.4% |
84.360 |
Close |
84.670 |
84.306 |
-0.364 |
-0.4% |
84.670 |
Range |
0.650 |
1.035 |
0.385 |
59.2% |
2.240 |
ATR |
0.869 |
0.881 |
0.012 |
1.4% |
0.000 |
Volume |
35,976 |
1,568 |
-34,408 |
-95.6% |
107,522 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.579 |
86.977 |
84.875 |
|
R3 |
86.544 |
85.942 |
84.591 |
|
R2 |
85.509 |
85.509 |
84.496 |
|
R1 |
84.907 |
84.907 |
84.401 |
84.691 |
PP |
84.474 |
84.474 |
84.474 |
84.365 |
S1 |
83.872 |
83.872 |
84.211 |
83.656 |
S2 |
83.439 |
83.439 |
84.116 |
|
S3 |
82.404 |
82.837 |
84.021 |
|
S4 |
81.369 |
81.802 |
83.737 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.930 |
90.540 |
85.902 |
|
R3 |
89.690 |
88.300 |
85.286 |
|
R2 |
87.450 |
87.450 |
85.081 |
|
R1 |
86.060 |
86.060 |
84.875 |
85.635 |
PP |
85.210 |
85.210 |
85.210 |
84.998 |
S1 |
83.820 |
83.820 |
84.465 |
83.395 |
S2 |
82.970 |
82.970 |
84.259 |
|
S3 |
80.730 |
81.580 |
84.054 |
|
S4 |
78.490 |
79.340 |
83.438 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.600 |
84.040 |
2.560 |
3.0% |
0.988 |
1.2% |
10% |
False |
True |
18,113 |
10 |
86.710 |
84.040 |
2.670 |
3.2% |
0.833 |
1.0% |
10% |
False |
True |
18,638 |
20 |
89.100 |
84.040 |
5.060 |
6.0% |
0.881 |
1.0% |
5% |
False |
True |
17,555 |
40 |
89.220 |
84.040 |
5.180 |
6.1% |
0.870 |
1.0% |
5% |
False |
True |
9,005 |
60 |
89.220 |
80.510 |
8.710 |
10.3% |
0.769 |
0.9% |
44% |
False |
False |
6,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.474 |
2.618 |
87.785 |
1.618 |
86.750 |
1.000 |
86.110 |
0.618 |
85.715 |
HIGH |
85.075 |
0.618 |
84.680 |
0.500 |
84.558 |
0.382 |
84.435 |
LOW |
84.040 |
0.618 |
83.400 |
1.000 |
83.005 |
1.618 |
82.365 |
2.618 |
81.330 |
4.250 |
79.641 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
84.558 |
85.293 |
PP |
84.474 |
84.964 |
S1 |
84.390 |
84.635 |
|