ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 27-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
82.700 |
82.230 |
-0.470 |
-0.6% |
82.790 |
High |
82.815 |
82.530 |
-0.285 |
-0.3% |
83.640 |
Low |
82.135 |
81.970 |
-0.165 |
-0.2% |
82.355 |
Close |
82.242 |
82.328 |
0.086 |
0.1% |
82.629 |
Range |
0.680 |
0.560 |
-0.120 |
-17.6% |
1.285 |
ATR |
0.801 |
0.784 |
-0.017 |
-2.2% |
0.000 |
Volume |
25,576 |
15,841 |
-9,735 |
-38.1% |
98,098 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.956 |
83.702 |
82.636 |
|
R3 |
83.396 |
83.142 |
82.482 |
|
R2 |
82.836 |
82.836 |
82.431 |
|
R1 |
82.582 |
82.582 |
82.379 |
82.709 |
PP |
82.276 |
82.276 |
82.276 |
82.340 |
S1 |
82.022 |
82.022 |
82.277 |
82.149 |
S2 |
81.716 |
81.716 |
82.225 |
|
S3 |
81.156 |
81.462 |
82.174 |
|
S4 |
80.596 |
80.902 |
82.020 |
|
|
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 |
81.970 |
1.670 |
2.0% |
0.771 |
0.9% |
21% |
False |
True |
19,732 |
10 |
83.875 |
81.970 |
1.905 |
2.3% |
0.758 |
0.9% |
19% |
False |
True |
20,709 |
20 |
86.600 |
81.970 |
4.630 |
5.6% |
0.786 |
1.0% |
8% |
False |
True |
19,129 |
40 |
89.220 |
81.970 |
7.250 |
8.8% |
0.829 |
1.0% |
5% |
False |
True |
16,267 |
60 |
89.220 |
81.970 |
7.250 |
8.8% |
0.841 |
1.0% |
5% |
False |
True |
10,879 |
80 |
89.220 |
80.510 |
8.710 |
10.6% |
0.737 |
0.9% |
21% |
False |
False |
8,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.910 |
2.618 |
83.996 |
1.618 |
83.436 |
1.000 |
83.090 |
0.618 |
82.876 |
HIGH |
82.530 |
0.618 |
82.316 |
0.500 |
82.250 |
0.382 |
82.184 |
LOW |
81.970 |
0.618 |
81.624 |
1.000 |
81.410 |
1.618 |
81.064 |
2.618 |
80.504 |
4.250 |
79.590 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
82.302 |
82.595 |
PP |
82.276 |
82.506 |
S1 |
82.250 |
82.417 |
|