ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
84.425 |
83.710 |
-0.715 |
-0.8% |
84.950 |
High |
84.725 |
83.875 |
-0.850 |
-1.0% |
85.075 |
Low |
83.545 |
83.365 |
-0.180 |
-0.2% |
83.835 |
Close |
83.821 |
83.598 |
-0.223 |
-0.3% |
84.152 |
Range |
1.180 |
0.510 |
-0.670 |
-56.8% |
1.240 |
ATR |
0.813 |
0.792 |
-0.022 |
-2.7% |
0.000 |
Volume |
12,706 |
25,676 |
12,970 |
102.1% |
57,568 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.143 |
84.880 |
83.879 |
|
R3 |
84.633 |
84.370 |
83.738 |
|
R2 |
84.123 |
84.123 |
83.692 |
|
R1 |
83.860 |
83.860 |
83.645 |
83.737 |
PP |
83.613 |
83.613 |
83.613 |
83.551 |
S1 |
83.350 |
83.350 |
83.551 |
83.227 |
S2 |
83.103 |
83.103 |
83.505 |
|
S3 |
82.593 |
82.840 |
83.458 |
|
S4 |
82.083 |
82.330 |
83.318 |
|
|
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 |
83.365 |
1.360 |
1.6% |
0.618 |
0.7% |
17% |
False |
True |
18,288 |
10 |
86.570 |
83.365 |
3.205 |
3.8% |
0.797 |
1.0% |
7% |
False |
True |
18,598 |
20 |
86.810 |
83.365 |
3.445 |
4.1% |
0.743 |
0.9% |
7% |
False |
True |
17,882 |
40 |
89.220 |
83.365 |
5.855 |
7.0% |
0.851 |
1.0% |
4% |
False |
True |
11,760 |
60 |
89.220 |
81.430 |
7.790 |
9.3% |
0.801 |
1.0% |
28% |
False |
False |
7,880 |
80 |
89.220 |
80.510 |
8.710 |
10.4% |
0.685 |
0.8% |
35% |
False |
False |
5,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.043 |
2.618 |
85.210 |
1.618 |
84.700 |
1.000 |
84.385 |
0.618 |
84.190 |
HIGH |
83.875 |
0.618 |
83.680 |
0.500 |
83.620 |
0.382 |
83.560 |
LOW |
83.365 |
0.618 |
83.050 |
1.000 |
82.855 |
1.618 |
82.540 |
2.618 |
82.030 |
4.250 |
81.198 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
83.620 |
84.045 |
PP |
83.613 |
83.896 |
S1 |
83.605 |
83.747 |
|