ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
84.195 |
83.995 |
-0.200 |
-0.2% |
84.950 |
High |
84.245 |
84.315 |
0.070 |
0.1% |
85.075 |
Low |
83.880 |
83.835 |
-0.045 |
-0.1% |
83.835 |
Close |
84.036 |
84.152 |
0.116 |
0.1% |
84.152 |
Range |
0.365 |
0.480 |
0.115 |
31.5% |
1.240 |
ATR |
0.827 |
0.803 |
-0.025 |
-3.0% |
0.000 |
Volume |
19,011 |
17,824 |
-1,187 |
-6.2% |
57,568 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.541 |
85.326 |
84.416 |
|
R3 |
85.061 |
84.846 |
84.284 |
|
R2 |
84.581 |
84.581 |
84.240 |
|
R1 |
84.366 |
84.366 |
84.196 |
84.474 |
PP |
84.101 |
84.101 |
84.101 |
84.154 |
S1 |
83.886 |
83.886 |
84.108 |
83.994 |
S2 |
83.621 |
83.621 |
84.064 |
|
S3 |
83.141 |
83.406 |
84.020 |
|
S4 |
82.661 |
82.926 |
83.888 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.074 |
87.353 |
84.834 |
|
R3 |
86.834 |
86.113 |
84.493 |
|
R2 |
85.594 |
85.594 |
84.379 |
|
R1 |
84.873 |
84.873 |
84.266 |
84.614 |
PP |
84.354 |
84.354 |
84.354 |
84.224 |
S1 |
83.633 |
83.633 |
84.038 |
83.374 |
S2 |
83.114 |
83.114 |
83.925 |
|
S3 |
81.874 |
82.393 |
83.811 |
|
S4 |
80.634 |
81.153 |
83.470 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.075 |
83.835 |
1.240 |
1.5% |
0.632 |
0.8% |
26% |
False |
True |
18,708 |
10 |
86.600 |
83.835 |
2.765 |
3.3% |
0.790 |
0.9% |
11% |
False |
True |
18,375 |
20 |
88.140 |
83.835 |
4.305 |
5.1% |
0.782 |
0.9% |
7% |
False |
True |
19,302 |
40 |
89.220 |
83.835 |
5.385 |
6.4% |
0.876 |
1.0% |
6% |
False |
True |
10,400 |
60 |
89.220 |
80.940 |
8.280 |
9.8% |
0.776 |
0.9% |
39% |
False |
False |
6,976 |
80 |
89.220 |
80.510 |
8.710 |
10.4% |
0.668 |
0.8% |
42% |
False |
False |
5,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.355 |
2.618 |
85.572 |
1.618 |
85.092 |
1.000 |
84.795 |
0.618 |
84.612 |
HIGH |
84.315 |
0.618 |
84.132 |
0.500 |
84.075 |
0.382 |
84.018 |
LOW |
83.835 |
0.618 |
83.538 |
1.000 |
83.355 |
1.618 |
83.058 |
2.618 |
82.578 |
4.250 |
81.795 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
84.126 |
84.215 |
PP |
84.101 |
84.194 |
S1 |
84.075 |
84.173 |
|