ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
80.485 |
80.845 |
0.360 |
0.4% |
81.570 |
High |
80.840 |
81.650 |
0.810 |
1.0% |
81.670 |
Low |
80.345 |
80.775 |
0.430 |
0.5% |
80.170 |
Close |
80.789 |
80.924 |
0.135 |
0.2% |
80.496 |
Range |
0.495 |
0.875 |
0.380 |
76.8% |
1.500 |
ATR |
0.717 |
0.728 |
0.011 |
1.6% |
0.000 |
Volume |
11,857 |
32,536 |
20,679 |
174.4% |
83,792 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.741 |
83.208 |
81.405 |
|
R3 |
82.866 |
82.333 |
81.165 |
|
R2 |
81.991 |
81.991 |
81.084 |
|
R1 |
81.458 |
81.458 |
81.004 |
81.725 |
PP |
81.116 |
81.116 |
81.116 |
81.250 |
S1 |
80.583 |
80.583 |
80.844 |
80.850 |
S2 |
80.241 |
80.241 |
80.764 |
|
S3 |
79.366 |
79.708 |
80.683 |
|
S4 |
78.491 |
78.833 |
80.443 |
|
|
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 |
81.650 |
80.170 |
1.480 |
1.8% |
0.730 |
0.9% |
51% |
True |
False |
19,301 |
10 |
82.425 |
80.170 |
2.255 |
2.8% |
0.655 |
0.8% |
33% |
False |
False |
17,388 |
20 |
83.875 |
80.170 |
3.705 |
4.6% |
0.706 |
0.9% |
20% |
False |
False |
19,048 |
40 |
87.175 |
80.170 |
7.005 |
8.7% |
0.737 |
0.9% |
11% |
False |
False |
18,405 |
60 |
89.220 |
80.170 |
9.050 |
11.2% |
0.819 |
1.0% |
8% |
False |
False |
13,763 |
80 |
89.220 |
80.170 |
9.050 |
11.2% |
0.773 |
1.0% |
8% |
False |
False |
10,353 |
100 |
89.220 |
80.170 |
9.050 |
11.2% |
0.684 |
0.8% |
8% |
False |
False |
8,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.369 |
2.618 |
83.941 |
1.618 |
83.066 |
1.000 |
82.525 |
0.618 |
82.191 |
HIGH |
81.650 |
0.618 |
81.316 |
0.500 |
81.213 |
0.382 |
81.109 |
LOW |
80.775 |
0.618 |
80.234 |
1.000 |
79.900 |
1.618 |
79.359 |
2.618 |
78.484 |
4.250 |
77.056 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
81.213 |
80.919 |
PP |
81.116 |
80.915 |
S1 |
81.020 |
80.910 |
|