ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
81.570 |
81.010 |
-0.560 |
-0.7% |
82.700 |
| High |
81.670 |
81.130 |
-0.540 |
-0.7% |
82.815 |
| Low |
80.900 |
80.555 |
-0.345 |
-0.4% |
81.565 |
| Close |
81.055 |
80.684 |
-0.371 |
-0.5% |
81.655 |
| Range |
0.770 |
0.575 |
-0.195 |
-25.3% |
1.250 |
| ATR |
0.736 |
0.725 |
-0.012 |
-1.6% |
0.000 |
| Volume |
17,161 |
14,516 |
-2,645 |
-15.4% |
87,119 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.515 |
82.174 |
81.000 |
|
| R3 |
81.940 |
81.599 |
80.842 |
|
| R2 |
81.365 |
81.365 |
80.789 |
|
| R1 |
81.024 |
81.024 |
80.737 |
80.907 |
| PP |
80.790 |
80.790 |
80.790 |
80.731 |
| S1 |
80.449 |
80.449 |
80.631 |
80.332 |
| S2 |
80.215 |
80.215 |
80.579 |
|
| S3 |
79.640 |
79.874 |
80.526 |
|
| S4 |
79.065 |
79.299 |
80.368 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.762 |
84.958 |
82.343 |
|
| R3 |
84.512 |
83.708 |
81.999 |
|
| R2 |
83.262 |
83.262 |
81.884 |
|
| R1 |
82.458 |
82.458 |
81.770 |
82.235 |
| PP |
82.012 |
82.012 |
82.012 |
81.900 |
| S1 |
81.208 |
81.208 |
81.540 |
80.985 |
| S2 |
80.762 |
80.762 |
81.426 |
|
| S3 |
79.512 |
79.958 |
81.311 |
|
| S4 |
78.262 |
78.708 |
80.968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.425 |
80.555 |
1.870 |
2.3% |
0.580 |
0.7% |
7% |
False |
True |
15,475 |
| 10 |
83.640 |
80.555 |
3.085 |
3.8% |
0.676 |
0.8% |
4% |
False |
True |
17,604 |
| 20 |
84.725 |
80.555 |
4.170 |
5.2% |
0.684 |
0.8% |
3% |
False |
True |
18,470 |
| 40 |
89.100 |
80.555 |
8.545 |
10.6% |
0.783 |
1.0% |
2% |
False |
True |
18,012 |
| 60 |
89.220 |
80.555 |
8.665 |
10.7% |
0.808 |
1.0% |
1% |
False |
True |
12,160 |
| 80 |
89.220 |
80.510 |
8.710 |
10.8% |
0.748 |
0.9% |
2% |
False |
False |
9,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.574 |
|
2.618 |
82.635 |
|
1.618 |
82.060 |
|
1.000 |
81.705 |
|
0.618 |
81.485 |
|
HIGH |
81.130 |
|
0.618 |
80.910 |
|
0.500 |
80.843 |
|
0.382 |
80.775 |
|
LOW |
80.555 |
|
0.618 |
80.200 |
|
1.000 |
79.980 |
|
1.618 |
79.625 |
|
2.618 |
79.050 |
|
4.250 |
78.111 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.843 |
81.318 |
| PP |
80.790 |
81.106 |
| S1 |
80.737 |
80.895 |
|