ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
78.590 |
77.320 |
-1.270 |
-1.6% |
77.150 |
High |
78.610 |
77.870 |
-0.740 |
-0.9% |
78.170 |
Low |
77.280 |
77.070 |
-0.210 |
-0.3% |
76.335 |
Close |
77.414 |
77.634 |
0.220 |
0.3% |
77.268 |
Range |
1.330 |
0.800 |
-0.530 |
-39.8% |
1.835 |
ATR |
0.800 |
0.800 |
0.000 |
0.0% |
0.000 |
Volume |
32,176 |
29,053 |
-3,123 |
-9.7% |
122,247 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.925 |
79.579 |
78.074 |
|
R3 |
79.125 |
78.779 |
77.854 |
|
R2 |
78.325 |
78.325 |
77.781 |
|
R1 |
77.979 |
77.979 |
77.707 |
78.152 |
PP |
77.525 |
77.525 |
77.525 |
77.611 |
S1 |
77.179 |
77.179 |
77.561 |
77.352 |
S2 |
76.725 |
76.725 |
77.487 |
|
S3 |
75.925 |
76.379 |
77.414 |
|
S4 |
75.125 |
75.579 |
77.194 |
|
|
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% |
1.066 |
1.4% |
57% |
False |
False |
31,341 |
10 |
78.610 |
76.335 |
2.275 |
2.9% |
0.851 |
1.1% |
57% |
False |
False |
27,077 |
20 |
80.470 |
76.335 |
4.135 |
5.3% |
0.778 |
1.0% |
31% |
False |
False |
25,281 |
40 |
83.705 |
76.335 |
7.370 |
9.5% |
0.701 |
0.9% |
18% |
False |
False |
19,054 |
60 |
83.960 |
76.335 |
7.625 |
9.8% |
0.641 |
0.8% |
17% |
False |
False |
12,728 |
80 |
85.230 |
76.335 |
8.895 |
11.5% |
0.562 |
0.7% |
15% |
False |
False |
9,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.270 |
2.618 |
79.964 |
1.618 |
79.164 |
1.000 |
78.670 |
0.618 |
78.364 |
HIGH |
77.870 |
0.618 |
77.564 |
0.500 |
77.470 |
0.382 |
77.376 |
LOW |
77.070 |
0.618 |
76.576 |
1.000 |
76.270 |
1.618 |
75.776 |
2.618 |
74.976 |
4.250 |
73.670 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.579 |
77.840 |
PP |
77.525 |
77.771 |
S1 |
77.470 |
77.703 |
|