ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.595 |
82.775 |
0.180 |
0.2% |
82.330 |
High |
82.835 |
82.995 |
0.160 |
0.2% |
82.995 |
Low |
82.345 |
82.465 |
0.120 |
0.1% |
82.305 |
Close |
82.690 |
82.701 |
0.011 |
0.0% |
82.701 |
Range |
0.490 |
0.530 |
0.040 |
8.2% |
0.690 |
ATR |
0.675 |
0.664 |
-0.010 |
-1.5% |
0.000 |
Volume |
16,035 |
10,068 |
-5,967 |
-37.2% |
85,846 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.310 |
84.036 |
82.993 |
|
R3 |
83.780 |
83.506 |
82.847 |
|
R2 |
83.250 |
83.250 |
82.798 |
|
R1 |
82.976 |
82.976 |
82.750 |
82.848 |
PP |
82.720 |
82.720 |
82.720 |
82.657 |
S1 |
82.446 |
82.446 |
82.652 |
82.318 |
S2 |
82.190 |
82.190 |
82.604 |
|
S3 |
81.660 |
81.916 |
82.555 |
|
S4 |
81.130 |
81.386 |
82.410 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.737 |
84.409 |
83.081 |
|
R3 |
84.047 |
83.719 |
82.891 |
|
R2 |
83.357 |
83.357 |
82.828 |
|
R1 |
83.029 |
83.029 |
82.764 |
83.193 |
PP |
82.667 |
82.667 |
82.667 |
82.749 |
S1 |
82.339 |
82.339 |
82.638 |
82.503 |
S2 |
81.977 |
81.977 |
82.575 |
|
S3 |
81.287 |
81.649 |
82.511 |
|
S4 |
80.597 |
80.959 |
82.322 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.995 |
82.015 |
0.980 |
1.2% |
0.568 |
0.7% |
70% |
True |
False |
21,350 |
10 |
83.405 |
82.015 |
1.390 |
1.7% |
0.585 |
0.7% |
49% |
False |
False |
20,631 |
20 |
83.635 |
81.995 |
1.640 |
2.0% |
0.643 |
0.8% |
43% |
False |
False |
20,643 |
40 |
83.640 |
80.170 |
3.470 |
4.2% |
0.687 |
0.8% |
73% |
False |
False |
20,014 |
60 |
86.810 |
80.170 |
6.640 |
8.0% |
0.718 |
0.9% |
38% |
False |
False |
19,317 |
80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.770 |
0.9% |
28% |
False |
False |
16,095 |
100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.765 |
0.9% |
28% |
False |
False |
12,901 |
120 |
89.220 |
80.170 |
9.050 |
10.9% |
0.696 |
0.8% |
28% |
False |
False |
10,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.248 |
2.618 |
84.383 |
1.618 |
83.853 |
1.000 |
83.525 |
0.618 |
83.323 |
HIGH |
82.995 |
0.618 |
82.793 |
0.500 |
82.730 |
0.382 |
82.667 |
LOW |
82.465 |
0.618 |
82.137 |
1.000 |
81.935 |
1.618 |
81.607 |
2.618 |
81.077 |
4.250 |
80.213 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.730 |
82.691 |
PP |
82.720 |
82.680 |
S1 |
82.711 |
82.670 |
|