ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
83.200 |
82.910 |
-0.290 |
-0.3% |
83.180 |
High |
83.245 |
83.145 |
-0.100 |
-0.1% |
83.705 |
Low |
82.700 |
82.640 |
-0.060 |
-0.1% |
82.335 |
Close |
82.895 |
83.000 |
0.105 |
0.1% |
82.434 |
Range |
0.545 |
0.505 |
-0.040 |
-7.3% |
1.370 |
ATR |
0.565 |
0.561 |
-0.004 |
-0.8% |
0.000 |
Volume |
7,994 |
14,017 |
6,023 |
75.3% |
1,860 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.443 |
84.227 |
83.278 |
|
R3 |
83.938 |
83.722 |
83.139 |
|
R2 |
83.433 |
83.433 |
83.093 |
|
R1 |
83.217 |
83.217 |
83.046 |
83.325 |
PP |
82.928 |
82.928 |
82.928 |
82.983 |
S1 |
82.712 |
82.712 |
82.954 |
82.820 |
S2 |
82.423 |
82.423 |
82.907 |
|
S3 |
81.918 |
82.207 |
82.861 |
|
S4 |
81.413 |
81.702 |
82.722 |
|
|
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% |
0.511 |
0.6% |
73% |
False |
False |
4,978 |
10 |
83.705 |
82.230 |
1.475 |
1.8% |
0.511 |
0.6% |
52% |
False |
False |
2,652 |
20 |
83.960 |
82.230 |
1.730 |
2.1% |
0.547 |
0.7% |
45% |
False |
False |
1,387 |
40 |
83.960 |
80.745 |
3.215 |
3.9% |
0.465 |
0.6% |
70% |
False |
False |
703 |
60 |
87.000 |
80.745 |
6.255 |
7.5% |
0.422 |
0.5% |
36% |
False |
False |
473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.291 |
2.618 |
84.467 |
1.618 |
83.962 |
1.000 |
83.650 |
0.618 |
83.457 |
HIGH |
83.145 |
0.618 |
82.952 |
0.500 |
82.893 |
0.382 |
82.833 |
LOW |
82.640 |
0.618 |
82.328 |
1.000 |
82.135 |
1.618 |
81.823 |
2.618 |
81.318 |
4.250 |
80.494 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.964 |
82.982 |
PP |
82.928 |
82.963 |
S1 |
82.893 |
82.945 |
|