ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.945 |
77.705 |
-0.240 |
-0.3% |
79.530 |
High |
78.150 |
77.940 |
-0.210 |
-0.3% |
80.010 |
Low |
77.520 |
77.150 |
-0.370 |
-0.5% |
78.220 |
Close |
77.620 |
77.642 |
0.022 |
0.0% |
78.313 |
Range |
0.630 |
0.790 |
0.160 |
25.4% |
1.790 |
ATR |
0.678 |
0.686 |
0.008 |
1.2% |
0.000 |
Volume |
23,423 |
32,037 |
8,614 |
36.8% |
112,821 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.947 |
79.585 |
78.077 |
|
R3 |
79.157 |
78.795 |
77.859 |
|
R2 |
78.367 |
78.367 |
77.787 |
|
R1 |
78.005 |
78.005 |
77.714 |
77.791 |
PP |
77.577 |
77.577 |
77.577 |
77.471 |
S1 |
77.215 |
77.215 |
77.570 |
77.001 |
S2 |
76.787 |
76.787 |
77.497 |
|
S3 |
75.997 |
76.425 |
77.425 |
|
S4 |
75.207 |
75.635 |
77.208 |
|
|
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 |
79.015 |
77.150 |
1.865 |
2.4% |
0.743 |
1.0% |
26% |
False |
True |
23,682 |
10 |
80.470 |
77.150 |
3.320 |
4.3% |
0.705 |
0.9% |
15% |
False |
True |
23,486 |
20 |
83.315 |
77.150 |
6.165 |
7.9% |
0.721 |
0.9% |
8% |
False |
True |
23,244 |
40 |
83.960 |
77.150 |
6.810 |
8.8% |
0.634 |
0.8% |
7% |
False |
True |
12,315 |
60 |
83.960 |
77.150 |
6.810 |
8.8% |
0.551 |
0.7% |
7% |
False |
True |
8,217 |
80 |
87.000 |
77.150 |
9.850 |
12.7% |
0.497 |
0.6% |
5% |
False |
True |
6,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.298 |
2.618 |
80.008 |
1.618 |
79.218 |
1.000 |
78.730 |
0.618 |
78.428 |
HIGH |
77.940 |
0.618 |
77.638 |
0.500 |
77.545 |
0.382 |
77.452 |
LOW |
77.150 |
0.618 |
76.662 |
1.000 |
76.360 |
1.618 |
75.872 |
2.618 |
75.082 |
4.250 |
73.793 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.610 |
78.025 |
PP |
77.577 |
77.897 |
S1 |
77.545 |
77.770 |
|