ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
88.410 |
87.390 |
-1.020 |
-1.2% |
88.900 |
| High |
88.570 |
88.140 |
-0.430 |
-0.5% |
89.220 |
| Low |
86.700 |
87.340 |
0.640 |
0.7% |
86.700 |
| Close |
87.650 |
87.920 |
0.270 |
0.3% |
87.920 |
| Range |
1.870 |
0.800 |
-1.070 |
-57.2% |
2.520 |
| ATR |
0.928 |
0.919 |
-0.009 |
-1.0% |
0.000 |
| Volume |
11,909 |
25,323 |
13,414 |
112.6% |
49,726 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.200 |
89.860 |
88.360 |
|
| R3 |
89.400 |
89.060 |
88.140 |
|
| R2 |
88.600 |
88.600 |
88.067 |
|
| R1 |
88.260 |
88.260 |
87.993 |
88.430 |
| PP |
87.800 |
87.800 |
87.800 |
87.885 |
| S1 |
87.460 |
87.460 |
87.847 |
87.630 |
| S2 |
87.000 |
87.000 |
87.773 |
|
| S3 |
86.200 |
86.660 |
87.700 |
|
| S4 |
85.400 |
85.860 |
87.480 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.507 |
94.233 |
89.306 |
|
| R3 |
92.987 |
91.713 |
88.613 |
|
| R2 |
90.467 |
90.467 |
88.382 |
|
| R1 |
89.193 |
89.193 |
88.151 |
88.570 |
| PP |
87.947 |
87.947 |
87.947 |
87.635 |
| S1 |
86.673 |
86.673 |
87.689 |
86.050 |
| S2 |
85.427 |
85.427 |
87.458 |
|
| S3 |
82.907 |
84.153 |
87.227 |
|
| S4 |
80.387 |
81.633 |
86.534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.220 |
86.700 |
2.520 |
2.9% |
0.951 |
1.1% |
48% |
False |
False |
9,945 |
| 10 |
89.220 |
86.595 |
2.625 |
3.0% |
0.931 |
1.1% |
50% |
False |
False |
5,422 |
| 20 |
89.220 |
85.750 |
3.470 |
3.9% |
0.960 |
1.1% |
63% |
False |
False |
2,763 |
| 40 |
89.220 |
81.265 |
7.955 |
9.0% |
0.787 |
0.9% |
84% |
False |
False |
1,442 |
| 60 |
89.220 |
80.510 |
8.710 |
9.9% |
0.636 |
0.7% |
85% |
False |
False |
985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.540 |
|
2.618 |
90.234 |
|
1.618 |
89.434 |
|
1.000 |
88.940 |
|
0.618 |
88.634 |
|
HIGH |
88.140 |
|
0.618 |
87.834 |
|
0.500 |
87.740 |
|
0.382 |
87.646 |
|
LOW |
87.340 |
|
0.618 |
86.846 |
|
1.000 |
86.540 |
|
1.618 |
86.046 |
|
2.618 |
85.246 |
|
4.250 |
83.940 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.860 |
87.881 |
| PP |
87.800 |
87.842 |
| S1 |
87.740 |
87.803 |
|