ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
82.975 |
82.850 |
-0.125 |
-0.2% |
83.165 |
| High |
83.235 |
83.405 |
0.170 |
0.2% |
83.635 |
| Low |
82.690 |
82.790 |
0.100 |
0.1% |
82.665 |
| Close |
82.968 |
83.226 |
0.258 |
0.3% |
82.968 |
| Range |
0.545 |
0.615 |
0.070 |
12.8% |
0.970 |
| ATR |
0.723 |
0.716 |
-0.008 |
-1.1% |
0.000 |
| Volume |
23,076 |
14,616 |
-8,460 |
-36.7% |
133,945 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.985 |
84.721 |
83.564 |
|
| R3 |
84.370 |
84.106 |
83.395 |
|
| R2 |
83.755 |
83.755 |
83.339 |
|
| R1 |
83.491 |
83.491 |
83.282 |
83.623 |
| PP |
83.140 |
83.140 |
83.140 |
83.207 |
| S1 |
82.876 |
82.876 |
83.170 |
83.008 |
| S2 |
82.525 |
82.525 |
83.113 |
|
| S3 |
81.910 |
82.261 |
83.057 |
|
| S4 |
81.295 |
81.646 |
82.888 |
|
|
| 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% |
0.627 |
0.8% |
58% |
False |
False |
26,020 |
| 10 |
83.635 |
81.995 |
1.640 |
2.0% |
0.632 |
0.8% |
75% |
False |
False |
21,807 |
| 20 |
83.635 |
80.170 |
3.465 |
4.2% |
0.732 |
0.9% |
88% |
False |
False |
20,221 |
| 40 |
85.075 |
80.170 |
4.905 |
5.9% |
0.720 |
0.9% |
62% |
False |
False |
19,022 |
| 60 |
89.220 |
80.170 |
9.050 |
10.9% |
0.764 |
0.9% |
34% |
False |
False |
18,562 |
| 80 |
89.220 |
80.170 |
9.050 |
10.9% |
0.800 |
1.0% |
34% |
False |
False |
13,995 |
| 100 |
89.220 |
80.170 |
9.050 |
10.9% |
0.745 |
0.9% |
34% |
False |
False |
11,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.019 |
|
2.618 |
85.015 |
|
1.618 |
84.400 |
|
1.000 |
84.020 |
|
0.618 |
83.785 |
|
HIGH |
83.405 |
|
0.618 |
83.170 |
|
0.500 |
83.098 |
|
0.382 |
83.025 |
|
LOW |
82.790 |
|
0.618 |
82.410 |
|
1.000 |
82.175 |
|
1.618 |
81.795 |
|
2.618 |
81.180 |
|
4.250 |
80.176 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.183 |
83.162 |
| PP |
83.140 |
83.099 |
| S1 |
83.098 |
83.035 |
|