ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
86.300 |
85.750 |
-0.550 |
-0.6% |
86.000 |
| High |
86.400 |
85.750 |
-0.650 |
-0.8% |
87.000 |
| Low |
86.300 |
85.295 |
-1.005 |
-1.2% |
85.730 |
| Close |
86.616 |
85.319 |
-1.297 |
-1.5% |
85.899 |
| Range |
0.100 |
0.455 |
0.355 |
355.0% |
1.270 |
| ATR |
0.429 |
0.492 |
0.064 |
14.9% |
0.000 |
| Volume |
8 |
4 |
-4 |
-50.0% |
51 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.820 |
86.524 |
85.569 |
|
| R3 |
86.365 |
86.069 |
85.444 |
|
| R2 |
85.910 |
85.910 |
85.402 |
|
| R1 |
85.614 |
85.614 |
85.361 |
85.535 |
| PP |
85.455 |
85.455 |
85.455 |
85.415 |
| S1 |
85.159 |
85.159 |
85.277 |
85.080 |
| S2 |
85.000 |
85.000 |
85.236 |
|
| S3 |
84.545 |
84.704 |
85.194 |
|
| S4 |
84.090 |
84.249 |
85.069 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.020 |
89.229 |
86.598 |
|
| R3 |
88.750 |
87.959 |
86.248 |
|
| R2 |
87.480 |
87.480 |
86.132 |
|
| R1 |
86.689 |
86.689 |
86.015 |
86.450 |
| PP |
86.210 |
86.210 |
86.210 |
86.090 |
| S1 |
85.419 |
85.419 |
85.783 |
85.180 |
| S2 |
84.940 |
84.940 |
85.666 |
|
| S3 |
83.670 |
84.149 |
85.550 |
|
| S4 |
82.400 |
82.879 |
85.201 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.684 |
|
2.618 |
86.941 |
|
1.618 |
86.486 |
|
1.000 |
86.205 |
|
0.618 |
86.031 |
|
HIGH |
85.750 |
|
0.618 |
85.576 |
|
0.500 |
85.523 |
|
0.382 |
85.469 |
|
LOW |
85.295 |
|
0.618 |
85.014 |
|
1.000 |
84.840 |
|
1.618 |
84.559 |
|
2.618 |
84.104 |
|
4.250 |
83.361 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.523 |
86.053 |
| PP |
85.455 |
85.808 |
| S1 |
85.387 |
85.564 |
|