ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
81.665 |
81.565 |
-0.100 |
-0.1% |
83.080 |
| High |
81.740 |
81.570 |
-0.170 |
-0.2% |
83.080 |
| Low |
81.255 |
80.425 |
-0.830 |
-1.0% |
81.075 |
| Close |
81.582 |
80.673 |
-0.909 |
-1.1% |
81.641 |
| Range |
0.485 |
1.145 |
0.660 |
136.1% |
2.005 |
| ATR |
0.618 |
0.656 |
0.039 |
6.2% |
0.000 |
| Volume |
15,469 |
23,956 |
8,487 |
54.9% |
120,687 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.324 |
83.644 |
81.303 |
|
| R3 |
83.179 |
82.499 |
80.988 |
|
| R2 |
82.034 |
82.034 |
80.883 |
|
| R1 |
81.354 |
81.354 |
80.778 |
81.122 |
| PP |
80.889 |
80.889 |
80.889 |
80.773 |
| S1 |
80.209 |
80.209 |
80.568 |
79.977 |
| S2 |
79.744 |
79.744 |
80.463 |
|
| S3 |
78.599 |
79.064 |
80.358 |
|
| S4 |
77.454 |
77.919 |
80.043 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.947 |
86.799 |
82.744 |
|
| R3 |
85.942 |
84.794 |
82.192 |
|
| R2 |
83.937 |
83.937 |
82.009 |
|
| R1 |
82.789 |
82.789 |
81.825 |
82.361 |
| PP |
81.932 |
81.932 |
81.932 |
81.718 |
| S1 |
80.784 |
80.784 |
81.457 |
80.356 |
| S2 |
79.927 |
79.927 |
81.273 |
|
| S3 |
77.922 |
78.779 |
81.090 |
|
| S4 |
75.917 |
76.774 |
80.538 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.990 |
80.425 |
1.565 |
1.9% |
0.704 |
0.9% |
16% |
False |
True |
21,544 |
| 10 |
83.315 |
80.425 |
2.890 |
3.6% |
0.721 |
0.9% |
9% |
False |
True |
20,192 |
| 20 |
83.875 |
80.425 |
3.450 |
4.3% |
0.616 |
0.8% |
7% |
False |
True |
10,339 |
| 40 |
83.960 |
80.425 |
3.535 |
4.4% |
0.555 |
0.7% |
7% |
False |
True |
5,198 |
| 60 |
86.400 |
80.425 |
5.975 |
7.4% |
0.479 |
0.6% |
4% |
False |
True |
3,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.436 |
|
2.618 |
84.568 |
|
1.618 |
83.423 |
|
1.000 |
82.715 |
|
0.618 |
82.278 |
|
HIGH |
81.570 |
|
0.618 |
81.133 |
|
0.500 |
80.998 |
|
0.382 |
80.862 |
|
LOW |
80.425 |
|
0.618 |
79.717 |
|
1.000 |
79.280 |
|
1.618 |
78.572 |
|
2.618 |
77.427 |
|
4.250 |
75.559 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.998 |
81.098 |
| PP |
80.889 |
80.956 |
| S1 |
80.781 |
80.815 |
|