ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 06-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.765 |
82.340 |
-0.425 |
-0.5% |
83.180 |
High |
82.930 |
82.450 |
-0.480 |
-0.6% |
83.705 |
Low |
82.335 |
82.230 |
-0.105 |
-0.1% |
82.335 |
Close |
82.434 |
82.385 |
-0.049 |
-0.1% |
82.434 |
Range |
0.595 |
0.220 |
-0.375 |
-63.0% |
1.370 |
ATR |
0.566 |
0.541 |
-0.025 |
-4.4% |
0.000 |
Volume |
388 |
935 |
547 |
141.0% |
1,860 |
|
Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.015 |
82.920 |
82.506 |
|
R3 |
82.795 |
82.700 |
82.446 |
|
R2 |
82.575 |
82.575 |
82.425 |
|
R1 |
82.480 |
82.480 |
82.405 |
82.528 |
PP |
82.355 |
82.355 |
82.355 |
82.379 |
S1 |
82.260 |
82.260 |
82.365 |
82.308 |
S2 |
82.135 |
82.135 |
82.345 |
|
S3 |
81.915 |
82.040 |
82.325 |
|
S4 |
81.695 |
81.820 |
82.264 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.935 |
86.054 |
83.188 |
|
R3 |
85.565 |
84.684 |
82.811 |
|
R2 |
84.195 |
84.195 |
82.685 |
|
R1 |
83.314 |
83.314 |
82.560 |
83.070 |
PP |
82.825 |
82.825 |
82.825 |
82.702 |
S1 |
81.944 |
81.944 |
82.308 |
81.700 |
S2 |
81.455 |
81.455 |
82.183 |
|
S3 |
80.085 |
80.574 |
82.057 |
|
S4 |
78.715 |
79.204 |
81.681 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.705 |
82.230 |
1.475 |
1.8% |
0.493 |
0.6% |
11% |
False |
True |
516 |
10 |
83.960 |
82.230 |
1.730 |
2.1% |
0.506 |
0.6% |
9% |
False |
True |
341 |
20 |
83.960 |
81.110 |
2.850 |
3.5% |
0.586 |
0.7% |
45% |
False |
False |
217 |
40 |
84.935 |
80.745 |
4.190 |
5.1% |
0.478 |
0.6% |
39% |
False |
False |
114 |
60 |
87.000 |
80.745 |
6.255 |
7.6% |
0.402 |
0.5% |
26% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.385 |
2.618 |
83.026 |
1.618 |
82.806 |
1.000 |
82.670 |
0.618 |
82.586 |
HIGH |
82.450 |
0.618 |
82.366 |
0.500 |
82.340 |
0.382 |
82.314 |
LOW |
82.230 |
0.618 |
82.094 |
1.000 |
82.010 |
1.618 |
81.874 |
2.618 |
81.654 |
4.250 |
81.295 |
|
|
Fisher Pivots for day following 06-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.370 |
82.588 |
PP |
82.355 |
82.520 |
S1 |
82.340 |
82.453 |
|