ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
86.485 |
85.925 |
-0.560 |
-0.6% |
87.620 |
| High |
86.810 |
86.060 |
-0.750 |
-0.9% |
87.695 |
| Low |
85.795 |
85.735 |
-0.060 |
-0.1% |
85.735 |
| Close |
85.982 |
85.976 |
-0.006 |
0.0% |
85.976 |
| Range |
1.015 |
0.325 |
-0.690 |
-68.0% |
1.960 |
| ATR |
0.932 |
0.889 |
-0.043 |
-4.7% |
0.000 |
| Volume |
15,333 |
20,949 |
5,616 |
36.6% |
109,920 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.899 |
86.762 |
86.155 |
|
| R3 |
86.574 |
86.437 |
86.065 |
|
| R2 |
86.249 |
86.249 |
86.036 |
|
| R1 |
86.112 |
86.112 |
86.006 |
86.181 |
| PP |
85.924 |
85.924 |
85.924 |
85.958 |
| S1 |
85.787 |
85.787 |
85.946 |
85.856 |
| S2 |
85.599 |
85.599 |
85.916 |
|
| S3 |
85.274 |
85.462 |
85.887 |
|
| S4 |
84.949 |
85.137 |
85.797 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.349 |
91.122 |
87.054 |
|
| R3 |
90.389 |
89.162 |
86.515 |
|
| R2 |
88.429 |
88.429 |
86.335 |
|
| R1 |
87.202 |
87.202 |
86.156 |
86.836 |
| PP |
86.469 |
86.469 |
86.469 |
86.285 |
| S1 |
85.242 |
85.242 |
85.796 |
84.876 |
| S2 |
84.509 |
84.509 |
85.617 |
|
| S3 |
82.549 |
83.282 |
85.437 |
|
| S4 |
80.589 |
81.322 |
84.898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.695 |
85.735 |
1.960 |
2.3% |
0.810 |
0.9% |
12% |
False |
True |
21,984 |
| 10 |
89.220 |
85.735 |
3.485 |
4.1% |
0.881 |
1.0% |
7% |
False |
True |
15,964 |
| 20 |
89.220 |
85.735 |
3.485 |
4.1% |
0.900 |
1.0% |
7% |
False |
True |
8,231 |
| 40 |
89.220 |
81.700 |
7.520 |
8.7% |
0.838 |
1.0% |
57% |
False |
False |
4,180 |
| 60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.684 |
0.8% |
63% |
False |
False |
2,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.441 |
|
2.618 |
86.911 |
|
1.618 |
86.586 |
|
1.000 |
86.385 |
|
0.618 |
86.261 |
|
HIGH |
86.060 |
|
0.618 |
85.936 |
|
0.500 |
85.898 |
|
0.382 |
85.859 |
|
LOW |
85.735 |
|
0.618 |
85.534 |
|
1.000 |
85.410 |
|
1.618 |
85.209 |
|
2.618 |
84.884 |
|
4.250 |
84.354 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.950 |
86.273 |
| PP |
85.924 |
86.174 |
| S1 |
85.898 |
86.075 |
|