ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
86.130 |
86.000 |
-0.130 |
-0.2% |
85.670 |
| High |
86.280 |
86.415 |
0.135 |
0.2% |
86.710 |
| Low |
85.685 |
85.520 |
-0.165 |
-0.2% |
85.360 |
| Close |
86.017 |
85.579 |
-0.438 |
-0.5% |
85.579 |
| Range |
0.595 |
0.895 |
0.300 |
50.4% |
1.350 |
| ATR |
0.844 |
0.847 |
0.004 |
0.4% |
0.000 |
| Volume |
24,321 |
18,669 |
-5,652 |
-23.2% |
85,723 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.523 |
87.946 |
86.071 |
|
| R3 |
87.628 |
87.051 |
85.825 |
|
| R2 |
86.733 |
86.733 |
85.743 |
|
| R1 |
86.156 |
86.156 |
85.661 |
85.997 |
| PP |
85.838 |
85.838 |
85.838 |
85.759 |
| S1 |
85.261 |
85.261 |
85.497 |
85.102 |
| S2 |
84.943 |
84.943 |
85.415 |
|
| S3 |
84.048 |
84.366 |
85.333 |
|
| S4 |
83.153 |
83.471 |
85.087 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.933 |
89.106 |
86.322 |
|
| R3 |
88.583 |
87.756 |
85.950 |
|
| R2 |
87.233 |
87.233 |
85.827 |
|
| R1 |
86.406 |
86.406 |
85.703 |
86.145 |
| PP |
85.883 |
85.883 |
85.883 |
85.752 |
| S1 |
85.056 |
85.056 |
85.455 |
84.795 |
| S2 |
84.533 |
84.533 |
85.332 |
|
| S3 |
83.183 |
83.706 |
85.208 |
|
| S4 |
81.833 |
82.356 |
84.837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.710 |
85.360 |
1.350 |
1.6% |
0.756 |
0.9% |
16% |
False |
False |
17,144 |
| 10 |
87.695 |
85.360 |
2.335 |
2.7% |
0.783 |
0.9% |
9% |
False |
False |
19,564 |
| 20 |
89.220 |
85.360 |
3.860 |
4.5% |
0.857 |
1.0% |
6% |
False |
False |
12,493 |
| 40 |
89.220 |
82.410 |
6.810 |
8.0% |
0.866 |
1.0% |
47% |
False |
False |
6,291 |
| 60 |
89.220 |
80.510 |
8.710 |
10.2% |
0.716 |
0.8% |
58% |
False |
False |
4,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.219 |
|
2.618 |
88.758 |
|
1.618 |
87.863 |
|
1.000 |
87.310 |
|
0.618 |
86.968 |
|
HIGH |
86.415 |
|
0.618 |
86.073 |
|
0.500 |
85.968 |
|
0.382 |
85.862 |
|
LOW |
85.520 |
|
0.618 |
84.967 |
|
1.000 |
84.625 |
|
1.618 |
84.072 |
|
2.618 |
83.177 |
|
4.250 |
81.716 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.968 |
86.115 |
| PP |
85.838 |
85.936 |
| S1 |
85.709 |
85.758 |
|