ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.185 |
76.975 |
-0.210 |
-0.3% |
77.150 |
High |
77.185 |
77.355 |
0.170 |
0.2% |
78.170 |
Low |
76.475 |
76.335 |
-0.140 |
-0.2% |
76.335 |
Close |
76.881 |
77.268 |
0.387 |
0.5% |
77.268 |
Range |
0.710 |
1.020 |
0.310 |
43.7% |
1.835 |
ATR |
0.680 |
0.704 |
0.024 |
3.6% |
0.000 |
Volume |
25,303 |
37,711 |
12,408 |
49.0% |
122,247 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.046 |
79.677 |
77.829 |
|
R3 |
79.026 |
78.657 |
77.549 |
|
R2 |
78.006 |
78.006 |
77.455 |
|
R1 |
77.637 |
77.637 |
77.362 |
77.822 |
PP |
76.986 |
76.986 |
76.986 |
77.078 |
S1 |
76.617 |
76.617 |
77.175 |
76.802 |
S2 |
75.966 |
75.966 |
77.081 |
|
S3 |
74.946 |
75.597 |
76.988 |
|
S4 |
73.926 |
74.577 |
76.707 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.763 |
81.850 |
78.277 |
|
R3 |
80.928 |
80.015 |
77.773 |
|
R2 |
79.093 |
79.093 |
77.604 |
|
R1 |
78.180 |
78.180 |
77.436 |
78.637 |
PP |
77.258 |
77.258 |
77.258 |
77.486 |
S1 |
76.345 |
76.345 |
77.100 |
76.802 |
S2 |
75.423 |
75.423 |
76.932 |
|
S3 |
73.588 |
74.510 |
76.763 |
|
S4 |
71.753 |
72.675 |
76.259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.170 |
76.335 |
1.835 |
2.4% |
0.714 |
0.9% |
51% |
False |
True |
24,449 |
10 |
78.900 |
76.335 |
2.565 |
3.3% |
0.712 |
0.9% |
36% |
False |
True |
24,925 |
20 |
81.740 |
76.335 |
5.405 |
7.0% |
0.705 |
0.9% |
17% |
False |
True |
23,809 |
40 |
83.960 |
76.335 |
7.625 |
9.9% |
0.646 |
0.8% |
12% |
False |
True |
16,096 |
60 |
83.960 |
76.335 |
7.625 |
9.9% |
0.593 |
0.8% |
12% |
False |
True |
10,745 |
80 |
86.810 |
76.335 |
10.475 |
13.6% |
0.522 |
0.7% |
9% |
False |
True |
8,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.690 |
2.618 |
80.025 |
1.618 |
79.005 |
1.000 |
78.375 |
0.618 |
77.985 |
HIGH |
77.355 |
0.618 |
76.965 |
0.500 |
76.845 |
0.382 |
76.725 |
LOW |
76.335 |
0.618 |
75.705 |
1.000 |
75.315 |
1.618 |
74.685 |
2.618 |
73.665 |
4.250 |
72.000 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.127 |
77.158 |
PP |
76.986 |
77.048 |
S1 |
76.845 |
76.938 |
|