ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
84.950 |
84.280 |
-0.670 |
-0.8% |
85.580 |
| High |
85.075 |
84.595 |
-0.480 |
-0.6% |
86.600 |
| Low |
84.040 |
83.965 |
-0.075 |
-0.1% |
84.360 |
| Close |
84.306 |
84.038 |
-0.268 |
-0.3% |
84.670 |
| Range |
1.035 |
0.630 |
-0.405 |
-39.1% |
2.240 |
| ATR |
0.881 |
0.863 |
-0.018 |
-2.0% |
0.000 |
| Volume |
1,568 |
19,165 |
17,597 |
1,122.3% |
107,522 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.089 |
85.694 |
84.385 |
|
| R3 |
85.459 |
85.064 |
84.211 |
|
| R2 |
84.829 |
84.829 |
84.154 |
|
| R1 |
84.434 |
84.434 |
84.096 |
84.317 |
| PP |
84.199 |
84.199 |
84.199 |
84.141 |
| S1 |
83.804 |
83.804 |
83.980 |
83.687 |
| S2 |
83.569 |
83.569 |
83.923 |
|
| S3 |
82.939 |
83.174 |
83.865 |
|
| S4 |
82.309 |
82.544 |
83.692 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.930 |
90.540 |
85.902 |
|
| R3 |
89.690 |
88.300 |
85.286 |
|
| R2 |
87.450 |
87.450 |
85.081 |
|
| R1 |
86.060 |
86.060 |
84.875 |
85.635 |
| PP |
85.210 |
85.210 |
85.210 |
84.998 |
| S1 |
83.820 |
83.820 |
84.465 |
83.395 |
| S2 |
82.970 |
82.970 |
84.259 |
|
| S3 |
80.730 |
81.580 |
84.054 |
|
| S4 |
78.490 |
79.340 |
83.438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.570 |
83.965 |
2.605 |
3.1% |
0.976 |
1.2% |
3% |
False |
True |
18,909 |
| 10 |
86.710 |
83.965 |
2.745 |
3.3% |
0.846 |
1.0% |
3% |
False |
True |
18,657 |
| 20 |
88.905 |
83.965 |
4.940 |
5.9% |
0.883 |
1.1% |
1% |
False |
True |
18,313 |
| 40 |
89.220 |
83.965 |
5.255 |
6.3% |
0.876 |
1.0% |
1% |
False |
True |
9,480 |
| 60 |
89.220 |
80.510 |
8.710 |
10.4% |
0.774 |
0.9% |
41% |
False |
False |
6,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.273 |
|
2.618 |
86.244 |
|
1.618 |
85.614 |
|
1.000 |
85.225 |
|
0.618 |
84.984 |
|
HIGH |
84.595 |
|
0.618 |
84.354 |
|
0.500 |
84.280 |
|
0.382 |
84.206 |
|
LOW |
83.965 |
|
0.618 |
83.576 |
|
1.000 |
83.335 |
|
1.618 |
82.946 |
|
2.618 |
82.316 |
|
4.250 |
81.288 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.280 |
84.520 |
| PP |
84.199 |
84.359 |
| S1 |
84.119 |
84.199 |
|