ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
82.220 |
81.760 |
-0.460 |
-0.6% |
82.700 |
High |
82.285 |
82.080 |
-0.205 |
-0.2% |
82.815 |
Low |
81.600 |
81.565 |
-0.035 |
0.0% |
81.565 |
Close |
81.754 |
81.655 |
-0.099 |
-0.1% |
81.655 |
Range |
0.685 |
0.515 |
-0.170 |
-24.8% |
1.250 |
ATR |
0.750 |
0.734 |
-0.017 |
-2.2% |
0.000 |
Volume |
14,000 |
16,028 |
2,028 |
14.5% |
87,119 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.312 |
82.998 |
81.938 |
|
R3 |
82.797 |
82.483 |
81.797 |
|
R2 |
82.282 |
82.282 |
81.749 |
|
R1 |
81.968 |
81.968 |
81.702 |
81.868 |
PP |
81.767 |
81.767 |
81.767 |
81.716 |
S1 |
81.453 |
81.453 |
81.608 |
81.353 |
S2 |
81.252 |
81.252 |
81.561 |
|
S3 |
80.737 |
80.938 |
81.513 |
|
S4 |
80.222 |
80.423 |
81.372 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.762 |
84.958 |
82.343 |
|
R3 |
84.512 |
83.708 |
81.999 |
|
R2 |
83.262 |
83.262 |
81.884 |
|
R1 |
82.458 |
82.458 |
81.770 |
82.235 |
PP |
82.012 |
82.012 |
82.012 |
81.900 |
S1 |
81.208 |
81.208 |
81.540 |
80.985 |
S2 |
80.762 |
80.762 |
81.426 |
|
S3 |
79.512 |
79.958 |
81.311 |
|
S4 |
78.262 |
78.708 |
80.968 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.815 |
81.565 |
1.250 |
1.5% |
0.559 |
0.7% |
7% |
False |
True |
17,423 |
10 |
83.640 |
81.565 |
2.075 |
2.5% |
0.682 |
0.8% |
4% |
False |
True |
18,521 |
20 |
85.075 |
81.565 |
3.510 |
4.3% |
0.701 |
0.9% |
3% |
False |
True |
18,763 |
40 |
89.220 |
81.565 |
7.655 |
9.4% |
0.800 |
1.0% |
1% |
False |
True |
17,388 |
60 |
89.220 |
81.565 |
7.655 |
9.4% |
0.822 |
1.0% |
1% |
False |
True |
11,636 |
80 |
89.220 |
80.510 |
8.710 |
10.7% |
0.745 |
0.9% |
13% |
False |
False |
8,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.269 |
2.618 |
83.428 |
1.618 |
82.913 |
1.000 |
82.595 |
0.618 |
82.398 |
HIGH |
82.080 |
0.618 |
81.883 |
0.500 |
81.823 |
0.382 |
81.762 |
LOW |
81.565 |
0.618 |
81.247 |
1.000 |
81.050 |
1.618 |
80.732 |
2.618 |
80.217 |
4.250 |
79.376 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
81.823 |
81.995 |
PP |
81.767 |
81.882 |
S1 |
81.711 |
81.768 |
|