ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.910 |
83.080 |
0.170 |
0.2% |
82.340 |
High |
83.145 |
83.315 |
0.170 |
0.2% |
83.315 |
Low |
82.640 |
82.785 |
0.145 |
0.2% |
82.230 |
Close |
83.000 |
83.016 |
0.016 |
0.0% |
83.016 |
Range |
0.505 |
0.530 |
0.025 |
5.0% |
1.085 |
ATR |
0.561 |
0.559 |
-0.002 |
-0.4% |
0.000 |
Volume |
14,017 |
19,798 |
5,781 |
41.2% |
44,301 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.629 |
84.352 |
83.308 |
|
R3 |
84.099 |
83.822 |
83.162 |
|
R2 |
83.569 |
83.569 |
83.113 |
|
R1 |
83.292 |
83.292 |
83.065 |
83.166 |
PP |
83.039 |
83.039 |
83.039 |
82.975 |
S1 |
82.762 |
82.762 |
82.967 |
82.636 |
S2 |
82.509 |
82.509 |
82.919 |
|
S3 |
81.979 |
82.232 |
82.870 |
|
S4 |
81.449 |
81.702 |
82.725 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.109 |
85.647 |
83.613 |
|
R3 |
85.024 |
84.562 |
83.314 |
|
R2 |
83.939 |
83.939 |
83.215 |
|
R1 |
83.477 |
83.477 |
83.115 |
83.708 |
PP |
82.854 |
82.854 |
82.854 |
82.969 |
S1 |
82.392 |
82.392 |
82.917 |
82.623 |
S2 |
81.769 |
81.769 |
82.817 |
|
S3 |
80.684 |
81.307 |
82.718 |
|
S4 |
79.599 |
80.222 |
82.419 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.315 |
82.230 |
1.085 |
1.3% |
0.498 |
0.6% |
72% |
True |
False |
8,860 |
10 |
83.705 |
82.230 |
1.475 |
1.8% |
0.516 |
0.6% |
53% |
False |
False |
4,616 |
20 |
83.960 |
82.230 |
1.730 |
2.1% |
0.538 |
0.6% |
45% |
False |
False |
2,372 |
40 |
83.960 |
80.745 |
3.215 |
3.9% |
0.477 |
0.6% |
71% |
False |
False |
1,197 |
60 |
87.000 |
80.745 |
6.255 |
7.5% |
0.427 |
0.5% |
36% |
False |
False |
800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.568 |
2.618 |
84.703 |
1.618 |
84.173 |
1.000 |
83.845 |
0.618 |
83.643 |
HIGH |
83.315 |
0.618 |
83.113 |
0.500 |
83.050 |
0.382 |
82.987 |
LOW |
82.785 |
0.618 |
82.457 |
1.000 |
82.255 |
1.618 |
81.927 |
2.618 |
81.397 |
4.250 |
80.533 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
83.050 |
83.003 |
PP |
83.039 |
82.990 |
S1 |
83.027 |
82.978 |
|