ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
83.590 |
82.610 |
-0.980 |
-1.2% |
84.080 |
| High |
83.685 |
82.795 |
-0.890 |
-1.1% |
84.725 |
| Low |
82.430 |
82.250 |
-0.180 |
-0.2% |
82.250 |
| Close |
82.743 |
82.658 |
-0.085 |
-0.1% |
82.658 |
| Range |
1.255 |
0.545 |
-0.710 |
-56.6% |
2.475 |
| ATR |
0.825 |
0.805 |
-0.020 |
-2.4% |
0.000 |
| Volume |
16,766 |
25,133 |
8,367 |
49.9% |
96,506 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.203 |
83.975 |
82.958 |
|
| R3 |
83.658 |
83.430 |
82.808 |
|
| R2 |
83.113 |
83.113 |
82.758 |
|
| R1 |
82.885 |
82.885 |
82.708 |
82.999 |
| PP |
82.568 |
82.568 |
82.568 |
82.625 |
| S1 |
82.340 |
82.340 |
82.608 |
82.454 |
| S2 |
82.023 |
82.023 |
82.558 |
|
| S3 |
81.478 |
81.795 |
82.508 |
|
| S4 |
80.933 |
81.250 |
82.358 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.636 |
89.122 |
84.019 |
|
| R3 |
88.161 |
86.647 |
83.339 |
|
| R2 |
85.686 |
85.686 |
83.112 |
|
| R1 |
84.172 |
84.172 |
82.885 |
83.692 |
| PP |
83.211 |
83.211 |
83.211 |
82.971 |
| S1 |
81.697 |
81.697 |
82.431 |
81.217 |
| S2 |
80.736 |
80.736 |
82.204 |
|
| S3 |
78.261 |
79.222 |
81.977 |
|
| S4 |
75.786 |
76.747 |
81.297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.725 |
82.250 |
2.475 |
3.0% |
0.809 |
1.0% |
16% |
False |
True |
19,301 |
| 10 |
85.075 |
82.250 |
2.825 |
3.4% |
0.721 |
0.9% |
14% |
False |
True |
19,005 |
| 20 |
86.710 |
82.250 |
4.460 |
5.4% |
0.758 |
0.9% |
9% |
False |
True |
18,413 |
| 40 |
89.220 |
82.250 |
6.970 |
8.4% |
0.837 |
1.0% |
6% |
False |
True |
12,801 |
| 60 |
89.220 |
81.700 |
7.520 |
9.1% |
0.816 |
1.0% |
13% |
False |
False |
8,578 |
| 80 |
89.220 |
80.510 |
8.710 |
10.5% |
0.703 |
0.9% |
25% |
False |
False |
6,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.111 |
|
2.618 |
84.222 |
|
1.618 |
83.677 |
|
1.000 |
83.340 |
|
0.618 |
83.132 |
|
HIGH |
82.795 |
|
0.618 |
82.587 |
|
0.500 |
82.523 |
|
0.382 |
82.458 |
|
LOW |
82.250 |
|
0.618 |
81.913 |
|
1.000 |
81.705 |
|
1.618 |
81.368 |
|
2.618 |
80.823 |
|
4.250 |
79.934 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.613 |
83.063 |
| PP |
82.568 |
82.928 |
| S1 |
82.523 |
82.793 |
|