ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 28-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
82.230 |
82.305 |
0.075 |
0.1% |
82.790 |
High |
82.530 |
82.425 |
-0.105 |
-0.1% |
83.640 |
Low |
81.970 |
82.070 |
0.100 |
0.1% |
82.355 |
Close |
82.328 |
82.310 |
-0.018 |
0.0% |
82.629 |
Range |
0.560 |
0.355 |
-0.205 |
-36.6% |
1.285 |
ATR |
0.784 |
0.754 |
-0.031 |
-3.9% |
0.000 |
Volume |
15,841 |
15,674 |
-167 |
-1.1% |
98,098 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.333 |
83.177 |
82.505 |
|
R3 |
82.978 |
82.822 |
82.408 |
|
R2 |
82.623 |
82.623 |
82.375 |
|
R1 |
82.467 |
82.467 |
82.343 |
82.545 |
PP |
82.268 |
82.268 |
82.268 |
82.308 |
S1 |
82.112 |
82.112 |
82.277 |
82.190 |
S2 |
81.913 |
81.913 |
82.245 |
|
S3 |
81.558 |
81.757 |
82.212 |
|
S4 |
81.203 |
81.402 |
82.115 |
|
|
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 |
83.545 |
81.970 |
1.575 |
1.9% |
0.666 |
0.8% |
22% |
False |
False |
19,384 |
10 |
83.685 |
81.970 |
1.715 |
2.1% |
0.742 |
0.9% |
20% |
False |
False |
19,708 |
20 |
86.570 |
81.970 |
4.600 |
5.6% |
0.770 |
0.9% |
7% |
False |
False |
19,153 |
40 |
89.220 |
81.970 |
7.250 |
8.8% |
0.806 |
1.0% |
5% |
False |
False |
16,658 |
60 |
89.220 |
81.970 |
7.250 |
8.8% |
0.833 |
1.0% |
5% |
False |
False |
11,139 |
80 |
89.220 |
80.510 |
8.710 |
10.6% |
0.738 |
0.9% |
21% |
False |
False |
8,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.934 |
2.618 |
83.354 |
1.618 |
82.999 |
1.000 |
82.780 |
0.618 |
82.644 |
HIGH |
82.425 |
0.618 |
82.289 |
0.500 |
82.248 |
0.382 |
82.206 |
LOW |
82.070 |
0.618 |
81.851 |
1.000 |
81.715 |
1.618 |
81.496 |
2.618 |
81.141 |
4.250 |
80.561 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
82.289 |
82.393 |
PP |
82.268 |
82.365 |
S1 |
82.248 |
82.338 |
|