ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 12-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.150 |
77.815 |
0.665 |
0.9% |
78.240 |
High |
77.785 |
78.170 |
0.385 |
0.5% |
78.900 |
Low |
77.050 |
77.435 |
0.385 |
0.5% |
77.150 |
Close |
77.664 |
77.588 |
-0.076 |
-0.1% |
77.563 |
Range |
0.735 |
0.735 |
0.000 |
0.0% |
1.750 |
ATR |
0.686 |
0.689 |
0.004 |
0.5% |
0.000 |
Volume |
12,327 |
25,065 |
12,738 |
103.3% |
127,007 |
|
Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.936 |
79.497 |
77.992 |
|
R3 |
79.201 |
78.762 |
77.790 |
|
R2 |
78.466 |
78.466 |
77.723 |
|
R1 |
78.027 |
78.027 |
77.655 |
77.879 |
PP |
77.731 |
77.731 |
77.731 |
77.657 |
S1 |
77.292 |
77.292 |
77.521 |
77.144 |
S2 |
76.996 |
76.996 |
77.453 |
|
S3 |
76.261 |
76.557 |
77.386 |
|
S4 |
75.526 |
75.822 |
77.184 |
|
|
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 |
78.170 |
77.050 |
1.120 |
1.4% |
0.704 |
0.9% |
48% |
True |
False |
24,476 |
10 |
79.250 |
77.050 |
2.200 |
2.8% |
0.683 |
0.9% |
24% |
False |
False |
23,577 |
20 |
81.990 |
77.050 |
4.940 |
6.4% |
0.694 |
0.9% |
11% |
False |
False |
22,981 |
40 |
83.960 |
77.050 |
6.910 |
8.9% |
0.640 |
0.8% |
8% |
False |
False |
13,983 |
60 |
83.960 |
77.050 |
6.910 |
8.9% |
0.583 |
0.8% |
8% |
False |
False |
9,331 |
80 |
87.000 |
77.050 |
9.950 |
12.8% |
0.510 |
0.7% |
5% |
False |
False |
7,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.294 |
2.618 |
80.094 |
1.618 |
79.359 |
1.000 |
78.905 |
0.618 |
78.624 |
HIGH |
78.170 |
0.618 |
77.889 |
0.500 |
77.803 |
0.382 |
77.716 |
LOW |
77.435 |
0.618 |
76.981 |
1.000 |
76.700 |
1.618 |
76.246 |
2.618 |
75.511 |
4.250 |
74.311 |
|
|
Fisher Pivots for day following 12-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.803 |
77.610 |
PP |
77.731 |
77.603 |
S1 |
77.660 |
77.595 |
|