ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
85.910 |
86.480 |
0.570 |
0.7% |
85.670 |
| High |
86.600 |
86.570 |
-0.030 |
0.0% |
86.710 |
| Low |
85.910 |
85.875 |
-0.035 |
0.0% |
85.360 |
| Close |
86.340 |
86.281 |
-0.059 |
-0.1% |
85.579 |
| Range |
0.690 |
0.695 |
0.005 |
0.7% |
1.350 |
| ATR |
0.819 |
0.810 |
-0.009 |
-1.1% |
0.000 |
| Volume |
15,186 |
19,946 |
4,760 |
31.3% |
85,723 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.327 |
87.999 |
86.663 |
|
| R3 |
87.632 |
87.304 |
86.472 |
|
| R2 |
86.937 |
86.937 |
86.408 |
|
| R1 |
86.609 |
86.609 |
86.345 |
86.426 |
| PP |
86.242 |
86.242 |
86.242 |
86.150 |
| S1 |
85.914 |
85.914 |
86.217 |
85.731 |
| S2 |
85.547 |
85.547 |
86.154 |
|
| S3 |
84.852 |
85.219 |
86.090 |
|
| S4 |
84.157 |
84.524 |
85.899 |
|
|
| 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 |
86.600 |
85.475 |
1.125 |
1.3% |
0.693 |
0.8% |
72% |
False |
False |
19,329 |
| 10 |
86.810 |
85.360 |
1.450 |
1.7% |
0.710 |
0.8% |
64% |
False |
False |
17,566 |
| 20 |
89.220 |
85.360 |
3.860 |
4.5% |
0.853 |
1.0% |
24% |
False |
False |
15,144 |
| 40 |
89.220 |
83.405 |
5.815 |
6.7% |
0.861 |
1.0% |
49% |
False |
False |
7,629 |
| 60 |
89.220 |
80.510 |
8.710 |
10.1% |
0.735 |
0.9% |
66% |
False |
False |
5,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.524 |
|
2.618 |
88.390 |
|
1.618 |
87.695 |
|
1.000 |
87.265 |
|
0.618 |
87.000 |
|
HIGH |
86.570 |
|
0.618 |
86.305 |
|
0.500 |
86.223 |
|
0.382 |
86.140 |
|
LOW |
85.875 |
|
0.618 |
85.445 |
|
1.000 |
85.180 |
|
1.618 |
84.750 |
|
2.618 |
84.055 |
|
4.250 |
82.921 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.262 |
86.200 |
| PP |
86.242 |
86.119 |
| S1 |
86.223 |
86.038 |
|