ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
82.790 |
82.820 |
0.030 |
0.0% |
84.080 |
| High |
82.995 |
83.270 |
0.275 |
0.3% |
84.725 |
| Low |
82.500 |
82.355 |
-0.145 |
-0.2% |
82.250 |
| Close |
82.705 |
82.929 |
0.224 |
0.3% |
82.658 |
| Range |
0.495 |
0.915 |
0.420 |
84.8% |
2.475 |
| ATR |
0.783 |
0.792 |
0.009 |
1.2% |
0.000 |
| Volume |
22,109 |
18,743 |
-3,366 |
-15.2% |
96,506 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.596 |
85.178 |
83.432 |
|
| R3 |
84.681 |
84.263 |
83.181 |
|
| R2 |
83.766 |
83.766 |
83.097 |
|
| R1 |
83.348 |
83.348 |
83.013 |
83.557 |
| PP |
82.851 |
82.851 |
82.851 |
82.956 |
| S1 |
82.433 |
82.433 |
82.845 |
82.642 |
| S2 |
81.936 |
81.936 |
82.761 |
|
| S3 |
81.021 |
81.518 |
82.677 |
|
| S4 |
80.106 |
80.603 |
82.426 |
|
|
| 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 |
83.875 |
82.250 |
1.625 |
2.0% |
0.744 |
0.9% |
42% |
False |
False |
21,685 |
| 10 |
84.725 |
82.250 |
2.475 |
3.0% |
0.693 |
0.8% |
27% |
False |
False |
19,335 |
| 20 |
86.710 |
82.250 |
4.460 |
5.4% |
0.763 |
0.9% |
15% |
False |
False |
18,987 |
| 40 |
89.220 |
82.250 |
6.970 |
8.4% |
0.834 |
1.0% |
10% |
False |
False |
13,818 |
| 60 |
89.220 |
81.720 |
7.500 |
9.0% |
0.823 |
1.0% |
16% |
False |
False |
9,253 |
| 80 |
89.220 |
80.510 |
8.710 |
10.5% |
0.712 |
0.9% |
28% |
False |
False |
6,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.159 |
|
2.618 |
85.665 |
|
1.618 |
84.750 |
|
1.000 |
84.185 |
|
0.618 |
83.835 |
|
HIGH |
83.270 |
|
0.618 |
82.920 |
|
0.500 |
82.813 |
|
0.382 |
82.705 |
|
LOW |
82.355 |
|
0.618 |
81.790 |
|
1.000 |
81.440 |
|
1.618 |
80.875 |
|
2.618 |
79.960 |
|
4.250 |
78.466 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.890 |
82.873 |
| PP |
82.851 |
82.816 |
| S1 |
82.813 |
82.760 |
|