ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
83.260 |
82.975 |
-0.285 |
-0.3% |
83.165 |
High |
83.330 |
83.235 |
-0.095 |
-0.1% |
83.635 |
Low |
82.665 |
82.690 |
0.025 |
0.0% |
82.665 |
Close |
82.983 |
82.968 |
-0.015 |
0.0% |
82.968 |
Range |
0.665 |
0.545 |
-0.120 |
-18.0% |
0.970 |
ATR |
0.737 |
0.723 |
-0.014 |
-1.9% |
0.000 |
Volume |
29,362 |
23,076 |
-6,286 |
-21.4% |
133,945 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.599 |
84.329 |
83.268 |
|
R3 |
84.054 |
83.784 |
83.118 |
|
R2 |
83.509 |
83.509 |
83.068 |
|
R1 |
83.239 |
83.239 |
83.018 |
83.102 |
PP |
82.964 |
82.964 |
82.964 |
82.896 |
S1 |
82.694 |
82.694 |
82.918 |
82.557 |
S2 |
82.419 |
82.419 |
82.868 |
|
S3 |
81.874 |
82.149 |
82.818 |
|
S4 |
81.329 |
81.604 |
82.668 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.999 |
85.454 |
83.502 |
|
R3 |
85.029 |
84.484 |
83.235 |
|
R2 |
84.059 |
84.059 |
83.146 |
|
R1 |
83.514 |
83.514 |
83.057 |
83.302 |
PP |
83.089 |
83.089 |
83.089 |
82.983 |
S1 |
82.544 |
82.544 |
82.879 |
82.332 |
S2 |
82.119 |
82.119 |
82.790 |
|
S3 |
81.149 |
81.574 |
82.701 |
|
S4 |
80.179 |
80.604 |
82.435 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.635 |
82.665 |
0.970 |
1.2% |
0.588 |
0.7% |
31% |
False |
False |
26,789 |
10 |
83.635 |
81.995 |
1.640 |
2.0% |
0.649 |
0.8% |
59% |
False |
False |
21,458 |
20 |
83.635 |
80.170 |
3.465 |
4.2% |
0.740 |
0.9% |
81% |
False |
False |
20,348 |
40 |
85.075 |
80.170 |
4.905 |
5.9% |
0.721 |
0.9% |
57% |
False |
False |
19,556 |
60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.780 |
0.9% |
31% |
False |
False |
18,375 |
80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.802 |
1.0% |
31% |
False |
False |
13,814 |
100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.744 |
0.9% |
31% |
False |
False |
11,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.551 |
2.618 |
84.662 |
1.618 |
84.117 |
1.000 |
83.780 |
0.618 |
83.572 |
HIGH |
83.235 |
0.618 |
83.027 |
0.500 |
82.963 |
0.382 |
82.898 |
LOW |
82.690 |
0.618 |
82.353 |
1.000 |
82.145 |
1.618 |
81.808 |
2.618 |
81.263 |
4.250 |
80.374 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.966 |
83.118 |
PP |
82.964 |
83.068 |
S1 |
82.963 |
83.018 |
|