ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.815 |
77.510 |
-0.305 |
-0.4% |
78.240 |
High |
78.170 |
77.540 |
-0.630 |
-0.8% |
78.900 |
Low |
77.435 |
77.170 |
-0.265 |
-0.3% |
77.150 |
Close |
77.588 |
77.287 |
-0.301 |
-0.4% |
77.563 |
Range |
0.735 |
0.370 |
-0.365 |
-49.7% |
1.750 |
ATR |
0.689 |
0.670 |
-0.019 |
-2.8% |
0.000 |
Volume |
25,065 |
21,841 |
-3,224 |
-12.9% |
127,007 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.442 |
78.235 |
77.491 |
|
R3 |
78.072 |
77.865 |
77.389 |
|
R2 |
77.702 |
77.702 |
77.355 |
|
R1 |
77.495 |
77.495 |
77.321 |
77.414 |
PP |
77.332 |
77.332 |
77.332 |
77.292 |
S1 |
77.125 |
77.125 |
77.253 |
77.044 |
S2 |
76.962 |
76.962 |
77.219 |
|
S3 |
76.592 |
76.755 |
77.185 |
|
S4 |
76.222 |
76.385 |
77.084 |
|
|
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% |
0.652 |
0.8% |
21% |
False |
False |
24,159 |
10 |
79.250 |
77.050 |
2.200 |
2.8% |
0.682 |
0.9% |
11% |
False |
False |
23,833 |
20 |
81.870 |
77.050 |
4.820 |
6.2% |
0.680 |
0.9% |
5% |
False |
False |
22,277 |
40 |
83.960 |
77.050 |
6.910 |
8.9% |
0.638 |
0.8% |
3% |
False |
False |
14,526 |
60 |
83.960 |
77.050 |
6.910 |
8.9% |
0.583 |
0.8% |
3% |
False |
False |
9,695 |
80 |
86.810 |
77.050 |
9.760 |
12.6% |
0.509 |
0.7% |
2% |
False |
False |
7,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.113 |
2.618 |
78.509 |
1.618 |
78.139 |
1.000 |
77.910 |
0.618 |
77.769 |
HIGH |
77.540 |
0.618 |
77.399 |
0.500 |
77.355 |
0.382 |
77.311 |
LOW |
77.170 |
0.618 |
76.941 |
1.000 |
76.800 |
1.618 |
76.571 |
2.618 |
76.201 |
4.250 |
75.598 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.355 |
77.610 |
PP |
77.332 |
77.502 |
S1 |
77.310 |
77.395 |
|