ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
82.625 |
82.580 |
-0.045 |
-0.1% |
83.030 |
High |
82.835 |
83.430 |
0.595 |
0.7% |
83.430 |
Low |
82.095 |
82.515 |
0.420 |
0.5% |
81.995 |
Close |
82.540 |
83.160 |
0.620 |
0.8% |
83.160 |
Range |
0.740 |
0.915 |
0.175 |
23.6% |
1.435 |
ATR |
0.773 |
0.783 |
0.010 |
1.3% |
0.000 |
Volume |
20,378 |
21,272 |
894 |
4.4% |
80,641 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.780 |
85.385 |
83.663 |
|
R3 |
84.865 |
84.470 |
83.412 |
|
R2 |
83.950 |
83.950 |
83.328 |
|
R1 |
83.555 |
83.555 |
83.244 |
83.753 |
PP |
83.035 |
83.035 |
83.035 |
83.134 |
S1 |
82.640 |
82.640 |
83.076 |
82.838 |
S2 |
82.120 |
82.120 |
82.992 |
|
S3 |
81.205 |
81.725 |
82.908 |
|
S4 |
80.290 |
80.810 |
82.657 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.167 |
86.598 |
83.949 |
|
R3 |
85.732 |
85.163 |
83.555 |
|
R2 |
84.297 |
84.297 |
83.423 |
|
R1 |
83.728 |
83.728 |
83.292 |
84.013 |
PP |
82.862 |
82.862 |
82.862 |
83.004 |
S1 |
82.293 |
82.293 |
83.028 |
82.578 |
S2 |
81.427 |
81.427 |
82.897 |
|
S3 |
79.992 |
80.858 |
82.765 |
|
S4 |
78.557 |
79.423 |
82.371 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.430 |
81.995 |
1.435 |
1.7% |
0.710 |
0.9% |
81% |
True |
False |
16,128 |
10 |
83.430 |
80.345 |
3.085 |
3.7% |
0.823 |
1.0% |
91% |
True |
False |
18,924 |
20 |
83.430 |
80.170 |
3.260 |
3.9% |
0.733 |
0.9% |
92% |
True |
False |
18,007 |
40 |
86.600 |
80.170 |
6.430 |
7.7% |
0.766 |
0.9% |
47% |
False |
False |
18,462 |
60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.797 |
1.0% |
33% |
False |
False |
16,166 |
80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.809 |
1.0% |
33% |
False |
False |
12,147 |
100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.727 |
0.9% |
33% |
False |
False |
9,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.319 |
2.618 |
85.825 |
1.618 |
84.910 |
1.000 |
84.345 |
0.618 |
83.995 |
HIGH |
83.430 |
0.618 |
83.080 |
0.500 |
82.973 |
0.382 |
82.865 |
LOW |
82.515 |
0.618 |
81.950 |
1.000 |
81.600 |
1.618 |
81.035 |
2.618 |
80.120 |
4.250 |
78.626 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
83.098 |
83.011 |
PP |
83.035 |
82.862 |
S1 |
82.973 |
82.713 |
|