ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
83.030 |
82.575 |
-0.455 |
-0.5% |
80.485 |
High |
83.140 |
82.610 |
-0.530 |
-0.6% |
83.350 |
Low |
82.350 |
82.115 |
-0.235 |
-0.3% |
80.345 |
Close |
82.635 |
82.324 |
-0.311 |
-0.4% |
83.038 |
Range |
0.790 |
0.495 |
-0.295 |
-37.3% |
3.005 |
ATR |
0.809 |
0.788 |
-0.021 |
-2.6% |
0.000 |
Volume |
11,124 |
13,812 |
2,688 |
24.2% |
108,600 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.835 |
83.574 |
82.596 |
|
R3 |
83.340 |
83.079 |
82.460 |
|
R2 |
82.845 |
82.845 |
82.415 |
|
R1 |
82.584 |
82.584 |
82.369 |
82.467 |
PP |
82.350 |
82.350 |
82.350 |
82.291 |
S1 |
82.089 |
82.089 |
82.279 |
81.972 |
S2 |
81.855 |
81.855 |
82.233 |
|
S3 |
81.360 |
81.594 |
82.188 |
|
S4 |
80.865 |
81.099 |
82.052 |
|
|
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 |
81.080 |
2.270 |
2.8% |
0.919 |
1.1% |
55% |
False |
False |
17,828 |
10 |
83.350 |
80.170 |
3.180 |
3.9% |
0.825 |
1.0% |
68% |
False |
False |
18,565 |
20 |
83.640 |
80.170 |
3.470 |
4.2% |
0.750 |
0.9% |
62% |
False |
False |
18,084 |
40 |
86.710 |
80.170 |
6.540 |
7.9% |
0.756 |
0.9% |
33% |
False |
False |
18,536 |
60 |
89.220 |
80.170 |
9.050 |
11.0% |
0.806 |
1.0% |
24% |
False |
False |
15,240 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.805 |
1.0% |
24% |
False |
False |
11,461 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.720 |
0.9% |
24% |
False |
False |
9,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.714 |
2.618 |
83.906 |
1.618 |
83.411 |
1.000 |
83.105 |
0.618 |
82.916 |
HIGH |
82.610 |
0.618 |
82.421 |
0.500 |
82.363 |
0.382 |
82.304 |
LOW |
82.115 |
0.618 |
81.809 |
1.000 |
81.620 |
1.618 |
81.314 |
2.618 |
80.819 |
4.250 |
80.011 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.363 |
82.733 |
PP |
82.350 |
82.596 |
S1 |
82.337 |
82.460 |
|