ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
79.530 |
79.770 |
0.240 |
0.3% |
81.665 |
High |
79.755 |
80.010 |
0.255 |
0.3% |
81.740 |
Low |
79.395 |
79.055 |
-0.340 |
-0.4% |
79.465 |
Close |
79.554 |
79.212 |
-0.342 |
-0.4% |
79.599 |
Range |
0.360 |
0.955 |
0.595 |
165.3% |
2.275 |
ATR |
0.661 |
0.682 |
0.021 |
3.2% |
0.000 |
Volume |
12,888 |
28,558 |
15,670 |
121.6% |
114,109 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.291 |
81.706 |
79.737 |
|
R3 |
81.336 |
80.751 |
79.475 |
|
R2 |
80.381 |
80.381 |
79.387 |
|
R1 |
79.796 |
79.796 |
79.300 |
79.611 |
PP |
79.426 |
79.426 |
79.426 |
79.333 |
S1 |
78.841 |
78.841 |
79.124 |
78.656 |
S2 |
78.471 |
78.471 |
79.037 |
|
S3 |
77.516 |
77.886 |
78.949 |
|
S4 |
76.561 |
76.931 |
78.687 |
|
|
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 |
80.505 |
79.055 |
1.450 |
1.8% |
0.707 |
0.9% |
11% |
False |
True |
23,226 |
10 |
81.990 |
79.055 |
2.935 |
3.7% |
0.706 |
0.9% |
5% |
False |
True |
22,385 |
20 |
83.530 |
79.055 |
4.475 |
5.6% |
0.675 |
0.9% |
4% |
False |
True |
16,102 |
40 |
83.960 |
79.055 |
4.905 |
6.2% |
0.621 |
0.8% |
3% |
False |
True |
8,100 |
60 |
84.935 |
79.055 |
5.880 |
7.4% |
0.515 |
0.7% |
3% |
False |
True |
5,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.069 |
2.618 |
82.510 |
1.618 |
81.555 |
1.000 |
80.965 |
0.618 |
80.600 |
HIGH |
80.010 |
0.618 |
79.645 |
0.500 |
79.533 |
0.382 |
79.420 |
LOW |
79.055 |
0.618 |
78.465 |
1.000 |
78.100 |
1.618 |
77.510 |
2.618 |
76.555 |
4.250 |
74.996 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
79.533 |
79.763 |
PP |
79.426 |
79.579 |
S1 |
79.319 |
79.396 |
|