ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.705 |
77.650 |
-0.055 |
-0.1% |
78.240 |
High |
77.940 |
77.990 |
0.050 |
0.1% |
78.900 |
Low |
77.150 |
77.360 |
0.210 |
0.3% |
77.150 |
Close |
77.642 |
77.563 |
-0.079 |
-0.1% |
77.563 |
Range |
0.790 |
0.630 |
-0.160 |
-20.3% |
1.750 |
ATR |
0.686 |
0.682 |
-0.004 |
-0.6% |
0.000 |
Volume |
32,037 |
29,529 |
-2,508 |
-7.8% |
127,007 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.528 |
79.175 |
77.910 |
|
R3 |
78.898 |
78.545 |
77.736 |
|
R2 |
78.268 |
78.268 |
77.679 |
|
R1 |
77.915 |
77.915 |
77.621 |
77.777 |
PP |
77.638 |
77.638 |
77.638 |
77.568 |
S1 |
77.285 |
77.285 |
77.505 |
77.147 |
S2 |
77.008 |
77.008 |
77.448 |
|
S3 |
76.378 |
76.655 |
77.390 |
|
S4 |
75.748 |
76.025 |
77.217 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.121 |
82.092 |
78.526 |
|
R3 |
81.371 |
80.342 |
78.044 |
|
R2 |
79.621 |
79.621 |
77.884 |
|
R1 |
78.592 |
78.592 |
77.723 |
78.232 |
PP |
77.871 |
77.871 |
77.871 |
77.691 |
S1 |
76.842 |
76.842 |
77.403 |
76.482 |
S2 |
76.121 |
76.121 |
77.242 |
|
S3 |
74.371 |
75.092 |
77.082 |
|
S4 |
72.621 |
73.342 |
76.601 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.900 |
77.150 |
1.750 |
2.3% |
0.710 |
0.9% |
24% |
False |
False |
25,401 |
10 |
80.010 |
77.150 |
2.860 |
3.7% |
0.668 |
0.9% |
14% |
False |
False |
23,982 |
20 |
83.080 |
77.150 |
5.930 |
7.6% |
0.726 |
0.9% |
7% |
False |
False |
23,731 |
40 |
83.960 |
77.150 |
6.810 |
8.8% |
0.632 |
0.8% |
6% |
False |
False |
13,051 |
60 |
83.960 |
77.150 |
6.810 |
8.8% |
0.560 |
0.7% |
6% |
False |
False |
8,708 |
80 |
87.000 |
77.150 |
9.850 |
12.7% |
0.502 |
0.6% |
4% |
False |
False |
6,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.668 |
2.618 |
79.639 |
1.618 |
79.009 |
1.000 |
78.620 |
0.618 |
78.379 |
HIGH |
77.990 |
0.618 |
77.749 |
0.500 |
77.675 |
0.382 |
77.601 |
LOW |
77.360 |
0.618 |
76.971 |
1.000 |
76.730 |
1.618 |
76.341 |
2.618 |
75.711 |
4.250 |
74.683 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.675 |
77.650 |
PP |
77.638 |
77.621 |
S1 |
77.600 |
77.592 |
|