ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
82.700 |
83.030 |
0.330 |
0.4% |
80.485 |
High |
83.350 |
83.140 |
-0.210 |
-0.3% |
83.350 |
Low |
82.290 |
82.350 |
0.060 |
0.1% |
80.345 |
Close |
83.038 |
82.635 |
-0.403 |
-0.5% |
83.038 |
Range |
1.060 |
0.790 |
-0.270 |
-25.5% |
3.005 |
ATR |
0.810 |
0.809 |
-0.001 |
-0.2% |
0.000 |
Volume |
15,041 |
11,124 |
-3,917 |
-26.0% |
108,600 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.078 |
84.647 |
83.070 |
|
R3 |
84.288 |
83.857 |
82.852 |
|
R2 |
83.498 |
83.498 |
82.780 |
|
R1 |
83.067 |
83.067 |
82.707 |
82.888 |
PP |
82.708 |
82.708 |
82.708 |
82.619 |
S1 |
82.277 |
82.277 |
82.563 |
82.098 |
S2 |
81.918 |
81.918 |
82.490 |
|
S3 |
81.128 |
81.487 |
82.418 |
|
S4 |
80.338 |
80.697 |
82.201 |
|
|
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 |
80.775 |
2.575 |
3.1% |
0.995 |
1.2% |
72% |
False |
False |
21,573 |
10 |
83.350 |
80.170 |
3.180 |
3.8% |
0.833 |
1.0% |
78% |
False |
False |
18,635 |
20 |
83.640 |
80.170 |
3.470 |
4.2% |
0.771 |
0.9% |
71% |
False |
False |
18,331 |
40 |
86.710 |
80.170 |
6.540 |
7.9% |
0.769 |
0.9% |
38% |
False |
False |
18,401 |
60 |
89.220 |
80.170 |
9.050 |
11.0% |
0.813 |
1.0% |
27% |
False |
False |
15,011 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.803 |
1.0% |
27% |
False |
False |
11,290 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.718 |
0.9% |
27% |
False |
False |
9,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.498 |
2.618 |
85.208 |
1.618 |
84.418 |
1.000 |
83.930 |
0.618 |
83.628 |
HIGH |
83.140 |
0.618 |
82.838 |
0.500 |
82.745 |
0.382 |
82.652 |
LOW |
82.350 |
0.618 |
81.862 |
1.000 |
81.560 |
1.618 |
81.072 |
2.618 |
80.282 |
4.250 |
78.993 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.745 |
82.793 |
PP |
82.708 |
82.740 |
S1 |
82.672 |
82.688 |
|