ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
83.180 |
82.545 |
-0.635 |
-0.8% |
83.165 |
High |
83.265 |
82.635 |
-0.630 |
-0.8% |
83.635 |
Low |
82.225 |
82.305 |
0.080 |
0.1% |
82.665 |
Close |
82.549 |
82.501 |
-0.048 |
-0.1% |
82.968 |
Range |
1.040 |
0.330 |
-0.710 |
-68.3% |
0.970 |
ATR |
0.723 |
0.695 |
-0.028 |
-3.9% |
0.000 |
Volume |
23,529 |
17,034 |
-6,495 |
-27.6% |
133,945 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.470 |
83.316 |
82.683 |
|
R3 |
83.140 |
82.986 |
82.592 |
|
R2 |
82.810 |
82.810 |
82.562 |
|
R1 |
82.656 |
82.656 |
82.531 |
82.568 |
PP |
82.480 |
82.480 |
82.480 |
82.437 |
S1 |
82.326 |
82.326 |
82.471 |
82.238 |
S2 |
82.150 |
82.150 |
82.441 |
|
S3 |
81.820 |
81.996 |
82.410 |
|
S4 |
81.490 |
81.666 |
82.320 |
|
|
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% |
0.601 |
0.7% |
23% |
False |
False |
19,912 |
10 |
83.635 |
82.225 |
1.410 |
1.7% |
0.632 |
0.8% |
20% |
False |
False |
23,170 |
20 |
83.635 |
80.170 |
3.465 |
4.2% |
0.735 |
0.9% |
67% |
False |
False |
20,982 |
40 |
84.725 |
80.170 |
4.555 |
5.5% |
0.715 |
0.9% |
51% |
False |
False |
19,575 |
60 |
88.570 |
80.170 |
8.400 |
10.2% |
0.760 |
0.9% |
28% |
False |
False |
19,385 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.794 |
1.0% |
26% |
False |
False |
14,765 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.751 |
0.9% |
26% |
False |
False |
11,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.038 |
2.618 |
83.499 |
1.618 |
83.169 |
1.000 |
82.965 |
0.618 |
82.839 |
HIGH |
82.635 |
0.618 |
82.509 |
0.500 |
82.470 |
0.382 |
82.431 |
LOW |
82.305 |
0.618 |
82.101 |
1.000 |
81.975 |
1.618 |
81.771 |
2.618 |
81.441 |
4.250 |
80.903 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.491 |
82.813 |
PP |
82.480 |
82.709 |
S1 |
82.470 |
82.605 |
|