ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
82.590 |
82.700 |
0.110 |
0.1% |
80.485 |
High |
82.935 |
83.350 |
0.415 |
0.5% |
83.350 |
Low |
82.235 |
82.290 |
0.055 |
0.1% |
80.345 |
Close |
82.767 |
83.038 |
0.271 |
0.3% |
83.038 |
Range |
0.700 |
1.060 |
0.360 |
51.4% |
3.005 |
ATR |
0.791 |
0.810 |
0.019 |
2.4% |
0.000 |
Volume |
17,701 |
15,041 |
-2,660 |
-15.0% |
108,600 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.073 |
85.615 |
83.621 |
|
R3 |
85.013 |
84.555 |
83.330 |
|
R2 |
83.953 |
83.953 |
83.232 |
|
R1 |
83.495 |
83.495 |
83.135 |
83.724 |
PP |
82.893 |
82.893 |
82.893 |
83.007 |
S1 |
82.435 |
82.435 |
82.941 |
82.664 |
S2 |
81.833 |
81.833 |
82.844 |
|
S3 |
80.773 |
81.375 |
82.747 |
|
S4 |
79.713 |
80.315 |
82.455 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.259 |
90.154 |
84.691 |
|
R3 |
88.254 |
87.149 |
83.864 |
|
R2 |
85.249 |
85.249 |
83.589 |
|
R1 |
84.144 |
84.144 |
83.313 |
84.697 |
PP |
82.244 |
82.244 |
82.244 |
82.521 |
S1 |
81.139 |
81.139 |
82.763 |
81.692 |
S2 |
79.239 |
79.239 |
82.487 |
|
S3 |
76.234 |
78.134 |
82.212 |
|
S4 |
73.229 |
75.129 |
81.385 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.350 |
80.345 |
3.005 |
3.6% |
0.936 |
1.1% |
90% |
True |
False |
21,720 |
10 |
83.350 |
80.170 |
3.180 |
3.8% |
0.831 |
1.0% |
90% |
True |
False |
19,239 |
20 |
83.640 |
80.170 |
3.470 |
4.2% |
0.756 |
0.9% |
83% |
False |
False |
18,880 |
40 |
86.710 |
80.170 |
6.540 |
7.9% |
0.757 |
0.9% |
44% |
False |
False |
18,646 |
60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.810 |
1.0% |
32% |
False |
False |
14,827 |
80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.801 |
1.0% |
32% |
False |
False |
11,153 |
100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.714 |
0.9% |
32% |
False |
False |
8,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.855 |
2.618 |
86.125 |
1.618 |
85.065 |
1.000 |
84.410 |
0.618 |
84.005 |
HIGH |
83.350 |
0.618 |
82.945 |
0.500 |
82.820 |
0.382 |
82.695 |
LOW |
82.290 |
0.618 |
81.635 |
1.000 |
81.230 |
1.618 |
80.575 |
2.618 |
79.515 |
4.250 |
77.785 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.965 |
82.764 |
PP |
82.893 |
82.489 |
S1 |
82.820 |
82.215 |
|