ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
83.445 |
83.365 |
-0.080 |
-0.1% |
83.030 |
| High |
83.635 |
83.570 |
-0.065 |
-0.1% |
83.430 |
| Low |
82.895 |
83.000 |
0.105 |
0.1% |
81.995 |
| Close |
83.206 |
83.331 |
0.125 |
0.2% |
83.160 |
| Range |
0.740 |
0.570 |
-0.170 |
-23.0% |
1.435 |
| ATR |
0.756 |
0.743 |
-0.013 |
-1.8% |
0.000 |
| Volume |
37,583 |
25,463 |
-12,120 |
-32.2% |
80,641 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.010 |
84.741 |
83.645 |
|
| R3 |
84.440 |
84.171 |
83.488 |
|
| R2 |
83.870 |
83.870 |
83.436 |
|
| R1 |
83.601 |
83.601 |
83.383 |
83.451 |
| PP |
83.300 |
83.300 |
83.300 |
83.225 |
| S1 |
83.031 |
83.031 |
83.279 |
82.881 |
| S2 |
82.730 |
82.730 |
83.227 |
|
| S3 |
82.160 |
82.461 |
83.174 |
|
| S4 |
81.590 |
81.891 |
83.018 |
|
|
| 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 |
82.095 |
1.540 |
1.8% |
0.677 |
0.8% |
80% |
False |
False |
24,631 |
| 10 |
83.635 |
81.995 |
1.640 |
2.0% |
0.704 |
0.8% |
81% |
False |
False |
19,489 |
| 20 |
83.635 |
80.170 |
3.465 |
4.2% |
0.739 |
0.9% |
91% |
False |
False |
19,228 |
| 40 |
86.570 |
80.170 |
6.400 |
7.7% |
0.754 |
0.9% |
49% |
False |
False |
19,191 |
| 60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.784 |
0.9% |
35% |
False |
False |
17,515 |
| 80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.809 |
1.0% |
35% |
False |
False |
13,161 |
| 100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.738 |
0.9% |
35% |
False |
False |
10,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.993 |
|
2.618 |
85.062 |
|
1.618 |
84.492 |
|
1.000 |
84.140 |
|
0.618 |
83.922 |
|
HIGH |
83.570 |
|
0.618 |
83.352 |
|
0.500 |
83.285 |
|
0.382 |
83.218 |
|
LOW |
83.000 |
|
0.618 |
82.648 |
|
1.000 |
82.430 |
|
1.618 |
82.078 |
|
2.618 |
81.508 |
|
4.250 |
80.578 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.316 |
83.309 |
| PP |
83.300 |
83.287 |
| S1 |
83.285 |
83.265 |
|