ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
83.470 |
82.690 |
-0.780 |
-0.9% |
82.790 |
| High |
83.545 |
83.220 |
-0.325 |
-0.4% |
83.640 |
| Low |
82.640 |
82.390 |
-0.250 |
-0.3% |
82.355 |
| Close |
82.782 |
82.629 |
-0.153 |
-0.2% |
82.629 |
| Range |
0.905 |
0.830 |
-0.075 |
-8.3% |
1.285 |
| ATR |
0.809 |
0.811 |
0.001 |
0.2% |
0.000 |
| Volume |
18,836 |
20,993 |
2,157 |
11.5% |
98,098 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.236 |
84.763 |
83.086 |
|
| R3 |
84.406 |
83.933 |
82.857 |
|
| R2 |
83.576 |
83.576 |
82.781 |
|
| R1 |
83.103 |
83.103 |
82.705 |
82.925 |
| PP |
82.746 |
82.746 |
82.746 |
82.657 |
| S1 |
82.273 |
82.273 |
82.553 |
82.095 |
| S2 |
81.916 |
81.916 |
82.477 |
|
| S3 |
81.086 |
81.443 |
82.401 |
|
| S4 |
80.256 |
80.613 |
82.173 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.730 |
85.964 |
83.336 |
|
| R3 |
85.445 |
84.679 |
82.982 |
|
| R2 |
84.160 |
84.160 |
82.865 |
|
| R1 |
83.394 |
83.394 |
82.747 |
83.135 |
| PP |
82.875 |
82.875 |
82.875 |
82.745 |
| S1 |
82.109 |
82.109 |
82.511 |
81.850 |
| S2 |
81.590 |
81.590 |
82.393 |
|
| S3 |
80.305 |
80.824 |
82.276 |
|
| S4 |
79.020 |
79.539 |
81.922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.640 |
82.355 |
1.285 |
1.6% |
0.805 |
1.0% |
21% |
False |
False |
19,619 |
| 10 |
84.725 |
82.250 |
2.475 |
3.0% |
0.807 |
1.0% |
15% |
False |
False |
19,460 |
| 20 |
86.600 |
82.250 |
4.350 |
5.3% |
0.799 |
1.0% |
9% |
False |
False |
18,918 |
| 40 |
89.220 |
82.250 |
6.970 |
8.4% |
0.829 |
1.0% |
5% |
False |
False |
15,245 |
| 60 |
89.220 |
82.065 |
7.155 |
8.7% |
0.834 |
1.0% |
8% |
False |
False |
10,193 |
| 80 |
89.220 |
80.510 |
8.710 |
10.5% |
0.726 |
0.9% |
24% |
False |
False |
7,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.748 |
|
2.618 |
85.393 |
|
1.618 |
84.563 |
|
1.000 |
84.050 |
|
0.618 |
83.733 |
|
HIGH |
83.220 |
|
0.618 |
82.903 |
|
0.500 |
82.805 |
|
0.382 |
82.707 |
|
LOW |
82.390 |
|
0.618 |
81.877 |
|
1.000 |
81.560 |
|
1.618 |
81.047 |
|
2.618 |
80.217 |
|
4.250 |
78.863 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.805 |
83.015 |
| PP |
82.746 |
82.886 |
| S1 |
82.688 |
82.758 |
|