ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.600 |
83.200 |
0.600 |
0.7% |
83.180 |
High |
83.290 |
83.245 |
-0.045 |
-0.1% |
83.705 |
Low |
82.600 |
82.700 |
0.100 |
0.1% |
82.335 |
Close |
83.139 |
82.895 |
-0.244 |
-0.3% |
82.434 |
Range |
0.690 |
0.545 |
-0.145 |
-21.0% |
1.370 |
ATR |
0.567 |
0.565 |
-0.002 |
-0.3% |
0.000 |
Volume |
1,557 |
7,994 |
6,437 |
413.4% |
1,860 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.582 |
84.283 |
83.195 |
|
R3 |
84.037 |
83.738 |
83.045 |
|
R2 |
83.492 |
83.492 |
82.995 |
|
R1 |
83.193 |
83.193 |
82.945 |
83.070 |
PP |
82.947 |
82.947 |
82.947 |
82.885 |
S1 |
82.648 |
82.648 |
82.845 |
82.525 |
S2 |
82.402 |
82.402 |
82.795 |
|
S3 |
81.857 |
82.103 |
82.745 |
|
S4 |
81.312 |
81.558 |
82.595 |
|
|
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 |
83.290 |
82.230 |
1.060 |
1.3% |
0.467 |
0.6% |
63% |
False |
False |
2,378 |
10 |
83.705 |
82.230 |
1.475 |
1.8% |
0.518 |
0.6% |
45% |
False |
False |
1,268 |
20 |
83.960 |
82.230 |
1.730 |
2.1% |
0.555 |
0.7% |
38% |
False |
False |
692 |
40 |
83.975 |
80.745 |
3.230 |
3.9% |
0.482 |
0.6% |
67% |
False |
False |
352 |
60 |
87.000 |
80.745 |
6.255 |
7.5% |
0.420 |
0.5% |
34% |
False |
False |
239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.561 |
2.618 |
84.672 |
1.618 |
84.127 |
1.000 |
83.790 |
0.618 |
83.582 |
HIGH |
83.245 |
0.618 |
83.037 |
0.500 |
82.973 |
0.382 |
82.908 |
LOW |
82.700 |
0.618 |
82.363 |
1.000 |
82.155 |
1.618 |
81.818 |
2.618 |
81.273 |
4.250 |
80.384 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.973 |
82.850 |
PP |
82.947 |
82.805 |
S1 |
82.921 |
82.760 |
|