ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
87.620 |
87.000 |
-0.620 |
-0.7% |
88.900 |
| High |
87.695 |
87.175 |
-0.520 |
-0.6% |
89.220 |
| Low |
86.465 |
86.190 |
-0.275 |
-0.3% |
86.700 |
| Close |
86.796 |
86.290 |
-0.506 |
-0.6% |
87.920 |
| Range |
1.230 |
0.985 |
-0.245 |
-19.9% |
2.520 |
| ATR |
0.957 |
0.959 |
0.002 |
0.2% |
0.000 |
| Volume |
34,418 |
23,278 |
-11,140 |
-32.4% |
49,726 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.507 |
88.883 |
86.832 |
|
| R3 |
88.522 |
87.898 |
86.561 |
|
| R2 |
87.537 |
87.537 |
86.471 |
|
| R1 |
86.913 |
86.913 |
86.380 |
86.733 |
| PP |
86.552 |
86.552 |
86.552 |
86.461 |
| S1 |
85.928 |
85.928 |
86.200 |
85.748 |
| S2 |
85.567 |
85.567 |
86.109 |
|
| S3 |
84.582 |
84.943 |
86.019 |
|
| S4 |
83.597 |
83.958 |
85.748 |
|
|
| 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 |
88.905 |
86.190 |
2.715 |
3.1% |
1.175 |
1.4% |
4% |
False |
True |
20,014 |
| 10 |
89.220 |
86.190 |
3.030 |
3.5% |
0.995 |
1.2% |
3% |
False |
True |
11,160 |
| 20 |
89.220 |
85.750 |
3.470 |
4.0% |
0.958 |
1.1% |
16% |
False |
False |
5,638 |
| 40 |
89.220 |
81.430 |
7.790 |
9.0% |
0.830 |
1.0% |
62% |
False |
False |
2,880 |
| 60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.666 |
0.8% |
66% |
False |
False |
1,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.361 |
|
2.618 |
89.754 |
|
1.618 |
88.769 |
|
1.000 |
88.160 |
|
0.618 |
87.784 |
|
HIGH |
87.175 |
|
0.618 |
86.799 |
|
0.500 |
86.683 |
|
0.382 |
86.566 |
|
LOW |
86.190 |
|
0.618 |
85.581 |
|
1.000 |
85.205 |
|
1.618 |
84.596 |
|
2.618 |
83.611 |
|
4.250 |
82.004 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.683 |
87.165 |
| PP |
86.552 |
86.873 |
| S1 |
86.421 |
86.582 |
|