ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 24-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
80.045 |
80.440 |
0.395 |
0.5% |
81.665 |
High |
80.395 |
80.470 |
0.075 |
0.1% |
81.740 |
Low |
79.915 |
79.465 |
-0.450 |
-0.6% |
79.465 |
Close |
80.247 |
79.599 |
-0.648 |
-0.8% |
79.599 |
Range |
0.480 |
1.005 |
0.525 |
109.4% |
2.275 |
ATR |
0.660 |
0.685 |
0.025 |
3.7% |
0.000 |
Volume |
27,874 |
24,567 |
-3,307 |
-11.9% |
114,109 |
|
Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.860 |
82.234 |
80.152 |
|
R3 |
81.855 |
81.229 |
79.875 |
|
R2 |
80.850 |
80.850 |
79.783 |
|
R1 |
80.224 |
80.224 |
79.691 |
80.035 |
PP |
79.845 |
79.845 |
79.845 |
79.750 |
S1 |
79.219 |
79.219 |
79.507 |
79.030 |
S2 |
78.840 |
78.840 |
79.415 |
|
S3 |
77.835 |
78.214 |
79.323 |
|
S4 |
76.830 |
77.209 |
79.046 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.093 |
85.621 |
80.850 |
|
R3 |
84.818 |
83.346 |
80.225 |
|
R2 |
82.543 |
82.543 |
80.016 |
|
R1 |
81.071 |
81.071 |
79.808 |
80.670 |
PP |
80.268 |
80.268 |
80.268 |
80.067 |
S1 |
78.796 |
78.796 |
79.390 |
78.395 |
S2 |
77.993 |
77.993 |
79.182 |
|
S3 |
75.718 |
76.521 |
78.973 |
|
S4 |
73.443 |
74.246 |
78.348 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.740 |
79.465 |
2.275 |
2.9% |
0.770 |
1.0% |
6% |
False |
True |
22,821 |
10 |
83.080 |
79.465 |
3.615 |
4.5% |
0.785 |
1.0% |
4% |
False |
True |
23,479 |
20 |
83.705 |
79.465 |
4.240 |
5.3% |
0.650 |
0.8% |
3% |
False |
True |
14,047 |
40 |
83.960 |
79.465 |
4.495 |
5.6% |
0.597 |
0.7% |
3% |
False |
True |
7,064 |
60 |
85.230 |
79.465 |
5.765 |
7.2% |
0.506 |
0.6% |
2% |
False |
True |
4,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.741 |
2.618 |
83.101 |
1.618 |
82.096 |
1.000 |
81.475 |
0.618 |
81.091 |
HIGH |
80.470 |
0.618 |
80.086 |
0.500 |
79.968 |
0.382 |
79.849 |
LOW |
79.465 |
0.618 |
78.844 |
1.000 |
78.460 |
1.618 |
77.839 |
2.618 |
76.834 |
4.250 |
75.194 |
|
|
Fisher Pivots for day following 24-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
79.968 |
79.985 |
PP |
79.845 |
79.856 |
S1 |
79.722 |
79.728 |
|