ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
83.080 |
83.080 |
0.000 |
0.0% |
82.340 |
High |
83.315 |
83.080 |
-0.235 |
-0.3% |
83.315 |
Low |
82.785 |
82.020 |
-0.765 |
-0.9% |
82.230 |
Close |
83.016 |
82.186 |
-0.830 |
-1.0% |
83.016 |
Range |
0.530 |
1.060 |
0.530 |
100.0% |
1.085 |
ATR |
0.559 |
0.595 |
0.036 |
6.4% |
0.000 |
Volume |
19,798 |
20,509 |
711 |
3.6% |
44,301 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.609 |
84.957 |
82.769 |
|
R3 |
84.549 |
83.897 |
82.478 |
|
R2 |
83.489 |
83.489 |
82.380 |
|
R1 |
82.837 |
82.837 |
82.283 |
82.633 |
PP |
82.429 |
82.429 |
82.429 |
82.327 |
S1 |
81.777 |
81.777 |
82.089 |
81.573 |
S2 |
81.369 |
81.369 |
81.992 |
|
S3 |
80.309 |
80.717 |
81.895 |
|
S4 |
79.249 |
79.657 |
81.603 |
|
|
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 |
82.020 |
1.295 |
1.6% |
0.666 |
0.8% |
13% |
False |
True |
12,775 |
10 |
83.705 |
82.020 |
1.685 |
2.1% |
0.580 |
0.7% |
10% |
False |
True |
6,645 |
20 |
83.960 |
82.020 |
1.940 |
2.4% |
0.556 |
0.7% |
9% |
False |
True |
3,394 |
40 |
83.960 |
80.745 |
3.215 |
3.9% |
0.503 |
0.6% |
45% |
False |
False |
1,710 |
60 |
87.000 |
80.745 |
6.255 |
7.6% |
0.431 |
0.5% |
23% |
False |
False |
1,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.585 |
2.618 |
85.855 |
1.618 |
84.795 |
1.000 |
84.140 |
0.618 |
83.735 |
HIGH |
83.080 |
0.618 |
82.675 |
0.500 |
82.550 |
0.382 |
82.425 |
LOW |
82.020 |
0.618 |
81.365 |
1.000 |
80.960 |
1.618 |
80.305 |
2.618 |
79.245 |
4.250 |
77.515 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
82.550 |
82.668 |
PP |
82.429 |
82.507 |
S1 |
82.307 |
82.347 |
|