ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
83.080 |
82.205 |
-0.875 |
-1.1% |
82.340 |
High |
83.080 |
82.295 |
-0.785 |
-0.9% |
83.315 |
Low |
82.020 |
81.245 |
-0.775 |
-0.9% |
82.230 |
Close |
82.186 |
81.339 |
-0.847 |
-1.0% |
83.016 |
Range |
1.060 |
1.050 |
-0.010 |
-0.9% |
1.085 |
ATR |
0.595 |
0.627 |
0.033 |
5.5% |
0.000 |
Volume |
20,509 |
31,880 |
11,371 |
55.4% |
44,301 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.776 |
84.108 |
81.917 |
|
R3 |
83.726 |
83.058 |
81.628 |
|
R2 |
82.676 |
82.676 |
81.532 |
|
R1 |
82.008 |
82.008 |
81.435 |
81.817 |
PP |
81.626 |
81.626 |
81.626 |
81.531 |
S1 |
80.958 |
80.958 |
81.243 |
80.767 |
S2 |
80.576 |
80.576 |
81.147 |
|
S3 |
79.526 |
79.908 |
81.050 |
|
S4 |
78.476 |
78.858 |
80.762 |
|
|
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 |
81.245 |
2.070 |
2.5% |
0.738 |
0.9% |
5% |
False |
True |
18,839 |
10 |
83.530 |
81.245 |
2.285 |
2.8% |
0.644 |
0.8% |
4% |
False |
True |
9,819 |
20 |
83.960 |
81.245 |
2.715 |
3.3% |
0.586 |
0.7% |
3% |
False |
True |
4,984 |
40 |
83.960 |
80.745 |
3.215 |
4.0% |
0.528 |
0.6% |
18% |
False |
False |
2,507 |
60 |
87.000 |
80.745 |
6.255 |
7.7% |
0.448 |
0.6% |
9% |
False |
False |
1,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.758 |
2.618 |
85.044 |
1.618 |
83.994 |
1.000 |
83.345 |
0.618 |
82.944 |
HIGH |
82.295 |
0.618 |
81.894 |
0.500 |
81.770 |
0.382 |
81.646 |
LOW |
81.245 |
0.618 |
80.596 |
1.000 |
80.195 |
1.618 |
79.546 |
2.618 |
78.496 |
4.250 |
76.783 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
81.770 |
82.280 |
PP |
81.626 |
81.966 |
S1 |
81.483 |
81.653 |
|