ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
82.880 |
83.470 |
0.590 |
0.7% |
84.080 |
| High |
83.640 |
83.545 |
-0.095 |
-0.1% |
84.725 |
| Low |
82.760 |
82.640 |
-0.120 |
-0.1% |
82.250 |
| Close |
83.593 |
82.782 |
-0.811 |
-1.0% |
82.658 |
| Range |
0.880 |
0.905 |
0.025 |
2.8% |
2.475 |
| ATR |
0.798 |
0.809 |
0.011 |
1.4% |
0.000 |
| Volume |
17,417 |
18,836 |
1,419 |
8.1% |
96,506 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.704 |
85.148 |
83.280 |
|
| R3 |
84.799 |
84.243 |
83.031 |
|
| R2 |
83.894 |
83.894 |
82.948 |
|
| R1 |
83.338 |
83.338 |
82.865 |
83.164 |
| PP |
82.989 |
82.989 |
82.989 |
82.902 |
| S1 |
82.433 |
82.433 |
82.699 |
82.259 |
| S2 |
82.084 |
82.084 |
82.616 |
|
| S3 |
81.179 |
81.528 |
82.533 |
|
| S4 |
80.274 |
80.623 |
82.284 |
|
|
| 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 |
83.640 |
82.250 |
1.390 |
1.7% |
0.748 |
0.9% |
38% |
False |
False |
20,447 |
| 10 |
84.725 |
82.250 |
2.475 |
3.0% |
0.772 |
0.9% |
21% |
False |
False |
19,143 |
| 20 |
86.600 |
82.250 |
4.350 |
5.3% |
0.787 |
1.0% |
12% |
False |
False |
19,084 |
| 40 |
89.220 |
82.250 |
6.970 |
8.4% |
0.836 |
1.0% |
8% |
False |
False |
14,721 |
| 60 |
89.220 |
82.065 |
7.155 |
8.6% |
0.825 |
1.0% |
10% |
False |
False |
9,845 |
| 80 |
89.220 |
80.510 |
8.710 |
10.5% |
0.719 |
0.9% |
26% |
False |
False |
7,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.391 |
|
2.618 |
85.914 |
|
1.618 |
85.009 |
|
1.000 |
84.450 |
|
0.618 |
84.104 |
|
HIGH |
83.545 |
|
0.618 |
83.199 |
|
0.500 |
83.093 |
|
0.382 |
82.986 |
|
LOW |
82.640 |
|
0.618 |
82.081 |
|
1.000 |
81.735 |
|
1.618 |
81.176 |
|
2.618 |
80.271 |
|
4.250 |
78.794 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.093 |
82.998 |
| PP |
82.989 |
82.926 |
| S1 |
82.886 |
82.854 |
|