ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 20-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.310 |
78.590 |
1.280 |
1.7% |
77.150 |
High |
78.570 |
78.610 |
0.040 |
0.1% |
78.170 |
Low |
77.130 |
77.280 |
0.150 |
0.2% |
76.335 |
Close |
78.421 |
77.414 |
-1.007 |
-1.3% |
77.268 |
Range |
1.440 |
1.330 |
-0.110 |
-7.6% |
1.835 |
ATR |
0.759 |
0.800 |
0.041 |
5.4% |
0.000 |
Volume |
37,717 |
32,176 |
-5,541 |
-14.7% |
122,247 |
|
Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.758 |
80.916 |
78.146 |
|
R3 |
80.428 |
79.586 |
77.780 |
|
R2 |
79.098 |
79.098 |
77.658 |
|
R1 |
78.256 |
78.256 |
77.536 |
78.012 |
PP |
77.768 |
77.768 |
77.768 |
77.646 |
S1 |
76.926 |
76.926 |
77.292 |
76.682 |
S2 |
76.438 |
76.438 |
77.170 |
|
S3 |
75.108 |
75.596 |
77.048 |
|
S4 |
73.778 |
74.266 |
76.683 |
|
|
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 |
78.610 |
76.335 |
2.275 |
2.9% |
1.048 |
1.4% |
47% |
True |
False |
30,591 |
10 |
78.610 |
76.335 |
2.275 |
2.9% |
0.850 |
1.1% |
47% |
True |
False |
27,375 |
20 |
80.470 |
76.335 |
4.135 |
5.3% |
0.762 |
1.0% |
26% |
False |
False |
25,222 |
40 |
83.705 |
76.335 |
7.370 |
9.5% |
0.696 |
0.9% |
15% |
False |
False |
18,332 |
60 |
83.960 |
76.335 |
7.625 |
9.8% |
0.633 |
0.8% |
14% |
False |
False |
12,244 |
80 |
85.750 |
76.335 |
9.415 |
12.2% |
0.558 |
0.7% |
11% |
False |
False |
9,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.263 |
2.618 |
82.092 |
1.618 |
80.762 |
1.000 |
79.940 |
0.618 |
79.432 |
HIGH |
78.610 |
0.618 |
78.102 |
0.500 |
77.945 |
0.382 |
77.788 |
LOW |
77.280 |
0.618 |
76.458 |
1.000 |
75.950 |
1.618 |
75.128 |
2.618 |
73.798 |
4.250 |
71.628 |
|
|
Fisher Pivots for day following 20-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.945 |
77.868 |
PP |
77.768 |
77.716 |
S1 |
77.591 |
77.565 |
|