ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.545 |
82.485 |
-0.060 |
-0.1% |
82.850 |
High |
82.635 |
82.635 |
0.000 |
0.0% |
83.405 |
Low |
82.305 |
82.015 |
-0.290 |
-0.4% |
82.015 |
Close |
82.501 |
82.124 |
-0.377 |
-0.5% |
82.124 |
Range |
0.330 |
0.620 |
0.290 |
87.9% |
1.390 |
ATR |
0.695 |
0.689 |
-0.005 |
-0.8% |
0.000 |
Volume |
17,034 |
20,904 |
3,870 |
22.7% |
97,392 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.118 |
83.741 |
82.465 |
|
R3 |
83.498 |
83.121 |
82.295 |
|
R2 |
82.878 |
82.878 |
82.238 |
|
R1 |
82.501 |
82.501 |
82.181 |
82.380 |
PP |
82.258 |
82.258 |
82.258 |
82.197 |
S1 |
81.881 |
81.881 |
82.067 |
81.760 |
S2 |
81.638 |
81.638 |
82.010 |
|
S3 |
81.018 |
81.261 |
81.954 |
|
S4 |
80.398 |
80.641 |
81.783 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.685 |
85.794 |
82.889 |
|
R3 |
85.295 |
84.404 |
82.506 |
|
R2 |
83.905 |
83.905 |
82.379 |
|
R1 |
83.014 |
83.014 |
82.251 |
82.765 |
PP |
82.515 |
82.515 |
82.515 |
82.390 |
S1 |
81.624 |
81.624 |
81.997 |
81.375 |
S2 |
81.125 |
81.125 |
81.869 |
|
S3 |
79.735 |
80.234 |
81.742 |
|
S4 |
78.345 |
78.844 |
81.360 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.405 |
82.015 |
1.390 |
1.7% |
0.616 |
0.8% |
8% |
False |
True |
19,478 |
10 |
83.635 |
82.015 |
1.620 |
2.0% |
0.602 |
0.7% |
7% |
False |
True |
23,133 |
20 |
83.635 |
80.345 |
3.290 |
4.0% |
0.713 |
0.9% |
54% |
False |
False |
21,028 |
40 |
84.725 |
80.170 |
4.555 |
5.5% |
0.719 |
0.9% |
43% |
False |
False |
19,652 |
60 |
88.140 |
80.170 |
7.970 |
9.7% |
0.740 |
0.9% |
25% |
False |
False |
19,535 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.797 |
1.0% |
22% |
False |
False |
15,026 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.753 |
0.9% |
22% |
False |
False |
12,046 |
120 |
89.220 |
80.170 |
9.050 |
11.0% |
0.685 |
0.8% |
22% |
False |
False |
10,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.270 |
2.618 |
84.258 |
1.618 |
83.638 |
1.000 |
83.255 |
0.618 |
83.018 |
HIGH |
82.635 |
0.618 |
82.398 |
0.500 |
82.325 |
0.382 |
82.252 |
LOW |
82.015 |
0.618 |
81.632 |
1.000 |
81.395 |
1.618 |
81.012 |
2.618 |
80.392 |
4.250 |
79.380 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.325 |
82.640 |
PP |
82.258 |
82.468 |
S1 |
82.191 |
82.296 |
|