ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
83.710 |
83.590 |
-0.120 |
-0.1% |
84.950 |
High |
83.875 |
83.685 |
-0.190 |
-0.2% |
85.075 |
Low |
83.365 |
82.430 |
-0.935 |
-1.1% |
83.835 |
Close |
83.598 |
82.743 |
-0.855 |
-1.0% |
84.152 |
Range |
0.510 |
1.255 |
0.745 |
146.1% |
1.240 |
ATR |
0.792 |
0.825 |
0.033 |
4.2% |
0.000 |
Volume |
25,676 |
16,766 |
-8,910 |
-34.7% |
57,568 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.718 |
85.985 |
83.433 |
|
R3 |
85.463 |
84.730 |
83.088 |
|
R2 |
84.208 |
84.208 |
82.973 |
|
R1 |
83.475 |
83.475 |
82.858 |
83.214 |
PP |
82.953 |
82.953 |
82.953 |
82.822 |
S1 |
82.220 |
82.220 |
82.628 |
81.959 |
S2 |
81.698 |
81.698 |
82.513 |
|
S3 |
80.443 |
80.965 |
82.398 |
|
S4 |
79.188 |
79.710 |
82.053 |
|
|
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 |
82.430 |
2.295 |
2.8% |
0.796 |
1.0% |
14% |
False |
True |
17,839 |
10 |
86.545 |
82.430 |
4.115 |
5.0% |
0.853 |
1.0% |
8% |
False |
True |
18,280 |
20 |
86.810 |
82.430 |
4.380 |
5.3% |
0.781 |
0.9% |
7% |
False |
True |
17,923 |
40 |
89.220 |
82.430 |
6.790 |
8.2% |
0.854 |
1.0% |
5% |
False |
True |
12,176 |
60 |
89.220 |
81.440 |
7.780 |
9.4% |
0.818 |
1.0% |
17% |
False |
False |
8,159 |
80 |
89.220 |
80.510 |
8.710 |
10.5% |
0.700 |
0.8% |
26% |
False |
False |
6,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.019 |
2.618 |
86.971 |
1.618 |
85.716 |
1.000 |
84.940 |
0.618 |
84.461 |
HIGH |
83.685 |
0.618 |
83.206 |
0.500 |
83.058 |
0.382 |
82.909 |
LOW |
82.430 |
0.618 |
81.654 |
1.000 |
81.175 |
1.618 |
80.399 |
2.618 |
79.144 |
4.250 |
77.096 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
83.058 |
83.578 |
PP |
82.953 |
83.299 |
S1 |
82.848 |
83.021 |
|