ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
80.720 |
81.090 |
0.370 |
0.5% |
82.700 |
| High |
81.220 |
81.225 |
0.005 |
0.0% |
82.815 |
| Low |
80.600 |
80.625 |
0.025 |
0.0% |
81.565 |
| Close |
80.992 |
80.930 |
-0.062 |
-0.1% |
81.655 |
| Range |
0.620 |
0.600 |
-0.020 |
-3.2% |
1.250 |
| ATR |
0.717 |
0.709 |
-0.008 |
-1.2% |
0.000 |
| Volume |
17,992 |
14,145 |
-3,847 |
-21.4% |
87,119 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.727 |
82.428 |
81.260 |
|
| R3 |
82.127 |
81.828 |
81.095 |
|
| R2 |
81.527 |
81.527 |
81.040 |
|
| R1 |
81.228 |
81.228 |
80.985 |
81.078 |
| PP |
80.927 |
80.927 |
80.927 |
80.851 |
| S1 |
80.628 |
80.628 |
80.875 |
80.478 |
| S2 |
80.327 |
80.327 |
80.820 |
|
| S3 |
79.727 |
80.028 |
80.765 |
|
| S4 |
79.127 |
79.428 |
80.600 |
|
|
| 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 |
82.080 |
80.555 |
1.525 |
1.9% |
0.616 |
0.8% |
25% |
False |
False |
15,968 |
| 10 |
83.220 |
80.555 |
2.665 |
3.3% |
0.619 |
0.8% |
14% |
False |
False |
17,192 |
| 20 |
84.725 |
80.555 |
4.170 |
5.2% |
0.696 |
0.9% |
9% |
False |
False |
18,168 |
| 40 |
88.570 |
80.555 |
8.015 |
9.9% |
0.773 |
1.0% |
5% |
False |
False |
18,587 |
| 60 |
89.220 |
80.555 |
8.665 |
10.7% |
0.814 |
1.0% |
4% |
False |
False |
12,692 |
| 80 |
89.220 |
80.555 |
8.665 |
10.7% |
0.755 |
0.9% |
4% |
False |
False |
9,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.775 |
|
2.618 |
82.796 |
|
1.618 |
82.196 |
|
1.000 |
81.825 |
|
0.618 |
81.596 |
|
HIGH |
81.225 |
|
0.618 |
80.996 |
|
0.500 |
80.925 |
|
0.382 |
80.854 |
|
LOW |
80.625 |
|
0.618 |
80.254 |
|
1.000 |
80.025 |
|
1.618 |
79.654 |
|
2.618 |
79.054 |
|
4.250 |
78.075 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.928 |
80.917 |
| PP |
80.927 |
80.903 |
| S1 |
80.925 |
80.890 |
|