ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
81.090 |
82.590 |
1.500 |
1.8% |
81.570 |
| High |
82.630 |
82.935 |
0.305 |
0.4% |
81.670 |
| Low |
81.080 |
82.235 |
1.155 |
1.4% |
80.170 |
| Close |
82.428 |
82.767 |
0.339 |
0.4% |
80.496 |
| Range |
1.550 |
0.700 |
-0.850 |
-54.8% |
1.500 |
| ATR |
0.798 |
0.791 |
-0.007 |
-0.9% |
0.000 |
| Volume |
31,465 |
17,701 |
-13,764 |
-43.7% |
83,792 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.746 |
84.456 |
83.152 |
|
| R3 |
84.046 |
83.756 |
82.960 |
|
| R2 |
83.346 |
83.346 |
82.895 |
|
| R1 |
83.056 |
83.056 |
82.831 |
83.201 |
| PP |
82.646 |
82.646 |
82.646 |
82.718 |
| S1 |
82.356 |
82.356 |
82.703 |
82.501 |
| S2 |
81.946 |
81.946 |
82.639 |
|
| S3 |
81.246 |
81.656 |
82.575 |
|
| S4 |
80.546 |
80.956 |
82.382 |
|
|
| 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 |
82.935 |
80.170 |
2.765 |
3.3% |
0.936 |
1.1% |
94% |
True |
False |
22,707 |
| 10 |
82.935 |
80.170 |
2.765 |
3.3% |
0.776 |
0.9% |
94% |
True |
False |
19,337 |
| 20 |
83.640 |
80.170 |
3.470 |
4.2% |
0.731 |
0.9% |
75% |
False |
False |
19,385 |
| 40 |
86.810 |
80.170 |
6.640 |
8.0% |
0.756 |
0.9% |
39% |
False |
False |
18,654 |
| 60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.813 |
1.0% |
29% |
False |
False |
14,579 |
| 80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.796 |
1.0% |
29% |
False |
False |
10,966 |
| 100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.706 |
0.9% |
29% |
False |
False |
8,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.910 |
|
2.618 |
84.768 |
|
1.618 |
84.068 |
|
1.000 |
83.635 |
|
0.618 |
83.368 |
|
HIGH |
82.935 |
|
0.618 |
82.668 |
|
0.500 |
82.585 |
|
0.382 |
82.502 |
|
LOW |
82.235 |
|
0.618 |
81.802 |
|
1.000 |
81.535 |
|
1.618 |
81.102 |
|
2.618 |
80.402 |
|
4.250 |
79.260 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.706 |
82.463 |
| PP |
82.646 |
82.159 |
| S1 |
82.585 |
81.855 |
|