ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.255 |
77.310 |
0.055 |
0.1% |
77.150 |
High |
77.865 |
78.570 |
0.705 |
0.9% |
78.170 |
Low |
77.125 |
77.130 |
0.005 |
0.0% |
76.335 |
Close |
77.137 |
78.421 |
1.284 |
1.7% |
77.268 |
Range |
0.740 |
1.440 |
0.700 |
94.6% |
1.835 |
ATR |
0.707 |
0.759 |
0.052 |
7.4% |
0.000 |
Volume |
20,049 |
37,717 |
17,668 |
88.1% |
122,247 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.360 |
81.831 |
79.213 |
|
R3 |
80.920 |
80.391 |
78.817 |
|
R2 |
79.480 |
79.480 |
78.685 |
|
R1 |
78.951 |
78.951 |
78.553 |
79.216 |
PP |
78.040 |
78.040 |
78.040 |
78.173 |
S1 |
77.511 |
77.511 |
78.289 |
77.776 |
S2 |
76.600 |
76.600 |
78.157 |
|
S3 |
75.160 |
76.071 |
78.025 |
|
S4 |
73.720 |
74.631 |
77.629 |
|
|
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 |
78.570 |
76.335 |
2.235 |
2.9% |
0.856 |
1.1% |
93% |
True |
False |
28,524 |
10 |
78.570 |
76.335 |
2.235 |
2.9% |
0.780 |
1.0% |
93% |
True |
False |
26,500 |
20 |
80.505 |
76.335 |
4.170 |
5.3% |
0.732 |
0.9% |
50% |
False |
False |
24,726 |
40 |
83.875 |
76.335 |
7.540 |
9.6% |
0.674 |
0.9% |
28% |
False |
False |
17,532 |
60 |
83.960 |
76.335 |
7.625 |
9.7% |
0.614 |
0.8% |
27% |
False |
False |
11,707 |
80 |
86.400 |
76.335 |
10.065 |
12.8% |
0.543 |
0.7% |
21% |
False |
False |
8,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.690 |
2.618 |
82.340 |
1.618 |
80.900 |
1.000 |
80.010 |
0.618 |
79.460 |
HIGH |
78.570 |
0.618 |
78.020 |
0.500 |
77.850 |
0.382 |
77.680 |
LOW |
77.130 |
0.618 |
76.240 |
1.000 |
75.690 |
1.618 |
74.800 |
2.618 |
73.360 |
4.250 |
71.010 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
78.231 |
78.098 |
PP |
78.040 |
77.775 |
S1 |
77.850 |
77.453 |
|