ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.775 |
82.675 |
-0.100 |
-0.1% |
82.330 |
High |
82.995 |
82.680 |
-0.315 |
-0.4% |
82.995 |
Low |
82.465 |
82.060 |
-0.405 |
-0.5% |
82.305 |
Close |
82.701 |
82.092 |
-0.609 |
-0.7% |
82.701 |
Range |
0.530 |
0.620 |
0.090 |
17.0% |
0.690 |
ATR |
0.664 |
0.663 |
-0.002 |
-0.3% |
0.000 |
Volume |
10,068 |
859 |
-9,209 |
-91.5% |
85,846 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.137 |
83.735 |
82.433 |
|
R3 |
83.517 |
83.115 |
82.263 |
|
R2 |
82.897 |
82.897 |
82.206 |
|
R1 |
82.495 |
82.495 |
82.149 |
82.386 |
PP |
82.277 |
82.277 |
82.277 |
82.223 |
S1 |
81.875 |
81.875 |
82.035 |
81.766 |
S2 |
81.657 |
81.657 |
81.978 |
|
S3 |
81.037 |
81.255 |
81.922 |
|
S4 |
80.417 |
80.635 |
81.751 |
|
|
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 |
82.060 |
0.935 |
1.1% |
0.568 |
0.7% |
3% |
False |
True |
17,341 |
10 |
83.405 |
82.015 |
1.390 |
1.7% |
0.592 |
0.7% |
6% |
False |
False |
18,409 |
20 |
83.635 |
81.995 |
1.640 |
2.0% |
0.621 |
0.8% |
6% |
False |
False |
19,934 |
40 |
83.640 |
80.170 |
3.470 |
4.2% |
0.688 |
0.8% |
55% |
False |
False |
19,407 |
60 |
86.710 |
80.170 |
6.540 |
8.0% |
0.712 |
0.9% |
29% |
False |
False |
19,076 |
80 |
89.220 |
80.170 |
9.050 |
11.0% |
0.763 |
0.9% |
21% |
False |
False |
16,104 |
100 |
89.220 |
80.170 |
9.050 |
11.0% |
0.765 |
0.9% |
21% |
False |
False |
12,909 |
120 |
89.220 |
80.170 |
9.050 |
11.0% |
0.698 |
0.9% |
21% |
False |
False |
10,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.315 |
2.618 |
84.303 |
1.618 |
83.683 |
1.000 |
83.300 |
0.618 |
83.063 |
HIGH |
82.680 |
0.618 |
82.443 |
0.500 |
82.370 |
0.382 |
82.297 |
LOW |
82.060 |
0.618 |
81.677 |
1.000 |
81.440 |
1.618 |
81.057 |
2.618 |
80.437 |
4.250 |
79.425 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.370 |
82.528 |
PP |
82.277 |
82.382 |
S1 |
82.185 |
82.237 |
|