ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
87.390 |
87.620 |
0.230 |
0.3% |
88.900 |
| High |
88.140 |
87.695 |
-0.445 |
-0.5% |
89.220 |
| Low |
87.340 |
86.465 |
-0.875 |
-1.0% |
86.700 |
| Close |
87.920 |
86.796 |
-1.124 |
-1.3% |
87.920 |
| Range |
0.800 |
1.230 |
0.430 |
53.8% |
2.520 |
| ATR |
0.919 |
0.957 |
0.038 |
4.2% |
0.000 |
| Volume |
25,323 |
34,418 |
9,095 |
35.9% |
49,726 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.675 |
89.966 |
87.473 |
|
| R3 |
89.445 |
88.736 |
87.134 |
|
| R2 |
88.215 |
88.215 |
87.022 |
|
| R1 |
87.506 |
87.506 |
86.909 |
87.246 |
| PP |
86.985 |
86.985 |
86.985 |
86.855 |
| S1 |
86.276 |
86.276 |
86.683 |
86.016 |
| S2 |
85.755 |
85.755 |
86.571 |
|
| S3 |
84.525 |
85.046 |
86.458 |
|
| S4 |
83.295 |
83.816 |
86.120 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.507 |
94.233 |
89.306 |
|
| R3 |
92.987 |
91.713 |
88.613 |
|
| R2 |
90.467 |
90.467 |
88.382 |
|
| R1 |
89.193 |
89.193 |
88.151 |
88.570 |
| PP |
87.947 |
87.947 |
87.947 |
87.635 |
| S1 |
86.673 |
86.673 |
87.689 |
86.050 |
| S2 |
85.427 |
85.427 |
87.458 |
|
| S3 |
82.907 |
84.153 |
87.227 |
|
| S4 |
80.387 |
81.633 |
86.534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.100 |
86.465 |
2.635 |
3.0% |
1.099 |
1.3% |
13% |
False |
True |
16,160 |
| 10 |
89.220 |
86.465 |
2.755 |
3.2% |
1.024 |
1.2% |
12% |
False |
True |
8,835 |
| 20 |
89.220 |
85.750 |
3.470 |
4.0% |
0.983 |
1.1% |
30% |
False |
False |
4,478 |
| 40 |
89.220 |
81.265 |
7.955 |
9.2% |
0.809 |
0.9% |
70% |
False |
False |
2,302 |
| 60 |
89.220 |
80.510 |
8.710 |
10.0% |
0.649 |
0.7% |
72% |
False |
False |
1,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.923 |
|
2.618 |
90.915 |
|
1.618 |
89.685 |
|
1.000 |
88.925 |
|
0.618 |
88.455 |
|
HIGH |
87.695 |
|
0.618 |
87.225 |
|
0.500 |
87.080 |
|
0.382 |
86.935 |
|
LOW |
86.465 |
|
0.618 |
85.705 |
|
1.000 |
85.235 |
|
1.618 |
84.475 |
|
2.618 |
83.245 |
|
4.250 |
81.238 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.080 |
87.518 |
| PP |
86.985 |
87.277 |
| S1 |
86.891 |
87.037 |
|