ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.650 |
77.150 |
-0.500 |
-0.6% |
78.240 |
High |
77.990 |
77.785 |
-0.205 |
-0.3% |
78.900 |
Low |
77.360 |
77.050 |
-0.310 |
-0.4% |
77.150 |
Close |
77.563 |
77.664 |
0.101 |
0.1% |
77.563 |
Range |
0.630 |
0.735 |
0.105 |
16.7% |
1.750 |
ATR |
0.682 |
0.686 |
0.004 |
0.6% |
0.000 |
Volume |
29,529 |
12,327 |
-17,202 |
-58.3% |
127,007 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.705 |
79.419 |
78.068 |
|
R3 |
78.970 |
78.684 |
77.866 |
|
R2 |
78.235 |
78.235 |
77.799 |
|
R1 |
77.949 |
77.949 |
77.731 |
78.092 |
PP |
77.500 |
77.500 |
77.500 |
77.571 |
S1 |
77.214 |
77.214 |
77.597 |
77.357 |
S2 |
76.765 |
76.765 |
77.529 |
|
S3 |
76.030 |
76.479 |
77.462 |
|
S4 |
75.295 |
75.744 |
77.260 |
|
|
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 |
77.050 |
1.850 |
2.4% |
0.761 |
1.0% |
33% |
False |
True |
24,666 |
10 |
80.010 |
77.050 |
2.960 |
3.8% |
0.705 |
0.9% |
21% |
False |
True |
23,926 |
20 |
82.295 |
77.050 |
5.245 |
6.8% |
0.710 |
0.9% |
12% |
False |
True |
23,322 |
40 |
83.960 |
77.050 |
6.910 |
8.9% |
0.633 |
0.8% |
9% |
False |
True |
13,358 |
60 |
83.960 |
77.050 |
6.910 |
8.9% |
0.572 |
0.7% |
9% |
False |
True |
8,914 |
80 |
87.000 |
77.050 |
9.950 |
12.8% |
0.501 |
0.6% |
6% |
False |
True |
6,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.909 |
2.618 |
79.709 |
1.618 |
78.974 |
1.000 |
78.520 |
0.618 |
78.239 |
HIGH |
77.785 |
0.618 |
77.504 |
0.500 |
77.418 |
0.382 |
77.331 |
LOW |
77.050 |
0.618 |
76.596 |
1.000 |
76.315 |
1.618 |
75.861 |
2.618 |
75.126 |
4.250 |
73.926 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.582 |
77.616 |
PP |
77.500 |
77.568 |
S1 |
77.418 |
77.520 |
|