ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.485 |
82.330 |
-0.155 |
-0.2% |
82.850 |
High |
82.635 |
82.940 |
0.305 |
0.4% |
83.405 |
Low |
82.015 |
82.305 |
0.290 |
0.4% |
82.015 |
Close |
82.124 |
82.844 |
0.720 |
0.9% |
82.124 |
Range |
0.620 |
0.635 |
0.015 |
2.4% |
1.390 |
ATR |
0.689 |
0.699 |
0.009 |
1.3% |
0.000 |
Volume |
20,904 |
30,843 |
9,939 |
47.5% |
97,392 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.601 |
84.358 |
83.193 |
|
R3 |
83.966 |
83.723 |
83.019 |
|
R2 |
83.331 |
83.331 |
82.960 |
|
R1 |
83.088 |
83.088 |
82.902 |
83.210 |
PP |
82.696 |
82.696 |
82.696 |
82.757 |
S1 |
82.453 |
82.453 |
82.786 |
82.575 |
S2 |
82.061 |
82.061 |
82.728 |
|
S3 |
81.426 |
81.818 |
82.669 |
|
S4 |
80.791 |
81.183 |
82.495 |
|
|
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 |
83.400 |
82.015 |
1.385 |
1.7% |
0.620 |
0.7% |
60% |
False |
False |
22,723 |
10 |
83.635 |
82.015 |
1.620 |
2.0% |
0.624 |
0.8% |
51% |
False |
False |
24,371 |
20 |
83.635 |
80.775 |
2.860 |
3.5% |
0.720 |
0.9% |
72% |
False |
False |
21,978 |
40 |
84.725 |
80.170 |
4.555 |
5.5% |
0.721 |
0.9% |
59% |
False |
False |
20,017 |
60 |
87.695 |
80.170 |
7.525 |
9.1% |
0.737 |
0.9% |
36% |
False |
False |
19,627 |
80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.793 |
1.0% |
30% |
False |
False |
15,411 |
100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.757 |
0.9% |
30% |
False |
False |
12,353 |
120 |
89.220 |
80.170 |
9.050 |
10.9% |
0.686 |
0.8% |
30% |
False |
False |
10,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.639 |
2.618 |
84.602 |
1.618 |
83.967 |
1.000 |
83.575 |
0.618 |
83.332 |
HIGH |
82.940 |
0.618 |
82.697 |
0.500 |
82.623 |
0.382 |
82.548 |
LOW |
82.305 |
0.618 |
81.913 |
1.000 |
81.670 |
1.618 |
81.278 |
2.618 |
80.643 |
4.250 |
79.606 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.770 |
82.722 |
PP |
82.696 |
82.600 |
S1 |
82.623 |
82.478 |
|