ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
82.850 |
83.240 |
0.390 |
0.5% |
83.165 |
High |
83.405 |
83.400 |
-0.005 |
0.0% |
83.635 |
Low |
82.790 |
82.925 |
0.135 |
0.2% |
82.665 |
Close |
83.226 |
83.254 |
0.028 |
0.0% |
82.968 |
Range |
0.615 |
0.475 |
-0.140 |
-22.8% |
0.970 |
ATR |
0.716 |
0.698 |
-0.017 |
-2.4% |
0.000 |
Volume |
14,616 |
21,309 |
6,693 |
45.8% |
133,945 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.618 |
84.411 |
83.515 |
|
R3 |
84.143 |
83.936 |
83.385 |
|
R2 |
83.668 |
83.668 |
83.341 |
|
R1 |
83.461 |
83.461 |
83.298 |
83.565 |
PP |
83.193 |
83.193 |
83.193 |
83.245 |
S1 |
82.986 |
82.986 |
83.210 |
83.090 |
S2 |
82.718 |
82.718 |
83.167 |
|
S3 |
82.243 |
82.511 |
83.123 |
|
S4 |
81.768 |
82.036 |
82.993 |
|
|
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 |
83.570 |
82.665 |
0.905 |
1.1% |
0.574 |
0.7% |
65% |
False |
False |
22,765 |
10 |
83.635 |
81.995 |
1.640 |
2.0% |
0.630 |
0.8% |
77% |
False |
False |
22,557 |
20 |
83.635 |
80.170 |
3.465 |
4.2% |
0.727 |
0.9% |
89% |
False |
False |
20,561 |
40 |
84.725 |
80.170 |
4.555 |
5.5% |
0.706 |
0.8% |
68% |
False |
False |
19,515 |
60 |
89.100 |
80.170 |
8.930 |
10.7% |
0.764 |
0.9% |
35% |
False |
False |
18,862 |
80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.788 |
0.9% |
34% |
False |
False |
14,260 |
100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.743 |
0.9% |
34% |
False |
False |
11,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.419 |
2.618 |
84.644 |
1.618 |
84.169 |
1.000 |
83.875 |
0.618 |
83.694 |
HIGH |
83.400 |
0.618 |
83.219 |
0.500 |
83.163 |
0.382 |
83.106 |
LOW |
82.925 |
0.618 |
82.631 |
1.000 |
82.450 |
1.618 |
82.156 |
2.618 |
81.681 |
4.250 |
80.906 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
83.224 |
83.185 |
PP |
83.193 |
83.116 |
S1 |
83.163 |
83.048 |
|