ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
82.370 |
82.625 |
0.255 |
0.3% |
80.485 |
High |
82.605 |
82.835 |
0.230 |
0.3% |
83.350 |
Low |
81.995 |
82.095 |
0.100 |
0.1% |
80.345 |
Close |
82.310 |
82.540 |
0.230 |
0.3% |
83.038 |
Range |
0.610 |
0.740 |
0.130 |
21.3% |
3.005 |
ATR |
0.775 |
0.773 |
-0.003 |
-0.3% |
0.000 |
Volume |
14,055 |
20,378 |
6,323 |
45.0% |
108,600 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.710 |
84.365 |
82.947 |
|
R3 |
83.970 |
83.625 |
82.744 |
|
R2 |
83.230 |
83.230 |
82.676 |
|
R1 |
82.885 |
82.885 |
82.608 |
82.688 |
PP |
82.490 |
82.490 |
82.490 |
82.391 |
S1 |
82.145 |
82.145 |
82.472 |
81.948 |
S2 |
81.750 |
81.750 |
82.404 |
|
S3 |
81.010 |
81.405 |
82.337 |
|
S4 |
80.270 |
80.665 |
82.133 |
|
|
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% |
0.739 |
0.9% |
40% |
False |
False |
14,882 |
10 |
83.350 |
80.170 |
3.180 |
3.9% |
0.838 |
1.0% |
75% |
False |
False |
18,794 |
20 |
83.350 |
80.170 |
3.180 |
3.9% |
0.728 |
0.9% |
75% |
False |
False |
17,993 |
40 |
86.600 |
80.170 |
6.430 |
7.8% |
0.758 |
0.9% |
37% |
False |
False |
18,539 |
60 |
89.220 |
80.170 |
9.050 |
11.0% |
0.800 |
1.0% |
26% |
False |
False |
15,812 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.801 |
1.0% |
26% |
False |
False |
11,882 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.721 |
0.9% |
26% |
False |
False |
9,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.980 |
2.618 |
84.772 |
1.618 |
84.032 |
1.000 |
83.575 |
0.618 |
83.292 |
HIGH |
82.835 |
0.618 |
82.552 |
0.500 |
82.465 |
0.382 |
82.378 |
LOW |
82.095 |
0.618 |
81.638 |
1.000 |
81.355 |
1.618 |
80.898 |
2.618 |
80.158 |
4.250 |
78.950 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.515 |
82.498 |
PP |
82.490 |
82.457 |
S1 |
82.465 |
82.415 |
|