ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
84.280 |
84.195 |
-0.085 |
-0.1% |
85.580 |
High |
84.595 |
84.245 |
-0.350 |
-0.4% |
86.600 |
Low |
83.965 |
83.880 |
-0.085 |
-0.1% |
84.360 |
Close |
84.038 |
84.036 |
-0.002 |
0.0% |
84.670 |
Range |
0.630 |
0.365 |
-0.265 |
-42.1% |
2.240 |
ATR |
0.863 |
0.827 |
-0.036 |
-4.1% |
0.000 |
Volume |
19,165 |
19,011 |
-154 |
-0.8% |
107,522 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.149 |
84.957 |
84.237 |
|
R3 |
84.784 |
84.592 |
84.136 |
|
R2 |
84.419 |
84.419 |
84.103 |
|
R1 |
84.227 |
84.227 |
84.069 |
84.141 |
PP |
84.054 |
84.054 |
84.054 |
84.010 |
S1 |
83.862 |
83.862 |
84.003 |
83.776 |
S2 |
83.689 |
83.689 |
83.969 |
|
S3 |
83.324 |
83.497 |
83.936 |
|
S4 |
82.959 |
83.132 |
83.835 |
|
|
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 |
86.545 |
83.880 |
2.665 |
3.2% |
0.910 |
1.1% |
6% |
False |
True |
18,722 |
10 |
86.600 |
83.880 |
2.720 |
3.2% |
0.802 |
1.0% |
6% |
False |
True |
19,025 |
20 |
88.570 |
83.880 |
4.690 |
5.6% |
0.851 |
1.0% |
3% |
False |
True |
19,007 |
40 |
89.220 |
83.880 |
5.340 |
6.4% |
0.874 |
1.0% |
3% |
False |
True |
9,955 |
60 |
89.220 |
80.675 |
8.545 |
10.2% |
0.775 |
0.9% |
39% |
False |
False |
6,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.796 |
2.618 |
85.201 |
1.618 |
84.836 |
1.000 |
84.610 |
0.618 |
84.471 |
HIGH |
84.245 |
0.618 |
84.106 |
0.500 |
84.063 |
0.382 |
84.019 |
LOW |
83.880 |
0.618 |
83.654 |
1.000 |
83.515 |
1.618 |
83.289 |
2.618 |
82.924 |
4.250 |
82.329 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
84.063 |
84.478 |
PP |
84.054 |
84.330 |
S1 |
84.045 |
84.183 |
|