ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
81.730 |
81.550 |
-0.180 |
-0.2% |
83.080 |
High |
81.870 |
81.770 |
-0.100 |
-0.1% |
83.080 |
Low |
81.335 |
81.075 |
-0.260 |
-0.3% |
81.075 |
Close |
81.501 |
81.641 |
0.140 |
0.2% |
81.641 |
Range |
0.535 |
0.695 |
0.160 |
29.9% |
2.005 |
ATR |
0.623 |
0.628 |
0.005 |
0.8% |
0.000 |
Volume |
16,834 |
15,546 |
-1,288 |
-7.7% |
120,687 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.580 |
83.306 |
82.023 |
|
R3 |
82.885 |
82.611 |
81.832 |
|
R2 |
82.190 |
82.190 |
81.768 |
|
R1 |
81.916 |
81.916 |
81.705 |
82.053 |
PP |
81.495 |
81.495 |
81.495 |
81.564 |
S1 |
81.221 |
81.221 |
81.577 |
81.358 |
S2 |
80.800 |
80.800 |
81.514 |
|
S3 |
80.105 |
80.526 |
81.450 |
|
S4 |
79.410 |
79.831 |
81.259 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.947 |
86.799 |
82.744 |
|
R3 |
85.942 |
84.794 |
82.192 |
|
R2 |
83.937 |
83.937 |
82.009 |
|
R1 |
82.789 |
82.789 |
81.825 |
82.361 |
PP |
81.932 |
81.932 |
81.932 |
81.718 |
S1 |
80.784 |
80.784 |
81.457 |
80.356 |
S2 |
79.927 |
79.927 |
81.273 |
|
S3 |
77.922 |
78.779 |
81.090 |
|
S4 |
75.917 |
76.774 |
80.538 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.080 |
81.075 |
2.005 |
2.5% |
0.800 |
1.0% |
28% |
False |
True |
24,137 |
10 |
83.315 |
81.075 |
2.240 |
2.7% |
0.649 |
0.8% |
25% |
False |
True |
16,498 |
20 |
83.960 |
81.075 |
2.885 |
3.5% |
0.586 |
0.7% |
20% |
False |
True |
8,384 |
40 |
83.960 |
80.745 |
3.215 |
3.9% |
0.537 |
0.7% |
28% |
False |
False |
4,214 |
60 |
86.810 |
80.745 |
6.065 |
7.4% |
0.461 |
0.6% |
15% |
False |
False |
2,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.724 |
2.618 |
83.590 |
1.618 |
82.895 |
1.000 |
82.465 |
0.618 |
82.200 |
HIGH |
81.770 |
0.618 |
81.505 |
0.500 |
81.423 |
0.382 |
81.340 |
LOW |
81.075 |
0.618 |
80.645 |
1.000 |
80.380 |
1.618 |
79.950 |
2.618 |
79.255 |
4.250 |
78.121 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
81.568 |
81.605 |
PP |
81.495 |
81.569 |
S1 |
81.423 |
81.533 |
|