ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
82.205 |
81.445 |
-0.760 |
-0.9% |
82.340 |
High |
82.295 |
81.990 |
-0.305 |
-0.4% |
83.315 |
Low |
81.245 |
81.330 |
0.085 |
0.1% |
82.230 |
Close |
81.339 |
81.751 |
0.412 |
0.5% |
83.016 |
Range |
1.050 |
0.660 |
-0.390 |
-37.1% |
1.085 |
ATR |
0.627 |
0.629 |
0.002 |
0.4% |
0.000 |
Volume |
31,880 |
35,918 |
4,038 |
12.7% |
44,301 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.670 |
83.371 |
82.114 |
|
R3 |
83.010 |
82.711 |
81.933 |
|
R2 |
82.350 |
82.350 |
81.872 |
|
R1 |
82.051 |
82.051 |
81.812 |
82.201 |
PP |
81.690 |
81.690 |
81.690 |
81.765 |
S1 |
81.391 |
81.391 |
81.691 |
81.541 |
S2 |
81.030 |
81.030 |
81.630 |
|
S3 |
80.370 |
80.731 |
81.570 |
|
S4 |
79.710 |
80.071 |
81.388 |
|
|
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% |
0.761 |
0.9% |
24% |
False |
False |
24,424 |
10 |
83.315 |
81.245 |
2.070 |
2.5% |
0.614 |
0.8% |
24% |
False |
False |
13,401 |
20 |
83.960 |
81.245 |
2.715 |
3.3% |
0.596 |
0.7% |
19% |
False |
False |
6,776 |
40 |
83.960 |
80.745 |
3.215 |
3.9% |
0.535 |
0.7% |
31% |
False |
False |
3,404 |
60 |
86.810 |
80.745 |
6.065 |
7.4% |
0.451 |
0.6% |
17% |
False |
False |
2,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.795 |
2.618 |
83.718 |
1.618 |
83.058 |
1.000 |
82.650 |
0.618 |
82.398 |
HIGH |
81.990 |
0.618 |
81.738 |
0.500 |
81.660 |
0.382 |
81.582 |
LOW |
81.330 |
0.618 |
80.922 |
1.000 |
80.670 |
1.618 |
80.262 |
2.618 |
79.602 |
4.250 |
78.525 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
81.721 |
82.163 |
PP |
81.690 |
82.025 |
S1 |
81.660 |
81.888 |
|