ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
78.825 |
77.945 |
-0.880 |
-1.1% |
79.530 |
High |
78.900 |
78.150 |
-0.750 |
-1.0% |
80.010 |
Low |
77.880 |
77.520 |
-0.360 |
-0.5% |
78.220 |
Close |
77.967 |
77.620 |
-0.347 |
-0.4% |
78.313 |
Range |
1.020 |
0.630 |
-0.390 |
-38.2% |
1.790 |
ATR |
0.681 |
0.678 |
-0.004 |
-0.5% |
0.000 |
Volume |
26,016 |
23,423 |
-2,593 |
-10.0% |
112,821 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.653 |
79.267 |
77.967 |
|
R3 |
79.023 |
78.637 |
77.793 |
|
R2 |
78.393 |
78.393 |
77.736 |
|
R1 |
78.007 |
78.007 |
77.678 |
77.885 |
PP |
77.763 |
77.763 |
77.763 |
77.703 |
S1 |
77.377 |
77.377 |
77.562 |
77.255 |
S2 |
77.133 |
77.133 |
77.505 |
|
S3 |
76.503 |
76.747 |
77.447 |
|
S4 |
75.873 |
76.117 |
77.274 |
|
|
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 |
77.520 |
1.730 |
2.2% |
0.711 |
0.9% |
6% |
False |
True |
23,507 |
10 |
80.470 |
77.520 |
2.950 |
3.8% |
0.674 |
0.9% |
3% |
False |
True |
23,070 |
20 |
83.315 |
77.520 |
5.795 |
7.5% |
0.707 |
0.9% |
2% |
False |
True |
22,343 |
40 |
83.960 |
77.520 |
6.440 |
8.3% |
0.631 |
0.8% |
2% |
False |
True |
11,518 |
60 |
83.975 |
77.520 |
6.455 |
8.3% |
0.557 |
0.7% |
2% |
False |
True |
7,683 |
80 |
87.000 |
77.520 |
9.480 |
12.2% |
0.492 |
0.6% |
1% |
False |
True |
5,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.828 |
2.618 |
79.799 |
1.618 |
79.169 |
1.000 |
78.780 |
0.618 |
78.539 |
HIGH |
78.150 |
0.618 |
77.909 |
0.500 |
77.835 |
0.382 |
77.761 |
LOW |
77.520 |
0.618 |
77.131 |
1.000 |
76.890 |
1.618 |
76.501 |
2.618 |
75.871 |
4.250 |
74.843 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.835 |
78.210 |
PP |
77.763 |
78.013 |
S1 |
77.692 |
77.817 |
|