ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
83.165 |
83.445 |
0.280 |
0.3% |
83.030 |
| High |
83.375 |
83.635 |
0.260 |
0.3% |
83.430 |
| Low |
82.955 |
82.895 |
-0.060 |
-0.1% |
81.995 |
| Close |
83.228 |
83.206 |
-0.022 |
0.0% |
83.160 |
| Range |
0.420 |
0.740 |
0.320 |
76.2% |
1.435 |
| ATR |
0.757 |
0.756 |
-0.001 |
-0.2% |
0.000 |
| Volume |
18,461 |
37,583 |
19,122 |
103.6% |
80,641 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.465 |
85.076 |
83.613 |
|
| R3 |
84.725 |
84.336 |
83.410 |
|
| R2 |
83.985 |
83.985 |
83.342 |
|
| R1 |
83.596 |
83.596 |
83.274 |
83.421 |
| PP |
83.245 |
83.245 |
83.245 |
83.158 |
| S1 |
82.856 |
82.856 |
83.138 |
82.681 |
| S2 |
82.505 |
82.505 |
83.070 |
|
| S3 |
81.765 |
82.116 |
83.003 |
|
| S4 |
81.025 |
81.376 |
82.799 |
|
|
| 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 |
83.635 |
81.995 |
1.640 |
2.0% |
0.685 |
0.8% |
74% |
True |
False |
22,349 |
| 10 |
83.635 |
81.080 |
2.555 |
3.1% |
0.802 |
1.0% |
83% |
True |
False |
20,089 |
| 20 |
83.635 |
80.170 |
3.465 |
4.2% |
0.729 |
0.9% |
88% |
True |
False |
18,738 |
| 40 |
86.600 |
80.170 |
6.430 |
7.7% |
0.757 |
0.9% |
47% |
False |
False |
18,934 |
| 60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.795 |
1.0% |
34% |
False |
False |
17,091 |
| 80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.813 |
1.0% |
34% |
False |
False |
12,844 |
| 100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.735 |
0.9% |
34% |
False |
False |
10,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.780 |
|
2.618 |
85.572 |
|
1.618 |
84.832 |
|
1.000 |
84.375 |
|
0.618 |
84.092 |
|
HIGH |
83.635 |
|
0.618 |
83.352 |
|
0.500 |
83.265 |
|
0.382 |
83.178 |
|
LOW |
82.895 |
|
0.618 |
82.438 |
|
1.000 |
82.155 |
|
1.618 |
81.698 |
|
2.618 |
80.958 |
|
4.250 |
79.750 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.265 |
83.162 |
| PP |
83.245 |
83.119 |
| S1 |
83.226 |
83.075 |
|