ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 26-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
82.690 |
82.700 |
0.010 |
0.0% |
82.790 |
High |
83.220 |
82.815 |
-0.405 |
-0.5% |
83.640 |
Low |
82.390 |
82.135 |
-0.255 |
-0.3% |
82.355 |
Close |
82.629 |
82.242 |
-0.387 |
-0.5% |
82.629 |
Range |
0.830 |
0.680 |
-0.150 |
-18.1% |
1.285 |
ATR |
0.811 |
0.801 |
-0.009 |
-1.2% |
0.000 |
Volume |
20,993 |
25,576 |
4,583 |
21.8% |
98,098 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.437 |
84.020 |
82.616 |
|
R3 |
83.757 |
83.340 |
82.429 |
|
R2 |
83.077 |
83.077 |
82.367 |
|
R1 |
82.660 |
82.660 |
82.304 |
82.529 |
PP |
82.397 |
82.397 |
82.397 |
82.332 |
S1 |
81.980 |
81.980 |
82.180 |
81.849 |
S2 |
81.717 |
81.717 |
82.117 |
|
S3 |
81.037 |
81.300 |
82.055 |
|
S4 |
80.357 |
80.620 |
81.868 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.730 |
85.964 |
83.336 |
|
R3 |
85.445 |
84.679 |
82.982 |
|
R2 |
84.160 |
84.160 |
82.865 |
|
R1 |
83.394 |
83.394 |
82.747 |
83.135 |
PP |
82.875 |
82.875 |
82.875 |
82.745 |
S1 |
82.109 |
82.109 |
82.511 |
81.850 |
S2 |
81.590 |
81.590 |
82.393 |
|
S3 |
80.305 |
80.824 |
82.276 |
|
S4 |
79.020 |
79.539 |
81.922 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.640 |
82.135 |
1.505 |
1.8% |
0.842 |
1.0% |
7% |
False |
True |
20,313 |
10 |
84.725 |
82.135 |
2.590 |
3.1% |
0.820 |
1.0% |
4% |
False |
True |
20,395 |
20 |
86.600 |
82.135 |
4.465 |
5.4% |
0.788 |
1.0% |
2% |
False |
True |
19,263 |
40 |
89.220 |
82.135 |
7.085 |
8.6% |
0.822 |
1.0% |
2% |
False |
True |
15,878 |
60 |
89.220 |
82.135 |
7.085 |
8.6% |
0.840 |
1.0% |
2% |
False |
True |
10,615 |
80 |
89.220 |
80.510 |
8.710 |
10.6% |
0.734 |
0.9% |
20% |
False |
False |
7,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.705 |
2.618 |
84.595 |
1.618 |
83.915 |
1.000 |
83.495 |
0.618 |
83.235 |
HIGH |
82.815 |
0.618 |
82.555 |
0.500 |
82.475 |
0.382 |
82.395 |
LOW |
82.135 |
0.618 |
81.715 |
1.000 |
81.455 |
1.618 |
81.035 |
2.618 |
80.355 |
4.250 |
79.245 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
82.475 |
82.840 |
PP |
82.397 |
82.641 |
S1 |
82.320 |
82.441 |
|