ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
80.845 |
81.090 |
0.245 |
0.3% |
81.570 |
High |
81.650 |
82.630 |
0.980 |
1.2% |
81.670 |
Low |
80.775 |
81.080 |
0.305 |
0.4% |
80.170 |
Close |
80.924 |
82.428 |
1.504 |
1.9% |
80.496 |
Range |
0.875 |
1.550 |
0.675 |
77.1% |
1.500 |
ATR |
0.728 |
0.798 |
0.070 |
9.6% |
0.000 |
Volume |
32,536 |
31,465 |
-1,071 |
-3.3% |
83,792 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.696 |
86.112 |
83.281 |
|
R3 |
85.146 |
84.562 |
82.854 |
|
R2 |
83.596 |
83.596 |
82.712 |
|
R1 |
83.012 |
83.012 |
82.570 |
83.304 |
PP |
82.046 |
82.046 |
82.046 |
82.192 |
S1 |
81.462 |
81.462 |
82.286 |
81.754 |
S2 |
80.496 |
80.496 |
82.144 |
|
S3 |
78.946 |
79.912 |
82.002 |
|
S4 |
77.396 |
78.362 |
81.576 |
|
|
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 |
82.630 |
80.170 |
2.460 |
3.0% |
0.916 |
1.1% |
92% |
True |
False |
21,996 |
10 |
82.630 |
80.170 |
2.460 |
3.0% |
0.775 |
0.9% |
92% |
True |
False |
18,967 |
20 |
83.685 |
80.170 |
3.515 |
4.3% |
0.758 |
0.9% |
64% |
False |
False |
19,338 |
40 |
86.810 |
80.170 |
6.640 |
8.1% |
0.751 |
0.9% |
34% |
False |
False |
18,610 |
60 |
89.220 |
80.170 |
9.050 |
11.0% |
0.820 |
1.0% |
25% |
False |
False |
14,286 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.791 |
1.0% |
25% |
False |
False |
10,745 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.700 |
0.8% |
25% |
False |
False |
8,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.218 |
2.618 |
86.688 |
1.618 |
85.138 |
1.000 |
84.180 |
0.618 |
83.588 |
HIGH |
82.630 |
0.618 |
82.038 |
0.500 |
81.855 |
0.382 |
81.672 |
LOW |
81.080 |
0.618 |
80.122 |
1.000 |
79.530 |
1.618 |
78.572 |
2.618 |
77.022 |
4.250 |
74.493 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.237 |
82.115 |
PP |
82.046 |
81.801 |
S1 |
81.855 |
81.488 |
|