ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
86.365 |
86.485 |
0.120 |
0.1% |
88.900 |
| High |
86.705 |
86.810 |
0.105 |
0.1% |
89.220 |
| Low |
86.210 |
85.795 |
-0.415 |
-0.5% |
86.700 |
| Close |
86.386 |
85.982 |
-0.404 |
-0.5% |
87.920 |
| Range |
0.495 |
1.015 |
0.520 |
105.1% |
2.520 |
| ATR |
0.926 |
0.932 |
0.006 |
0.7% |
0.000 |
| Volume |
15,942 |
15,333 |
-609 |
-3.8% |
49,726 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.241 |
88.626 |
86.540 |
|
| R3 |
88.226 |
87.611 |
86.261 |
|
| R2 |
87.211 |
87.211 |
86.168 |
|
| R1 |
86.596 |
86.596 |
86.075 |
86.396 |
| PP |
86.196 |
86.196 |
86.196 |
86.096 |
| S1 |
85.581 |
85.581 |
85.889 |
85.381 |
| S2 |
85.181 |
85.181 |
85.796 |
|
| S3 |
84.166 |
84.566 |
85.703 |
|
| S4 |
83.151 |
83.551 |
85.424 |
|
|
| 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 |
88.140 |
85.795 |
2.345 |
2.7% |
0.905 |
1.1% |
8% |
False |
True |
22,858 |
| 10 |
89.220 |
85.795 |
3.425 |
4.0% |
1.004 |
1.2% |
5% |
False |
True |
14,203 |
| 20 |
89.220 |
85.750 |
3.470 |
4.0% |
0.916 |
1.1% |
7% |
False |
False |
7,189 |
| 40 |
89.220 |
81.700 |
7.520 |
8.7% |
0.845 |
1.0% |
57% |
False |
False |
3,660 |
| 60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.685 |
0.8% |
63% |
False |
False |
2,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.124 |
|
2.618 |
89.467 |
|
1.618 |
88.452 |
|
1.000 |
87.825 |
|
0.618 |
87.437 |
|
HIGH |
86.810 |
|
0.618 |
86.422 |
|
0.500 |
86.303 |
|
0.382 |
86.183 |
|
LOW |
85.795 |
|
0.618 |
85.168 |
|
1.000 |
84.780 |
|
1.618 |
84.153 |
|
2.618 |
83.138 |
|
4.250 |
81.481 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.303 |
86.485 |
| PP |
86.196 |
86.317 |
| S1 |
86.089 |
86.150 |
|