ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
82.580 |
83.165 |
0.585 |
0.7% |
83.030 |
| High |
83.430 |
83.375 |
-0.055 |
-0.1% |
83.430 |
| Low |
82.515 |
82.955 |
0.440 |
0.5% |
81.995 |
| Close |
83.160 |
83.228 |
0.068 |
0.1% |
83.160 |
| Range |
0.915 |
0.420 |
-0.495 |
-54.1% |
1.435 |
| ATR |
0.783 |
0.757 |
-0.026 |
-3.3% |
0.000 |
| Volume |
21,272 |
18,461 |
-2,811 |
-13.2% |
80,641 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.446 |
84.257 |
83.459 |
|
| R3 |
84.026 |
83.837 |
83.344 |
|
| R2 |
83.606 |
83.606 |
83.305 |
|
| R1 |
83.417 |
83.417 |
83.267 |
83.512 |
| PP |
83.186 |
83.186 |
83.186 |
83.233 |
| S1 |
82.997 |
82.997 |
83.190 |
83.092 |
| S2 |
82.766 |
82.766 |
83.151 |
|
| S3 |
82.346 |
82.577 |
83.113 |
|
| S4 |
81.926 |
82.157 |
82.997 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.167 |
86.598 |
83.949 |
|
| R3 |
85.732 |
85.163 |
83.555 |
|
| R2 |
84.297 |
84.297 |
83.423 |
|
| R1 |
83.728 |
83.728 |
83.292 |
84.013 |
| PP |
82.862 |
82.862 |
82.862 |
83.004 |
| S1 |
82.293 |
82.293 |
83.028 |
82.578 |
| S2 |
81.427 |
81.427 |
82.897 |
|
| S3 |
79.992 |
80.858 |
82.765 |
|
| S4 |
78.557 |
79.423 |
82.371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.430 |
81.995 |
1.435 |
1.7% |
0.636 |
0.8% |
86% |
False |
False |
17,595 |
| 10 |
83.430 |
80.775 |
2.655 |
3.2% |
0.816 |
1.0% |
92% |
False |
False |
19,584 |
| 20 |
83.430 |
80.170 |
3.260 |
3.9% |
0.720 |
0.9% |
94% |
False |
False |
17,651 |
| 40 |
86.600 |
80.170 |
6.430 |
7.7% |
0.754 |
0.9% |
48% |
False |
False |
18,457 |
| 60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.788 |
0.9% |
34% |
False |
False |
16,469 |
| 80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.810 |
1.0% |
34% |
False |
False |
12,374 |
| 100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.731 |
0.9% |
34% |
False |
False |
9,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.160 |
|
2.618 |
84.475 |
|
1.618 |
84.055 |
|
1.000 |
83.795 |
|
0.618 |
83.635 |
|
HIGH |
83.375 |
|
0.618 |
83.215 |
|
0.500 |
83.165 |
|
0.382 |
83.115 |
|
LOW |
82.955 |
|
0.618 |
82.695 |
|
1.000 |
82.535 |
|
1.618 |
82.275 |
|
2.618 |
81.855 |
|
4.250 |
81.170 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.207 |
83.073 |
| PP |
83.186 |
82.918 |
| S1 |
83.165 |
82.763 |
|