ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
82.875 |
82.765 |
-0.110 |
-0.1% |
83.180 |
| High |
82.945 |
82.930 |
-0.015 |
0.0% |
83.705 |
| Low |
82.660 |
82.335 |
-0.325 |
-0.4% |
82.335 |
| Close |
82.851 |
82.434 |
-0.417 |
-0.5% |
82.434 |
| Range |
0.285 |
0.595 |
0.310 |
108.8% |
1.370 |
| ATR |
0.563 |
0.566 |
0.002 |
0.4% |
0.000 |
| Volume |
1,018 |
388 |
-630 |
-61.9% |
1,860 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.351 |
83.988 |
82.761 |
|
| R3 |
83.756 |
83.393 |
82.598 |
|
| R2 |
83.161 |
83.161 |
82.543 |
|
| R1 |
82.798 |
82.798 |
82.489 |
82.682 |
| PP |
82.566 |
82.566 |
82.566 |
82.509 |
| S1 |
82.203 |
82.203 |
82.379 |
82.087 |
| S2 |
81.971 |
81.971 |
82.325 |
|
| S3 |
81.376 |
81.608 |
82.270 |
|
| S4 |
80.781 |
81.013 |
82.107 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.935 |
86.054 |
83.188 |
|
| R3 |
85.565 |
84.684 |
82.811 |
|
| R2 |
84.195 |
84.195 |
82.685 |
|
| R1 |
83.314 |
83.314 |
82.560 |
83.070 |
| PP |
82.825 |
82.825 |
82.825 |
82.702 |
| S1 |
81.944 |
81.944 |
82.308 |
81.700 |
| S2 |
81.455 |
81.455 |
82.183 |
|
| S3 |
80.085 |
80.574 |
82.057 |
|
| S4 |
78.715 |
79.204 |
81.681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.705 |
82.335 |
1.370 |
1.7% |
0.533 |
0.6% |
7% |
False |
True |
372 |
| 10 |
83.960 |
82.335 |
1.625 |
2.0% |
0.524 |
0.6% |
6% |
False |
True |
269 |
| 20 |
83.960 |
80.950 |
3.010 |
3.7% |
0.583 |
0.7% |
49% |
False |
False |
170 |
| 40 |
84.935 |
80.745 |
4.190 |
5.1% |
0.475 |
0.6% |
40% |
False |
False |
91 |
| 60 |
87.350 |
80.745 |
6.605 |
8.0% |
0.404 |
0.5% |
26% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.459 |
|
2.618 |
84.488 |
|
1.618 |
83.893 |
|
1.000 |
83.525 |
|
0.618 |
83.298 |
|
HIGH |
82.930 |
|
0.618 |
82.703 |
|
0.500 |
82.633 |
|
0.382 |
82.562 |
|
LOW |
82.335 |
|
0.618 |
81.967 |
|
1.000 |
81.740 |
|
1.618 |
81.372 |
|
2.618 |
80.777 |
|
4.250 |
79.806 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.633 |
82.933 |
| PP |
82.566 |
82.766 |
| S1 |
82.500 |
82.600 |
|