ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
82.575 |
82.370 |
-0.205 |
-0.2% |
80.485 |
High |
82.610 |
82.605 |
-0.005 |
0.0% |
83.350 |
Low |
82.115 |
81.995 |
-0.120 |
-0.1% |
80.345 |
Close |
82.324 |
82.310 |
-0.014 |
0.0% |
83.038 |
Range |
0.495 |
0.610 |
0.115 |
23.2% |
3.005 |
ATR |
0.788 |
0.775 |
-0.013 |
-1.6% |
0.000 |
Volume |
13,812 |
14,055 |
243 |
1.8% |
108,600 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.133 |
83.832 |
82.646 |
|
R3 |
83.523 |
83.222 |
82.478 |
|
R2 |
82.913 |
82.913 |
82.422 |
|
R1 |
82.612 |
82.612 |
82.366 |
82.458 |
PP |
82.303 |
82.303 |
82.303 |
82.226 |
S1 |
82.002 |
82.002 |
82.254 |
81.848 |
S2 |
81.693 |
81.693 |
82.198 |
|
S3 |
81.083 |
81.392 |
82.142 |
|
S4 |
80.473 |
80.782 |
81.975 |
|
|
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 |
81.995 |
1.355 |
1.6% |
0.731 |
0.9% |
23% |
False |
True |
14,346 |
10 |
83.350 |
80.170 |
3.180 |
3.9% |
0.824 |
1.0% |
67% |
False |
False |
18,171 |
20 |
83.545 |
80.170 |
3.375 |
4.1% |
0.737 |
0.9% |
63% |
False |
False |
17,916 |
40 |
86.710 |
80.170 |
6.540 |
7.9% |
0.759 |
0.9% |
33% |
False |
False |
18,412 |
60 |
89.220 |
80.170 |
9.050 |
11.0% |
0.800 |
1.0% |
24% |
False |
False |
15,473 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.797 |
1.0% |
24% |
False |
False |
11,633 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.721 |
0.9% |
24% |
False |
False |
9,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.198 |
2.618 |
84.202 |
1.618 |
83.592 |
1.000 |
83.215 |
0.618 |
82.982 |
HIGH |
82.605 |
0.618 |
82.372 |
0.500 |
82.300 |
0.382 |
82.228 |
LOW |
81.995 |
0.618 |
81.618 |
1.000 |
81.385 |
1.618 |
81.008 |
2.618 |
80.398 |
4.250 |
79.403 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.307 |
82.568 |
PP |
82.303 |
82.482 |
S1 |
82.300 |
82.396 |
|