ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
84.080 |
84.425 |
0.345 |
0.4% |
84.950 |
High |
84.635 |
84.725 |
0.090 |
0.1% |
85.075 |
Low |
84.080 |
83.545 |
-0.535 |
-0.6% |
83.835 |
Close |
84.407 |
83.821 |
-0.586 |
-0.7% |
84.152 |
Range |
0.555 |
1.180 |
0.625 |
112.6% |
1.240 |
ATR |
0.785 |
0.813 |
0.028 |
3.6% |
0.000 |
Volume |
16,225 |
12,706 |
-3,519 |
-21.7% |
57,568 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.570 |
86.876 |
84.470 |
|
R3 |
86.390 |
85.696 |
84.146 |
|
R2 |
85.210 |
85.210 |
84.037 |
|
R1 |
84.516 |
84.516 |
83.929 |
84.273 |
PP |
84.030 |
84.030 |
84.030 |
83.909 |
S1 |
83.336 |
83.336 |
83.713 |
83.093 |
S2 |
82.850 |
82.850 |
83.605 |
|
S3 |
81.670 |
82.156 |
83.497 |
|
S4 |
80.490 |
80.976 |
83.172 |
|
|
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 |
84.725 |
83.545 |
1.180 |
1.4% |
0.642 |
0.8% |
23% |
True |
True |
16,986 |
10 |
86.600 |
83.545 |
3.055 |
3.6% |
0.815 |
1.0% |
9% |
False |
True |
17,549 |
20 |
87.175 |
83.545 |
3.630 |
4.3% |
0.767 |
0.9% |
8% |
False |
True |
17,762 |
40 |
89.220 |
83.545 |
5.675 |
6.8% |
0.875 |
1.0% |
5% |
False |
True |
11,120 |
60 |
89.220 |
81.265 |
7.955 |
9.5% |
0.795 |
0.9% |
32% |
False |
False |
7,455 |
80 |
89.220 |
80.510 |
8.710 |
10.4% |
0.679 |
0.8% |
38% |
False |
False |
5,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.740 |
2.618 |
87.814 |
1.618 |
86.634 |
1.000 |
85.905 |
0.618 |
85.454 |
HIGH |
84.725 |
0.618 |
84.274 |
0.500 |
84.135 |
0.382 |
83.996 |
LOW |
83.545 |
0.618 |
82.816 |
1.000 |
82.365 |
1.618 |
81.636 |
2.618 |
80.456 |
4.250 |
78.530 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
84.135 |
84.135 |
PP |
84.030 |
84.030 |
S1 |
83.926 |
83.926 |
|