ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.340 |
82.600 |
0.260 |
0.3% |
83.180 |
High |
82.450 |
83.290 |
0.840 |
1.0% |
83.705 |
Low |
82.230 |
82.600 |
0.370 |
0.4% |
82.335 |
Close |
82.385 |
83.139 |
0.754 |
0.9% |
82.434 |
Range |
0.220 |
0.690 |
0.470 |
213.6% |
1.370 |
ATR |
0.541 |
0.567 |
0.026 |
4.8% |
0.000 |
Volume |
935 |
1,557 |
622 |
66.5% |
1,860 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.080 |
84.799 |
83.519 |
|
R3 |
84.390 |
84.109 |
83.329 |
|
R2 |
83.700 |
83.700 |
83.266 |
|
R1 |
83.419 |
83.419 |
83.202 |
83.560 |
PP |
83.010 |
83.010 |
83.010 |
83.080 |
S1 |
82.729 |
82.729 |
83.076 |
82.870 |
S2 |
82.320 |
82.320 |
83.013 |
|
S3 |
81.630 |
82.039 |
82.949 |
|
S4 |
80.940 |
81.349 |
82.760 |
|
|
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 |
83.530 |
82.230 |
1.300 |
1.6% |
0.550 |
0.7% |
70% |
False |
False |
799 |
10 |
83.875 |
82.230 |
1.645 |
2.0% |
0.511 |
0.6% |
55% |
False |
False |
486 |
20 |
83.960 |
81.785 |
2.175 |
2.6% |
0.581 |
0.7% |
62% |
False |
False |
294 |
40 |
84.045 |
80.745 |
3.300 |
4.0% |
0.469 |
0.6% |
73% |
False |
False |
153 |
60 |
87.000 |
80.745 |
6.255 |
7.5% |
0.414 |
0.5% |
38% |
False |
False |
106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.223 |
2.618 |
85.096 |
1.618 |
84.406 |
1.000 |
83.980 |
0.618 |
83.716 |
HIGH |
83.290 |
0.618 |
83.026 |
0.500 |
82.945 |
0.382 |
82.864 |
LOW |
82.600 |
0.618 |
82.174 |
1.000 |
81.910 |
1.618 |
81.484 |
2.618 |
80.794 |
4.250 |
79.668 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
83.074 |
83.013 |
PP |
83.010 |
82.886 |
S1 |
82.945 |
82.760 |
|