ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
81.550 |
81.665 |
0.115 |
0.1% |
83.080 |
High |
81.770 |
81.740 |
-0.030 |
0.0% |
83.080 |
Low |
81.075 |
81.255 |
0.180 |
0.2% |
81.075 |
Close |
81.641 |
81.582 |
-0.059 |
-0.1% |
81.641 |
Range |
0.695 |
0.485 |
-0.210 |
-30.2% |
2.005 |
ATR |
0.628 |
0.618 |
-0.010 |
-1.6% |
0.000 |
Volume |
15,546 |
15,469 |
-77 |
-0.5% |
120,687 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.981 |
82.766 |
81.849 |
|
R3 |
82.496 |
82.281 |
81.715 |
|
R2 |
82.011 |
82.011 |
81.671 |
|
R1 |
81.796 |
81.796 |
81.626 |
81.661 |
PP |
81.526 |
81.526 |
81.526 |
81.458 |
S1 |
81.311 |
81.311 |
81.538 |
81.176 |
S2 |
81.041 |
81.041 |
81.493 |
|
S3 |
80.556 |
80.826 |
81.449 |
|
S4 |
80.071 |
80.341 |
81.315 |
|
|
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 |
82.295 |
81.075 |
1.220 |
1.5% |
0.685 |
0.8% |
42% |
False |
False |
23,129 |
10 |
83.315 |
81.075 |
2.240 |
2.7% |
0.676 |
0.8% |
23% |
False |
False |
17,952 |
20 |
83.960 |
81.075 |
2.885 |
3.5% |
0.591 |
0.7% |
18% |
False |
False |
9,146 |
40 |
83.960 |
80.745 |
3.215 |
3.9% |
0.538 |
0.7% |
26% |
False |
False |
4,600 |
60 |
86.810 |
80.745 |
6.065 |
7.4% |
0.469 |
0.6% |
14% |
False |
False |
3,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.801 |
2.618 |
83.010 |
1.618 |
82.525 |
1.000 |
82.225 |
0.618 |
82.040 |
HIGH |
81.740 |
0.618 |
81.555 |
0.500 |
81.498 |
0.382 |
81.440 |
LOW |
81.255 |
0.618 |
80.955 |
1.000 |
80.770 |
1.618 |
80.470 |
2.618 |
79.985 |
4.250 |
79.194 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
81.554 |
81.546 |
PP |
81.526 |
81.509 |
S1 |
81.498 |
81.473 |
|