ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.330 |
82.860 |
0.530 |
0.6% |
82.850 |
High |
82.940 |
82.945 |
0.005 |
0.0% |
83.405 |
Low |
82.305 |
82.380 |
0.075 |
0.1% |
82.015 |
Close |
82.844 |
82.580 |
-0.264 |
-0.3% |
82.124 |
Range |
0.635 |
0.565 |
-0.070 |
-11.0% |
1.390 |
ATR |
0.699 |
0.689 |
-0.010 |
-1.4% |
0.000 |
Volume |
30,843 |
28,900 |
-1,943 |
-6.3% |
97,392 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.330 |
84.020 |
82.891 |
|
R3 |
83.765 |
83.455 |
82.735 |
|
R2 |
83.200 |
83.200 |
82.684 |
|
R1 |
82.890 |
82.890 |
82.632 |
82.763 |
PP |
82.635 |
82.635 |
82.635 |
82.571 |
S1 |
82.325 |
82.325 |
82.528 |
82.198 |
S2 |
82.070 |
82.070 |
82.476 |
|
S3 |
81.505 |
81.760 |
82.425 |
|
S4 |
80.940 |
81.195 |
82.269 |
|
|
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 |
83.265 |
82.015 |
1.250 |
1.5% |
0.638 |
0.8% |
45% |
False |
False |
24,242 |
10 |
83.570 |
82.015 |
1.555 |
1.9% |
0.606 |
0.7% |
36% |
False |
False |
23,503 |
20 |
83.635 |
81.080 |
2.555 |
3.1% |
0.704 |
0.9% |
59% |
False |
False |
21,796 |
40 |
83.875 |
80.170 |
3.705 |
4.5% |
0.705 |
0.9% |
65% |
False |
False |
20,422 |
60 |
87.175 |
80.170 |
7.005 |
8.5% |
0.726 |
0.9% |
34% |
False |
False |
19,535 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.790 |
1.0% |
27% |
False |
False |
15,771 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.759 |
0.9% |
27% |
False |
False |
12,642 |
120 |
89.220 |
80.170 |
9.050 |
11.0% |
0.687 |
0.8% |
27% |
False |
False |
10,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.346 |
2.618 |
84.424 |
1.618 |
83.859 |
1.000 |
83.510 |
0.618 |
83.294 |
HIGH |
82.945 |
0.618 |
82.729 |
0.500 |
82.663 |
0.382 |
82.596 |
LOW |
82.380 |
0.618 |
82.031 |
1.000 |
81.815 |
1.618 |
81.466 |
2.618 |
80.901 |
4.250 |
79.979 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.663 |
82.547 |
PP |
82.635 |
82.513 |
S1 |
82.608 |
82.480 |
|