ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
81.760 |
81.570 |
-0.190 |
-0.2% |
82.700 |
High |
82.080 |
81.670 |
-0.410 |
-0.5% |
82.815 |
Low |
81.565 |
80.900 |
-0.665 |
-0.8% |
81.565 |
Close |
81.655 |
81.055 |
-0.600 |
-0.7% |
81.655 |
Range |
0.515 |
0.770 |
0.255 |
49.5% |
1.250 |
ATR |
0.734 |
0.736 |
0.003 |
0.4% |
0.000 |
Volume |
16,028 |
17,161 |
1,133 |
7.1% |
87,119 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.518 |
83.057 |
81.479 |
|
R3 |
82.748 |
82.287 |
81.267 |
|
R2 |
81.978 |
81.978 |
81.196 |
|
R1 |
81.517 |
81.517 |
81.126 |
81.363 |
PP |
81.208 |
81.208 |
81.208 |
81.131 |
S1 |
80.747 |
80.747 |
80.984 |
80.593 |
S2 |
80.438 |
80.438 |
80.914 |
|
S3 |
79.668 |
79.977 |
80.843 |
|
S4 |
78.898 |
79.207 |
80.632 |
|
|
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 |
82.530 |
80.900 |
1.630 |
2.0% |
0.577 |
0.7% |
10% |
False |
True |
15,740 |
10 |
83.640 |
80.900 |
2.740 |
3.4% |
0.710 |
0.9% |
6% |
False |
True |
18,026 |
20 |
85.075 |
80.900 |
4.175 |
5.2% |
0.707 |
0.9% |
4% |
False |
True |
17,822 |
40 |
89.220 |
80.900 |
8.320 |
10.3% |
0.781 |
1.0% |
2% |
False |
True |
17,733 |
60 |
89.220 |
80.900 |
8.320 |
10.3% |
0.823 |
1.0% |
2% |
False |
True |
11,920 |
80 |
89.220 |
80.510 |
8.710 |
10.7% |
0.748 |
0.9% |
6% |
False |
False |
8,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.943 |
2.618 |
83.686 |
1.618 |
82.916 |
1.000 |
82.440 |
0.618 |
82.146 |
HIGH |
81.670 |
0.618 |
81.376 |
0.500 |
81.285 |
0.382 |
81.194 |
LOW |
80.900 |
0.618 |
80.424 |
1.000 |
80.130 |
1.618 |
79.654 |
2.618 |
78.884 |
4.250 |
77.628 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
81.285 |
81.593 |
PP |
81.208 |
81.413 |
S1 |
81.132 |
81.234 |
|