ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
86.000 |
85.580 |
-0.420 |
-0.5% |
85.670 |
| High |
86.415 |
86.065 |
-0.350 |
-0.4% |
86.710 |
| Low |
85.520 |
85.475 |
-0.045 |
-0.1% |
85.360 |
| Close |
85.579 |
85.922 |
0.343 |
0.4% |
85.579 |
| Range |
0.895 |
0.590 |
-0.305 |
-34.1% |
1.350 |
| ATR |
0.847 |
0.829 |
-0.018 |
-2.2% |
0.000 |
| Volume |
18,669 |
18,523 |
-146 |
-0.8% |
85,723 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.591 |
87.346 |
86.247 |
|
| R3 |
87.001 |
86.756 |
86.084 |
|
| R2 |
86.411 |
86.411 |
86.030 |
|
| R1 |
86.166 |
86.166 |
85.976 |
86.289 |
| PP |
85.821 |
85.821 |
85.821 |
85.882 |
| S1 |
85.576 |
85.576 |
85.868 |
85.699 |
| S2 |
85.231 |
85.231 |
85.814 |
|
| S3 |
84.641 |
84.986 |
85.760 |
|
| S4 |
84.051 |
84.396 |
85.598 |
|
|
| 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 |
85.475 |
1.235 |
1.4% |
0.677 |
0.8% |
36% |
False |
True |
19,164 |
| 10 |
87.175 |
85.360 |
1.815 |
2.1% |
0.719 |
0.8% |
31% |
False |
False |
17,974 |
| 20 |
89.220 |
85.360 |
3.860 |
4.5% |
0.872 |
1.0% |
15% |
False |
False |
13,404 |
| 40 |
89.220 |
82.870 |
6.350 |
7.4% |
0.868 |
1.0% |
48% |
False |
False |
6,754 |
| 60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.721 |
0.8% |
62% |
False |
False |
4,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.573 |
|
2.618 |
87.610 |
|
1.618 |
87.020 |
|
1.000 |
86.655 |
|
0.618 |
86.430 |
|
HIGH |
86.065 |
|
0.618 |
85.840 |
|
0.500 |
85.770 |
|
0.382 |
85.700 |
|
LOW |
85.475 |
|
0.618 |
85.110 |
|
1.000 |
84.885 |
|
1.618 |
84.520 |
|
2.618 |
83.930 |
|
4.250 |
82.968 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.871 |
85.945 |
| PP |
85.821 |
85.937 |
| S1 |
85.770 |
85.930 |
|