ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
82.305 |
82.220 |
-0.085 |
-0.1% |
82.790 |
High |
82.425 |
82.285 |
-0.140 |
-0.2% |
83.640 |
Low |
82.070 |
81.600 |
-0.470 |
-0.6% |
82.355 |
Close |
82.310 |
81.754 |
-0.556 |
-0.7% |
82.629 |
Range |
0.355 |
0.685 |
0.330 |
93.0% |
1.285 |
ATR |
0.754 |
0.750 |
-0.003 |
-0.4% |
0.000 |
Volume |
15,674 |
14,000 |
-1,674 |
-10.7% |
98,098 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.935 |
83.529 |
82.131 |
|
R3 |
83.250 |
82.844 |
81.942 |
|
R2 |
82.565 |
82.565 |
81.880 |
|
R1 |
82.159 |
82.159 |
81.817 |
82.020 |
PP |
81.880 |
81.880 |
81.880 |
81.810 |
S1 |
81.474 |
81.474 |
81.691 |
81.335 |
S2 |
81.195 |
81.195 |
81.628 |
|
S3 |
80.510 |
80.789 |
81.566 |
|
S4 |
79.825 |
80.104 |
81.377 |
|
|
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 |
83.220 |
81.600 |
1.620 |
2.0% |
0.622 |
0.8% |
10% |
False |
True |
18,416 |
10 |
83.640 |
81.600 |
2.040 |
2.5% |
0.685 |
0.8% |
8% |
False |
True |
19,432 |
20 |
86.545 |
81.600 |
4.945 |
6.0% |
0.769 |
0.9% |
3% |
False |
True |
18,856 |
40 |
89.220 |
81.600 |
7.620 |
9.3% |
0.811 |
1.0% |
2% |
False |
True |
17,000 |
60 |
89.220 |
81.600 |
7.620 |
9.3% |
0.830 |
1.0% |
2% |
False |
True |
11,372 |
80 |
89.220 |
80.510 |
8.710 |
10.7% |
0.744 |
0.9% |
14% |
False |
False |
8,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.196 |
2.618 |
84.078 |
1.618 |
83.393 |
1.000 |
82.970 |
0.618 |
82.708 |
HIGH |
82.285 |
0.618 |
82.023 |
0.500 |
81.943 |
0.382 |
81.862 |
LOW |
81.600 |
0.618 |
81.177 |
1.000 |
80.915 |
1.618 |
80.492 |
2.618 |
79.807 |
4.250 |
78.689 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
81.943 |
82.065 |
PP |
81.880 |
81.961 |
S1 |
81.817 |
81.858 |
|