ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
79.770 |
79.165 |
-0.605 |
-0.8% |
81.665 |
High |
80.010 |
79.210 |
-0.800 |
-1.0% |
81.740 |
Low |
79.055 |
78.825 |
-0.230 |
-0.3% |
79.465 |
Close |
79.212 |
78.905 |
-0.307 |
-0.4% |
79.599 |
Range |
0.955 |
0.385 |
-0.570 |
-59.7% |
2.275 |
ATR |
0.682 |
0.661 |
-0.021 |
-3.1% |
0.000 |
Volume |
28,558 |
19,279 |
-9,279 |
-32.5% |
114,109 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.135 |
79.905 |
79.117 |
|
R3 |
79.750 |
79.520 |
79.011 |
|
R2 |
79.365 |
79.365 |
78.976 |
|
R1 |
79.135 |
79.135 |
78.940 |
79.058 |
PP |
78.980 |
78.980 |
78.980 |
78.941 |
S1 |
78.750 |
78.750 |
78.870 |
78.673 |
S2 |
78.595 |
78.595 |
78.834 |
|
S3 |
78.210 |
78.365 |
78.799 |
|
S4 |
77.825 |
77.980 |
78.693 |
|
|
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 |
80.470 |
78.825 |
1.645 |
2.1% |
0.637 |
0.8% |
5% |
False |
True |
22,633 |
10 |
81.870 |
78.825 |
3.045 |
3.9% |
0.678 |
0.9% |
3% |
False |
True |
20,721 |
20 |
83.315 |
78.825 |
4.490 |
5.7% |
0.646 |
0.8% |
2% |
False |
True |
17,061 |
40 |
83.960 |
78.825 |
5.135 |
6.5% |
0.615 |
0.8% |
2% |
False |
True |
8,582 |
60 |
84.935 |
78.825 |
6.110 |
7.7% |
0.521 |
0.7% |
1% |
False |
True |
5,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.846 |
2.618 |
80.218 |
1.618 |
79.833 |
1.000 |
79.595 |
0.618 |
79.448 |
HIGH |
79.210 |
0.618 |
79.063 |
0.500 |
79.018 |
0.382 |
78.972 |
LOW |
78.825 |
0.618 |
78.587 |
1.000 |
78.440 |
1.618 |
78.202 |
2.618 |
77.817 |
4.250 |
77.189 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
79.018 |
79.418 |
PP |
78.980 |
79.247 |
S1 |
78.943 |
79.076 |
|