ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
82.610 |
82.790 |
0.180 |
0.2% |
84.080 |
High |
82.795 |
82.995 |
0.200 |
0.2% |
84.725 |
Low |
82.250 |
82.500 |
0.250 |
0.3% |
82.250 |
Close |
82.658 |
82.705 |
0.047 |
0.1% |
82.658 |
Range |
0.545 |
0.495 |
-0.050 |
-9.2% |
2.475 |
ATR |
0.805 |
0.783 |
-0.022 |
-2.7% |
0.000 |
Volume |
25,133 |
22,109 |
-3,024 |
-12.0% |
96,506 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.218 |
83.957 |
82.977 |
|
R3 |
83.723 |
83.462 |
82.841 |
|
R2 |
83.228 |
83.228 |
82.796 |
|
R1 |
82.967 |
82.967 |
82.750 |
82.850 |
PP |
82.733 |
82.733 |
82.733 |
82.675 |
S1 |
82.472 |
82.472 |
82.660 |
82.355 |
S2 |
82.238 |
82.238 |
82.614 |
|
S3 |
81.743 |
81.977 |
82.569 |
|
S4 |
81.248 |
81.482 |
82.433 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.636 |
89.122 |
84.019 |
|
R3 |
88.161 |
86.647 |
83.339 |
|
R2 |
85.686 |
85.686 |
83.112 |
|
R1 |
84.172 |
84.172 |
82.885 |
83.692 |
PP |
83.211 |
83.211 |
83.211 |
82.971 |
S1 |
81.697 |
81.697 |
82.431 |
81.217 |
S2 |
80.736 |
80.736 |
82.204 |
|
S3 |
78.261 |
79.222 |
81.977 |
|
S4 |
75.786 |
76.747 |
81.297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.725 |
82.250 |
2.475 |
3.0% |
0.797 |
1.0% |
18% |
False |
False |
20,478 |
10 |
85.075 |
82.250 |
2.825 |
3.4% |
0.705 |
0.9% |
16% |
False |
False |
17,618 |
20 |
86.710 |
82.250 |
4.460 |
5.4% |
0.766 |
0.9% |
10% |
False |
False |
18,471 |
40 |
89.220 |
82.250 |
6.970 |
8.4% |
0.833 |
1.0% |
7% |
False |
False |
13,351 |
60 |
89.220 |
81.700 |
7.520 |
9.1% |
0.814 |
1.0% |
13% |
False |
False |
8,944 |
80 |
89.220 |
80.510 |
8.710 |
10.5% |
0.705 |
0.9% |
25% |
False |
False |
6,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.099 |
2.618 |
84.291 |
1.618 |
83.796 |
1.000 |
83.490 |
0.618 |
83.301 |
HIGH |
82.995 |
0.618 |
82.806 |
0.500 |
82.748 |
0.382 |
82.689 |
LOW |
82.500 |
0.618 |
82.194 |
1.000 |
82.005 |
1.618 |
81.699 |
2.618 |
81.204 |
4.250 |
80.396 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
82.748 |
82.968 |
PP |
82.733 |
82.880 |
S1 |
82.719 |
82.793 |
|