ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
80.890 |
80.485 |
-0.405 |
-0.5% |
81.570 |
High |
81.230 |
80.840 |
-0.390 |
-0.5% |
81.670 |
Low |
80.170 |
80.345 |
0.175 |
0.2% |
80.170 |
Close |
80.496 |
80.789 |
0.293 |
0.4% |
80.496 |
Range |
1.060 |
0.495 |
-0.565 |
-53.3% |
1.500 |
ATR |
0.734 |
0.717 |
-0.017 |
-2.3% |
0.000 |
Volume |
19,978 |
11,857 |
-8,121 |
-40.6% |
83,792 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.143 |
81.961 |
81.061 |
|
R3 |
81.648 |
81.466 |
80.925 |
|
R2 |
81.153 |
81.153 |
80.880 |
|
R1 |
80.971 |
80.971 |
80.834 |
81.062 |
PP |
80.658 |
80.658 |
80.658 |
80.704 |
S1 |
80.476 |
80.476 |
80.744 |
80.567 |
S2 |
80.163 |
80.163 |
80.698 |
|
S3 |
79.668 |
79.981 |
80.653 |
|
S4 |
79.173 |
79.486 |
80.517 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.279 |
84.387 |
81.321 |
|
R3 |
83.779 |
82.887 |
80.909 |
|
R2 |
82.279 |
82.279 |
80.771 |
|
R1 |
81.387 |
81.387 |
80.634 |
81.083 |
PP |
80.779 |
80.779 |
80.779 |
80.627 |
S1 |
79.887 |
79.887 |
80.359 |
79.583 |
S2 |
79.279 |
79.279 |
80.221 |
|
S3 |
77.779 |
78.387 |
80.084 |
|
S4 |
76.279 |
76.887 |
79.671 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.230 |
80.170 |
1.060 |
1.3% |
0.670 |
0.8% |
58% |
False |
False |
15,697 |
10 |
82.530 |
80.170 |
2.360 |
2.9% |
0.624 |
0.8% |
26% |
False |
False |
15,719 |
20 |
84.725 |
80.170 |
4.555 |
5.6% |
0.722 |
0.9% |
14% |
False |
False |
18,057 |
40 |
87.695 |
80.170 |
7.525 |
9.3% |
0.746 |
0.9% |
8% |
False |
False |
18,452 |
60 |
89.220 |
80.170 |
9.050 |
11.2% |
0.817 |
1.0% |
7% |
False |
False |
13,222 |
80 |
89.220 |
80.170 |
9.050 |
11.2% |
0.766 |
0.9% |
7% |
False |
False |
9,947 |
100 |
89.220 |
80.170 |
9.050 |
11.2% |
0.680 |
0.8% |
7% |
False |
False |
7,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.944 |
2.618 |
82.136 |
1.618 |
81.641 |
1.000 |
81.335 |
0.618 |
81.146 |
HIGH |
80.840 |
0.618 |
80.651 |
0.500 |
80.593 |
0.382 |
80.534 |
LOW |
80.345 |
0.618 |
80.039 |
1.000 |
79.850 |
1.618 |
79.544 |
2.618 |
79.049 |
4.250 |
78.241 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
80.724 |
80.759 |
PP |
80.658 |
80.730 |
S1 |
80.593 |
80.700 |
|