ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
82.820 |
82.880 |
0.060 |
0.1% |
84.080 |
| High |
83.270 |
83.640 |
0.370 |
0.4% |
84.725 |
| Low |
82.355 |
82.760 |
0.405 |
0.5% |
82.250 |
| Close |
82.929 |
83.593 |
0.664 |
0.8% |
82.658 |
| Range |
0.915 |
0.880 |
-0.035 |
-3.8% |
2.475 |
| ATR |
0.792 |
0.798 |
0.006 |
0.8% |
0.000 |
| Volume |
18,743 |
17,417 |
-1,326 |
-7.1% |
96,506 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.971 |
85.662 |
84.077 |
|
| R3 |
85.091 |
84.782 |
83.835 |
|
| R2 |
84.211 |
84.211 |
83.754 |
|
| R1 |
83.902 |
83.902 |
83.674 |
84.057 |
| PP |
83.331 |
83.331 |
83.331 |
83.408 |
| S1 |
83.022 |
83.022 |
83.512 |
83.177 |
| S2 |
82.451 |
82.451 |
83.432 |
|
| S3 |
81.571 |
82.142 |
83.351 |
|
| S4 |
80.691 |
81.262 |
83.109 |
|
|
| 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 |
83.685 |
82.250 |
1.435 |
1.7% |
0.818 |
1.0% |
94% |
False |
False |
20,033 |
| 10 |
84.725 |
82.250 |
2.475 |
3.0% |
0.718 |
0.9% |
54% |
False |
False |
19,161 |
| 20 |
86.710 |
82.250 |
4.460 |
5.3% |
0.782 |
0.9% |
30% |
False |
False |
18,909 |
| 40 |
89.220 |
82.250 |
6.970 |
8.3% |
0.832 |
1.0% |
19% |
False |
False |
14,252 |
| 60 |
89.220 |
82.065 |
7.155 |
8.6% |
0.817 |
1.0% |
21% |
False |
False |
9,539 |
| 80 |
89.220 |
80.510 |
8.710 |
10.4% |
0.717 |
0.9% |
35% |
False |
False |
7,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.380 |
|
2.618 |
85.944 |
|
1.618 |
85.064 |
|
1.000 |
84.520 |
|
0.618 |
84.184 |
|
HIGH |
83.640 |
|
0.618 |
83.304 |
|
0.500 |
83.200 |
|
0.382 |
83.096 |
|
LOW |
82.760 |
|
0.618 |
82.216 |
|
1.000 |
81.880 |
|
1.618 |
81.336 |
|
2.618 |
80.456 |
|
4.250 |
79.020 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.462 |
83.395 |
| PP |
83.331 |
83.196 |
| S1 |
83.200 |
82.998 |
|