ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
81.090 |
80.890 |
-0.200 |
-0.2% |
81.570 |
| High |
81.225 |
81.230 |
0.005 |
0.0% |
81.670 |
| Low |
80.625 |
80.170 |
-0.455 |
-0.6% |
80.170 |
| Close |
80.930 |
80.496 |
-0.434 |
-0.5% |
80.496 |
| Range |
0.600 |
1.060 |
0.460 |
76.7% |
1.500 |
| ATR |
0.709 |
0.734 |
0.025 |
3.5% |
0.000 |
| Volume |
14,145 |
19,978 |
5,833 |
41.2% |
83,792 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.812 |
83.214 |
81.079 |
|
| R3 |
82.752 |
82.154 |
80.788 |
|
| R2 |
81.692 |
81.692 |
80.690 |
|
| R1 |
81.094 |
81.094 |
80.593 |
80.863 |
| PP |
80.632 |
80.632 |
80.632 |
80.517 |
| S1 |
80.034 |
80.034 |
80.399 |
79.803 |
| S2 |
79.572 |
79.572 |
80.302 |
|
| S3 |
78.512 |
78.974 |
80.205 |
|
| S4 |
77.452 |
77.914 |
79.913 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.279 |
84.387 |
81.321 |
|
| R3 |
83.779 |
82.887 |
80.909 |
|
| R2 |
82.279 |
82.279 |
80.771 |
|
| R1 |
81.387 |
81.387 |
80.634 |
81.083 |
| PP |
80.779 |
80.779 |
80.779 |
80.627 |
| S1 |
79.887 |
79.887 |
80.359 |
79.583 |
| S2 |
79.279 |
79.279 |
80.221 |
|
| S3 |
77.779 |
78.387 |
80.084 |
|
| S4 |
76.279 |
76.887 |
79.671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.670 |
80.170 |
1.500 |
1.9% |
0.725 |
0.9% |
22% |
False |
True |
16,758 |
| 10 |
82.815 |
80.170 |
2.645 |
3.3% |
0.642 |
0.8% |
12% |
False |
True |
17,091 |
| 20 |
84.725 |
80.170 |
4.555 |
5.7% |
0.725 |
0.9% |
7% |
False |
True |
18,275 |
| 40 |
88.140 |
80.170 |
7.970 |
9.9% |
0.753 |
0.9% |
4% |
False |
True |
18,789 |
| 60 |
89.220 |
80.170 |
9.050 |
11.2% |
0.826 |
1.0% |
4% |
False |
True |
13,025 |
| 80 |
89.220 |
80.170 |
9.050 |
11.2% |
0.763 |
0.9% |
4% |
False |
True |
9,801 |
| 100 |
89.220 |
80.170 |
9.050 |
11.2% |
0.680 |
0.8% |
4% |
False |
True |
7,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.735 |
|
2.618 |
84.005 |
|
1.618 |
82.945 |
|
1.000 |
82.290 |
|
0.618 |
81.885 |
|
HIGH |
81.230 |
|
0.618 |
80.825 |
|
0.500 |
80.700 |
|
0.382 |
80.575 |
|
LOW |
80.170 |
|
0.618 |
79.515 |
|
1.000 |
79.110 |
|
1.618 |
78.455 |
|
2.618 |
77.395 |
|
4.250 |
75.665 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.700 |
80.700 |
| PP |
80.632 |
80.632 |
| S1 |
80.564 |
80.564 |
|