ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
80.490 |
80.045 |
-0.445 |
-0.6% |
83.080 |
| High |
80.505 |
80.395 |
-0.110 |
-0.1% |
83.080 |
| Low |
79.770 |
79.915 |
0.145 |
0.2% |
81.075 |
| Close |
80.064 |
80.247 |
0.183 |
0.2% |
81.641 |
| Range |
0.735 |
0.480 |
-0.255 |
-34.7% |
2.005 |
| ATR |
0.674 |
0.660 |
-0.014 |
-2.1% |
0.000 |
| Volume |
22,243 |
27,874 |
5,631 |
25.3% |
120,687 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.626 |
81.416 |
80.511 |
|
| R3 |
81.146 |
80.936 |
80.379 |
|
| R2 |
80.666 |
80.666 |
80.335 |
|
| R1 |
80.456 |
80.456 |
80.291 |
80.561 |
| PP |
80.186 |
80.186 |
80.186 |
80.238 |
| S1 |
79.976 |
79.976 |
80.203 |
80.081 |
| S2 |
79.706 |
79.706 |
80.159 |
|
| S3 |
79.226 |
79.496 |
80.115 |
|
| S4 |
78.746 |
79.016 |
79.983 |
|
|
| 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 |
81.770 |
79.770 |
2.000 |
2.5% |
0.708 |
0.9% |
24% |
False |
False |
21,017 |
| 10 |
83.315 |
79.770 |
3.545 |
4.4% |
0.738 |
0.9% |
13% |
False |
False |
23,002 |
| 20 |
83.705 |
79.770 |
3.935 |
4.9% |
0.624 |
0.8% |
12% |
False |
False |
12,827 |
| 40 |
83.960 |
79.770 |
4.190 |
5.2% |
0.573 |
0.7% |
11% |
False |
False |
6,451 |
| 60 |
85.230 |
79.770 |
5.460 |
6.8% |
0.490 |
0.6% |
9% |
False |
False |
4,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.435 |
|
2.618 |
81.652 |
|
1.618 |
81.172 |
|
1.000 |
80.875 |
|
0.618 |
80.692 |
|
HIGH |
80.395 |
|
0.618 |
80.212 |
|
0.500 |
80.155 |
|
0.382 |
80.098 |
|
LOW |
79.915 |
|
0.618 |
79.618 |
|
1.000 |
79.435 |
|
1.618 |
79.138 |
|
2.618 |
78.658 |
|
4.250 |
77.875 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.216 |
80.670 |
| PP |
80.186 |
80.529 |
| S1 |
80.155 |
80.388 |
|