ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
83.995 |
84.080 |
0.085 |
0.1% |
84.950 |
| High |
84.315 |
84.635 |
0.320 |
0.4% |
85.075 |
| Low |
83.835 |
84.080 |
0.245 |
0.3% |
83.835 |
| Close |
84.152 |
84.407 |
0.255 |
0.3% |
84.152 |
| Range |
0.480 |
0.555 |
0.075 |
15.6% |
1.240 |
| ATR |
0.803 |
0.785 |
-0.018 |
-2.2% |
0.000 |
| Volume |
17,824 |
16,225 |
-1,599 |
-9.0% |
57,568 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.039 |
85.778 |
84.712 |
|
| R3 |
85.484 |
85.223 |
84.560 |
|
| R2 |
84.929 |
84.929 |
84.509 |
|
| R1 |
84.668 |
84.668 |
84.458 |
84.799 |
| PP |
84.374 |
84.374 |
84.374 |
84.439 |
| S1 |
84.113 |
84.113 |
84.356 |
84.244 |
| S2 |
83.819 |
83.819 |
84.305 |
|
| S3 |
83.264 |
83.558 |
84.254 |
|
| S4 |
82.709 |
83.003 |
84.102 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.074 |
87.353 |
84.834 |
|
| R3 |
86.834 |
86.113 |
84.493 |
|
| R2 |
85.594 |
85.594 |
84.379 |
|
| R1 |
84.873 |
84.873 |
84.266 |
84.614 |
| PP |
84.354 |
84.354 |
84.354 |
84.224 |
| S1 |
83.633 |
83.633 |
84.038 |
83.374 |
| S2 |
83.114 |
83.114 |
83.925 |
|
| S3 |
81.874 |
82.393 |
83.811 |
|
| S4 |
80.634 |
81.153 |
83.470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.075 |
83.835 |
1.240 |
1.5% |
0.613 |
0.7% |
46% |
False |
False |
14,758 |
| 10 |
86.600 |
83.835 |
2.765 |
3.3% |
0.756 |
0.9% |
21% |
False |
False |
18,131 |
| 20 |
87.695 |
83.835 |
3.860 |
4.6% |
0.770 |
0.9% |
15% |
False |
False |
18,847 |
| 40 |
89.220 |
83.835 |
5.385 |
6.4% |
0.865 |
1.0% |
11% |
False |
False |
10,805 |
| 60 |
89.220 |
81.265 |
7.955 |
9.4% |
0.781 |
0.9% |
39% |
False |
False |
7,244 |
| 80 |
89.220 |
80.510 |
8.710 |
10.3% |
0.669 |
0.8% |
45% |
False |
False |
5,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.994 |
|
2.618 |
86.088 |
|
1.618 |
85.533 |
|
1.000 |
85.190 |
|
0.618 |
84.978 |
|
HIGH |
84.635 |
|
0.618 |
84.423 |
|
0.500 |
84.358 |
|
0.382 |
84.292 |
|
LOW |
84.080 |
|
0.618 |
83.737 |
|
1.000 |
83.525 |
|
1.618 |
83.182 |
|
2.618 |
82.627 |
|
4.250 |
81.721 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.391 |
84.350 |
| PP |
84.374 |
84.292 |
| S1 |
84.358 |
84.235 |
|