ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
78.240 |
78.825 |
0.585 |
0.7% |
79.530 |
High |
78.720 |
78.900 |
0.180 |
0.2% |
80.010 |
Low |
78.240 |
77.880 |
-0.360 |
-0.5% |
78.220 |
Close |
78.658 |
77.967 |
-0.691 |
-0.9% |
78.313 |
Range |
0.480 |
1.020 |
0.540 |
112.5% |
1.790 |
ATR |
0.655 |
0.681 |
0.026 |
4.0% |
0.000 |
Volume |
16,002 |
26,016 |
10,014 |
62.6% |
112,821 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.309 |
80.658 |
78.528 |
|
R3 |
80.289 |
79.638 |
78.248 |
|
R2 |
79.269 |
79.269 |
78.154 |
|
R1 |
78.618 |
78.618 |
78.061 |
78.434 |
PP |
78.249 |
78.249 |
78.249 |
78.157 |
S1 |
77.598 |
77.598 |
77.874 |
77.414 |
S2 |
77.229 |
77.229 |
77.780 |
|
S3 |
76.209 |
76.578 |
77.687 |
|
S4 |
75.189 |
75.558 |
77.406 |
|
|
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 |
79.250 |
77.880 |
1.370 |
1.8% |
0.662 |
0.8% |
6% |
False |
True |
22,678 |
10 |
80.505 |
77.880 |
2.625 |
3.4% |
0.685 |
0.9% |
3% |
False |
True |
22,952 |
20 |
83.315 |
77.880 |
5.435 |
7.0% |
0.703 |
0.9% |
2% |
False |
True |
21,572 |
40 |
83.960 |
77.880 |
6.080 |
7.8% |
0.642 |
0.8% |
1% |
False |
True |
10,933 |
60 |
84.045 |
77.880 |
6.165 |
7.9% |
0.547 |
0.7% |
1% |
False |
True |
7,292 |
80 |
87.000 |
77.880 |
9.120 |
11.7% |
0.486 |
0.6% |
1% |
False |
True |
5,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.235 |
2.618 |
81.570 |
1.618 |
80.550 |
1.000 |
79.920 |
0.618 |
79.530 |
HIGH |
78.900 |
0.618 |
78.510 |
0.500 |
78.390 |
0.382 |
78.270 |
LOW |
77.880 |
0.618 |
77.250 |
1.000 |
76.860 |
1.618 |
76.230 |
2.618 |
75.210 |
4.250 |
73.545 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
78.390 |
78.448 |
PP |
78.249 |
78.287 |
S1 |
78.108 |
78.127 |
|