ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
81.445 |
81.730 |
0.285 |
0.3% |
82.340 |
| High |
81.990 |
81.870 |
-0.120 |
-0.1% |
83.315 |
| Low |
81.330 |
81.335 |
0.005 |
0.0% |
82.230 |
| Close |
81.751 |
81.501 |
-0.250 |
-0.3% |
83.016 |
| Range |
0.660 |
0.535 |
-0.125 |
-18.9% |
1.085 |
| ATR |
0.629 |
0.623 |
-0.007 |
-1.1% |
0.000 |
| Volume |
35,918 |
16,834 |
-19,084 |
-53.1% |
44,301 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.174 |
82.872 |
81.795 |
|
| R3 |
82.639 |
82.337 |
81.648 |
|
| R2 |
82.104 |
82.104 |
81.599 |
|
| R1 |
81.802 |
81.802 |
81.550 |
81.686 |
| PP |
81.569 |
81.569 |
81.569 |
81.510 |
| S1 |
81.267 |
81.267 |
81.452 |
81.151 |
| S2 |
81.034 |
81.034 |
81.403 |
|
| S3 |
80.499 |
80.732 |
81.354 |
|
| S4 |
79.964 |
80.197 |
81.207 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.109 |
85.647 |
83.613 |
|
| R3 |
85.024 |
84.562 |
83.314 |
|
| R2 |
83.939 |
83.939 |
83.215 |
|
| R1 |
83.477 |
83.477 |
83.115 |
83.708 |
| PP |
82.854 |
82.854 |
82.854 |
82.969 |
| S1 |
82.392 |
82.392 |
82.917 |
82.623 |
| S2 |
81.769 |
81.769 |
82.817 |
|
| S3 |
80.684 |
81.307 |
82.718 |
|
| S4 |
79.599 |
80.222 |
82.419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.315 |
81.245 |
2.070 |
2.5% |
0.767 |
0.9% |
12% |
False |
False |
24,987 |
| 10 |
83.315 |
81.245 |
2.070 |
2.5% |
0.639 |
0.8% |
12% |
False |
False |
14,983 |
| 20 |
83.960 |
81.245 |
2.715 |
3.3% |
0.591 |
0.7% |
9% |
False |
False |
7,613 |
| 40 |
83.960 |
80.745 |
3.215 |
3.9% |
0.531 |
0.7% |
24% |
False |
False |
3,825 |
| 60 |
86.810 |
80.745 |
6.065 |
7.4% |
0.460 |
0.6% |
12% |
False |
False |
2,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.144 |
|
2.618 |
83.271 |
|
1.618 |
82.736 |
|
1.000 |
82.405 |
|
0.618 |
82.201 |
|
HIGH |
81.870 |
|
0.618 |
81.666 |
|
0.500 |
81.603 |
|
0.382 |
81.539 |
|
LOW |
81.335 |
|
0.618 |
81.004 |
|
1.000 |
80.800 |
|
1.618 |
80.469 |
|
2.618 |
79.934 |
|
4.250 |
79.061 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.603 |
81.770 |
| PP |
81.569 |
81.680 |
| S1 |
81.535 |
81.591 |
|