ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
83.365 |
83.260 |
-0.105 |
-0.1% |
83.030 |
High |
83.570 |
83.330 |
-0.240 |
-0.3% |
83.430 |
Low |
83.000 |
82.665 |
-0.335 |
-0.4% |
81.995 |
Close |
83.331 |
82.983 |
-0.348 |
-0.4% |
83.160 |
Range |
0.570 |
0.665 |
0.095 |
16.7% |
1.435 |
ATR |
0.743 |
0.737 |
-0.005 |
-0.7% |
0.000 |
Volume |
25,463 |
29,362 |
3,899 |
15.3% |
80,641 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.988 |
84.650 |
83.349 |
|
R3 |
84.323 |
83.985 |
83.166 |
|
R2 |
83.658 |
83.658 |
83.105 |
|
R1 |
83.320 |
83.320 |
83.044 |
83.157 |
PP |
82.993 |
82.993 |
82.993 |
82.911 |
S1 |
82.655 |
82.655 |
82.922 |
82.492 |
S2 |
82.328 |
82.328 |
82.861 |
|
S3 |
81.663 |
81.990 |
82.800 |
|
S4 |
80.998 |
81.325 |
82.617 |
|
|
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 |
83.635 |
82.515 |
1.120 |
1.3% |
0.662 |
0.8% |
42% |
False |
False |
26,428 |
10 |
83.635 |
81.995 |
1.640 |
2.0% |
0.701 |
0.8% |
60% |
False |
False |
20,655 |
20 |
83.635 |
80.170 |
3.465 |
4.2% |
0.738 |
0.9% |
81% |
False |
False |
19,996 |
40 |
86.545 |
80.170 |
6.375 |
7.7% |
0.754 |
0.9% |
44% |
False |
False |
19,426 |
60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.787 |
0.9% |
31% |
False |
False |
17,999 |
80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.807 |
1.0% |
31% |
False |
False |
13,528 |
100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.743 |
0.9% |
31% |
False |
False |
10,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.156 |
2.618 |
85.071 |
1.618 |
84.406 |
1.000 |
83.995 |
0.618 |
83.741 |
HIGH |
83.330 |
0.618 |
83.076 |
0.500 |
82.998 |
0.382 |
82.919 |
LOW |
82.665 |
0.618 |
82.254 |
1.000 |
82.000 |
1.618 |
81.589 |
2.618 |
80.924 |
4.250 |
79.839 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.998 |
83.150 |
PP |
82.993 |
83.094 |
S1 |
82.988 |
83.039 |
|