ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
78.980 |
78.990 |
0.010 |
0.0% |
79.530 |
High |
79.250 |
79.015 |
-0.235 |
-0.3% |
80.010 |
Low |
78.620 |
78.220 |
-0.400 |
-0.5% |
78.220 |
Close |
78.938 |
78.313 |
-0.625 |
-0.8% |
78.313 |
Range |
0.630 |
0.795 |
0.165 |
26.2% |
1.790 |
ATR |
0.659 |
0.669 |
0.010 |
1.5% |
0.000 |
Volume |
31,164 |
20,932 |
-10,232 |
-32.8% |
112,821 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.901 |
80.402 |
78.750 |
|
R3 |
80.106 |
79.607 |
78.532 |
|
R2 |
79.311 |
79.311 |
78.459 |
|
R1 |
78.812 |
78.812 |
78.386 |
78.664 |
PP |
78.516 |
78.516 |
78.516 |
78.442 |
S1 |
78.017 |
78.017 |
78.240 |
77.869 |
S2 |
77.721 |
77.721 |
78.167 |
|
S3 |
76.926 |
77.222 |
78.094 |
|
S4 |
76.131 |
76.427 |
77.876 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.218 |
83.055 |
79.298 |
|
R3 |
82.428 |
81.265 |
78.805 |
|
R2 |
80.638 |
80.638 |
78.641 |
|
R1 |
79.475 |
79.475 |
78.477 |
79.162 |
PP |
78.848 |
78.848 |
78.848 |
78.691 |
S1 |
77.685 |
77.685 |
78.149 |
77.372 |
S2 |
77.058 |
77.058 |
77.985 |
|
S3 |
75.268 |
75.895 |
77.821 |
|
S4 |
73.478 |
74.105 |
77.329 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.010 |
78.220 |
1.790 |
2.3% |
0.625 |
0.8% |
5% |
False |
True |
22,564 |
10 |
81.740 |
78.220 |
3.520 |
4.5% |
0.698 |
0.9% |
3% |
False |
True |
22,693 |
20 |
83.315 |
78.220 |
5.095 |
6.5% |
0.673 |
0.9% |
2% |
False |
True |
19,595 |
40 |
83.960 |
78.220 |
5.740 |
7.3% |
0.628 |
0.8% |
2% |
False |
True |
9,883 |
60 |
84.935 |
78.220 |
6.715 |
8.6% |
0.541 |
0.7% |
1% |
False |
True |
6,592 |
80 |
87.350 |
78.220 |
9.130 |
11.7% |
0.471 |
0.6% |
1% |
False |
True |
4,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.394 |
2.618 |
81.096 |
1.618 |
80.301 |
1.000 |
79.810 |
0.618 |
79.506 |
HIGH |
79.015 |
0.618 |
78.711 |
0.500 |
78.618 |
0.382 |
78.524 |
LOW |
78.220 |
0.618 |
77.729 |
1.000 |
77.425 |
1.618 |
76.934 |
2.618 |
76.139 |
4.250 |
74.841 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
78.618 |
78.735 |
PP |
78.516 |
78.594 |
S1 |
78.415 |
78.454 |
|