ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
83.260 |
82.975 |
-0.285 |
-0.3% |
83.165 |
| High |
83.330 |
83.235 |
-0.095 |
-0.1% |
83.635 |
| Low |
82.665 |
82.690 |
0.025 |
0.0% |
82.665 |
| Close |
82.983 |
82.968 |
-0.015 |
0.0% |
82.968 |
| Range |
0.665 |
0.545 |
-0.120 |
-18.0% |
0.970 |
| ATR |
0.737 |
0.723 |
-0.014 |
-1.9% |
0.000 |
| Volume |
29,362 |
23,076 |
-6,286 |
-21.4% |
133,945 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.599 |
84.329 |
83.268 |
|
| R3 |
84.054 |
83.784 |
83.118 |
|
| R2 |
83.509 |
83.509 |
83.068 |
|
| R1 |
83.239 |
83.239 |
83.018 |
83.102 |
| PP |
82.964 |
82.964 |
82.964 |
82.896 |
| S1 |
82.694 |
82.694 |
82.918 |
82.557 |
| S2 |
82.419 |
82.419 |
82.868 |
|
| S3 |
81.874 |
82.149 |
82.818 |
|
| S4 |
81.329 |
81.604 |
82.668 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.999 |
85.454 |
83.502 |
|
| R3 |
85.029 |
84.484 |
83.235 |
|
| R2 |
84.059 |
84.059 |
83.146 |
|
| R1 |
83.514 |
83.514 |
83.057 |
83.302 |
| PP |
83.089 |
83.089 |
83.089 |
82.983 |
| S1 |
82.544 |
82.544 |
82.879 |
82.332 |
| S2 |
82.119 |
82.119 |
82.790 |
|
| S3 |
81.149 |
81.574 |
82.701 |
|
| S4 |
80.179 |
80.604 |
82.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.635 |
82.665 |
0.970 |
1.2% |
0.588 |
0.7% |
31% |
False |
False |
26,789 |
| 10 |
83.635 |
81.995 |
1.640 |
2.0% |
0.649 |
0.8% |
59% |
False |
False |
21,458 |
| 20 |
83.635 |
80.170 |
3.465 |
4.2% |
0.740 |
0.9% |
81% |
False |
False |
20,348 |
| 40 |
85.075 |
80.170 |
4.905 |
5.9% |
0.721 |
0.9% |
57% |
False |
False |
19,556 |
| 60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.780 |
0.9% |
31% |
False |
False |
18,375 |
| 80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.802 |
1.0% |
31% |
False |
False |
13,814 |
| 100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.744 |
0.9% |
31% |
False |
False |
11,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.551 |
|
2.618 |
84.662 |
|
1.618 |
84.117 |
|
1.000 |
83.780 |
|
0.618 |
83.572 |
|
HIGH |
83.235 |
|
0.618 |
83.027 |
|
0.500 |
82.963 |
|
0.382 |
82.898 |
|
LOW |
82.690 |
|
0.618 |
82.353 |
|
1.000 |
82.145 |
|
1.618 |
81.808 |
|
2.618 |
81.263 |
|
4.250 |
80.374 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.966 |
83.118 |
| PP |
82.964 |
83.068 |
| S1 |
82.963 |
83.018 |
|