ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
81.010 |
80.720 |
-0.290 |
-0.4% |
82.700 |
| High |
81.130 |
81.220 |
0.090 |
0.1% |
82.815 |
| Low |
80.555 |
80.600 |
0.045 |
0.1% |
81.565 |
| Close |
80.684 |
80.992 |
0.308 |
0.4% |
81.655 |
| Range |
0.575 |
0.620 |
0.045 |
7.8% |
1.250 |
| ATR |
0.725 |
0.717 |
-0.007 |
-1.0% |
0.000 |
| Volume |
14,516 |
17,992 |
3,476 |
23.9% |
87,119 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.797 |
82.515 |
81.333 |
|
| R3 |
82.177 |
81.895 |
81.163 |
|
| R2 |
81.557 |
81.557 |
81.106 |
|
| R1 |
81.275 |
81.275 |
81.049 |
81.416 |
| PP |
80.937 |
80.937 |
80.937 |
81.008 |
| S1 |
80.655 |
80.655 |
80.935 |
80.796 |
| S2 |
80.317 |
80.317 |
80.878 |
|
| S3 |
79.697 |
80.035 |
80.822 |
|
| S4 |
79.077 |
79.415 |
80.651 |
|
|
| 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 |
82.285 |
80.555 |
1.730 |
2.1% |
0.633 |
0.8% |
25% |
False |
False |
15,939 |
| 10 |
83.545 |
80.555 |
2.990 |
3.7% |
0.650 |
0.8% |
15% |
False |
False |
17,661 |
| 20 |
84.725 |
80.555 |
4.170 |
5.1% |
0.684 |
0.8% |
10% |
False |
False |
18,411 |
| 40 |
88.905 |
80.555 |
8.350 |
10.3% |
0.783 |
1.0% |
5% |
False |
False |
18,362 |
| 60 |
89.220 |
80.555 |
8.665 |
10.7% |
0.812 |
1.0% |
5% |
False |
False |
12,457 |
| 80 |
89.220 |
80.510 |
8.710 |
10.8% |
0.752 |
0.9% |
6% |
False |
False |
9,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.855 |
|
2.618 |
82.843 |
|
1.618 |
82.223 |
|
1.000 |
81.840 |
|
0.618 |
81.603 |
|
HIGH |
81.220 |
|
0.618 |
80.983 |
|
0.500 |
80.910 |
|
0.382 |
80.837 |
|
LOW |
80.600 |
|
0.618 |
80.217 |
|
1.000 |
79.980 |
|
1.618 |
79.597 |
|
2.618 |
78.977 |
|
4.250 |
77.965 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.965 |
81.113 |
| PP |
80.937 |
81.072 |
| S1 |
80.910 |
81.032 |
|