ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.860 |
82.595 |
-0.265 |
-0.3% |
82.850 |
High |
82.945 |
82.835 |
-0.110 |
-0.1% |
83.405 |
Low |
82.380 |
82.345 |
-0.035 |
0.0% |
82.015 |
Close |
82.580 |
82.690 |
0.110 |
0.1% |
82.124 |
Range |
0.565 |
0.490 |
-0.075 |
-13.3% |
1.390 |
ATR |
0.689 |
0.675 |
-0.014 |
-2.1% |
0.000 |
Volume |
28,900 |
16,035 |
-12,865 |
-44.5% |
97,392 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.093 |
83.882 |
82.960 |
|
R3 |
83.603 |
83.392 |
82.825 |
|
R2 |
83.113 |
83.113 |
82.780 |
|
R1 |
82.902 |
82.902 |
82.735 |
83.008 |
PP |
82.623 |
82.623 |
82.623 |
82.676 |
S1 |
82.412 |
82.412 |
82.645 |
82.518 |
S2 |
82.133 |
82.133 |
82.600 |
|
S3 |
81.643 |
81.922 |
82.555 |
|
S4 |
81.153 |
81.432 |
82.421 |
|
|
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 |
82.945 |
82.015 |
0.930 |
1.1% |
0.528 |
0.6% |
73% |
False |
False |
22,743 |
10 |
83.405 |
82.015 |
1.390 |
1.7% |
0.598 |
0.7% |
49% |
False |
False |
22,560 |
20 |
83.635 |
81.995 |
1.640 |
2.0% |
0.651 |
0.8% |
42% |
False |
False |
21,024 |
40 |
83.685 |
80.170 |
3.515 |
4.3% |
0.705 |
0.9% |
72% |
False |
False |
20,181 |
60 |
86.810 |
80.170 |
6.640 |
8.0% |
0.718 |
0.9% |
38% |
False |
False |
19,415 |
80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.778 |
0.9% |
28% |
False |
False |
15,970 |
100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.763 |
0.9% |
28% |
False |
False |
12,801 |
120 |
89.220 |
80.170 |
9.050 |
10.9% |
0.692 |
0.8% |
28% |
False |
False |
10,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.918 |
2.618 |
84.118 |
1.618 |
83.628 |
1.000 |
83.325 |
0.618 |
83.138 |
HIGH |
82.835 |
0.618 |
82.648 |
0.500 |
82.590 |
0.382 |
82.532 |
LOW |
82.345 |
0.618 |
82.042 |
1.000 |
81.855 |
1.618 |
81.552 |
2.618 |
81.062 |
4.250 |
80.263 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.657 |
82.668 |
PP |
82.623 |
82.647 |
S1 |
82.590 |
82.625 |
|