ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
81.565 |
80.490 |
-1.075 |
-1.3% |
83.080 |
High |
81.570 |
80.505 |
-1.065 |
-1.3% |
83.080 |
Low |
80.425 |
79.770 |
-0.655 |
-0.8% |
81.075 |
Close |
80.673 |
80.064 |
-0.609 |
-0.8% |
81.641 |
Range |
1.145 |
0.735 |
-0.410 |
-35.8% |
2.005 |
ATR |
0.656 |
0.674 |
0.018 |
2.7% |
0.000 |
Volume |
23,956 |
22,243 |
-1,713 |
-7.2% |
120,687 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.318 |
81.926 |
80.468 |
|
R3 |
81.583 |
81.191 |
80.266 |
|
R2 |
80.848 |
80.848 |
80.199 |
|
R1 |
80.456 |
80.456 |
80.131 |
80.285 |
PP |
80.113 |
80.113 |
80.113 |
80.027 |
S1 |
79.721 |
79.721 |
79.997 |
79.550 |
S2 |
79.378 |
79.378 |
79.929 |
|
S3 |
78.643 |
78.986 |
79.862 |
|
S4 |
77.908 |
78.251 |
79.660 |
|
|
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 |
81.870 |
79.770 |
2.100 |
2.6% |
0.719 |
0.9% |
14% |
False |
True |
18,809 |
10 |
83.315 |
79.770 |
3.545 |
4.4% |
0.740 |
0.9% |
8% |
False |
True |
21,617 |
20 |
83.705 |
79.770 |
3.935 |
4.9% |
0.629 |
0.8% |
7% |
False |
True |
11,442 |
40 |
83.960 |
79.770 |
4.190 |
5.2% |
0.568 |
0.7% |
7% |
False |
True |
5,754 |
60 |
85.750 |
79.770 |
5.980 |
7.5% |
0.490 |
0.6% |
5% |
False |
True |
3,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.629 |
2.618 |
82.429 |
1.618 |
81.694 |
1.000 |
81.240 |
0.618 |
80.959 |
HIGH |
80.505 |
0.618 |
80.224 |
0.500 |
80.138 |
0.382 |
80.051 |
LOW |
79.770 |
0.618 |
79.316 |
1.000 |
79.035 |
1.618 |
78.581 |
2.618 |
77.846 |
4.250 |
76.646 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
80.138 |
80.755 |
PP |
80.113 |
80.525 |
S1 |
80.089 |
80.294 |
|