ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 30-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
79.165 |
78.980 |
-0.185 |
-0.2% |
81.665 |
High |
79.210 |
79.250 |
0.040 |
0.1% |
81.740 |
Low |
78.825 |
78.620 |
-0.205 |
-0.3% |
79.465 |
Close |
78.905 |
78.938 |
0.033 |
0.0% |
79.599 |
Range |
0.385 |
0.630 |
0.245 |
63.6% |
2.275 |
ATR |
0.661 |
0.659 |
-0.002 |
-0.3% |
0.000 |
Volume |
19,279 |
31,164 |
11,885 |
61.6% |
114,109 |
|
Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.826 |
80.512 |
79.285 |
|
R3 |
80.196 |
79.882 |
79.111 |
|
R2 |
79.566 |
79.566 |
79.054 |
|
R1 |
79.252 |
79.252 |
78.996 |
79.094 |
PP |
78.936 |
78.936 |
78.936 |
78.857 |
S1 |
78.622 |
78.622 |
78.880 |
78.464 |
S2 |
78.306 |
78.306 |
78.823 |
|
S3 |
77.676 |
77.992 |
78.765 |
|
S4 |
77.046 |
77.362 |
78.592 |
|
|
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 |
78.620 |
1.850 |
2.3% |
0.667 |
0.8% |
17% |
False |
True |
23,291 |
10 |
81.770 |
78.620 |
3.150 |
4.0% |
0.688 |
0.9% |
10% |
False |
True |
22,154 |
20 |
83.315 |
78.620 |
4.695 |
5.9% |
0.663 |
0.8% |
7% |
False |
True |
18,568 |
40 |
83.960 |
78.620 |
5.340 |
6.8% |
0.623 |
0.8% |
6% |
False |
True |
9,360 |
60 |
84.935 |
78.620 |
6.315 |
8.0% |
0.530 |
0.7% |
5% |
False |
True |
6,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.928 |
2.618 |
80.899 |
1.618 |
80.269 |
1.000 |
79.880 |
0.618 |
79.639 |
HIGH |
79.250 |
0.618 |
79.009 |
0.500 |
78.935 |
0.382 |
78.861 |
LOW |
78.620 |
0.618 |
78.231 |
1.000 |
77.990 |
1.618 |
77.601 |
2.618 |
76.971 |
4.250 |
75.943 |
|
|
Fisher Pivots for day following 30-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
78.937 |
79.315 |
PP |
78.936 |
79.189 |
S1 |
78.935 |
79.064 |
|