ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
83.240 |
83.180 |
-0.060 |
-0.1% |
83.165 |
High |
83.400 |
83.265 |
-0.135 |
-0.2% |
83.635 |
Low |
82.925 |
82.225 |
-0.700 |
-0.8% |
82.665 |
Close |
83.254 |
82.549 |
-0.705 |
-0.8% |
82.968 |
Range |
0.475 |
1.040 |
0.565 |
118.9% |
0.970 |
ATR |
0.698 |
0.723 |
0.024 |
3.5% |
0.000 |
Volume |
21,309 |
23,529 |
2,220 |
10.4% |
133,945 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.800 |
85.214 |
83.121 |
|
R3 |
84.760 |
84.174 |
82.835 |
|
R2 |
83.720 |
83.720 |
82.740 |
|
R1 |
83.134 |
83.134 |
82.644 |
82.907 |
PP |
82.680 |
82.680 |
82.680 |
82.566 |
S1 |
82.094 |
82.094 |
82.454 |
81.867 |
S2 |
81.640 |
81.640 |
82.358 |
|
S3 |
80.600 |
81.054 |
82.263 |
|
S4 |
79.560 |
80.014 |
81.977 |
|
|
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 |
83.405 |
82.225 |
1.180 |
1.4% |
0.668 |
0.8% |
27% |
False |
True |
22,378 |
10 |
83.635 |
82.095 |
1.540 |
1.9% |
0.673 |
0.8% |
29% |
False |
False |
23,504 |
20 |
83.635 |
80.170 |
3.465 |
4.2% |
0.748 |
0.9% |
69% |
False |
False |
20,838 |
40 |
84.725 |
80.170 |
4.555 |
5.5% |
0.716 |
0.9% |
52% |
False |
False |
19,624 |
60 |
88.905 |
80.170 |
8.735 |
10.6% |
0.771 |
0.9% |
27% |
False |
False |
19,187 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.796 |
1.0% |
26% |
False |
False |
14,552 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.751 |
0.9% |
26% |
False |
False |
11,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.685 |
2.618 |
85.988 |
1.618 |
84.948 |
1.000 |
84.305 |
0.618 |
83.908 |
HIGH |
83.265 |
0.618 |
82.868 |
0.500 |
82.745 |
0.382 |
82.622 |
LOW |
82.225 |
0.618 |
81.582 |
1.000 |
81.185 |
1.618 |
80.542 |
2.618 |
79.502 |
4.250 |
77.805 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.745 |
82.815 |
PP |
82.680 |
82.726 |
S1 |
82.614 |
82.638 |
|