ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.320 |
77.740 |
0.420 |
0.5% |
77.255 |
High |
77.870 |
77.965 |
0.095 |
0.1% |
78.610 |
Low |
77.070 |
74.600 |
-2.470 |
-3.2% |
74.600 |
Close |
77.634 |
77.685 |
0.051 |
0.1% |
77.685 |
Range |
0.800 |
3.365 |
2.565 |
320.6% |
4.010 |
ATR |
0.800 |
0.983 |
0.183 |
22.9% |
0.000 |
Volume |
29,053 |
15,357 |
-13,696 |
-47.1% |
134,352 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.845 |
85.630 |
79.536 |
|
R3 |
83.480 |
82.265 |
78.610 |
|
R2 |
80.115 |
80.115 |
78.302 |
|
R1 |
78.900 |
78.900 |
77.993 |
77.825 |
PP |
76.750 |
76.750 |
76.750 |
76.213 |
S1 |
75.535 |
75.535 |
77.377 |
74.460 |
S2 |
73.385 |
73.385 |
77.068 |
|
S3 |
70.020 |
72.170 |
76.760 |
|
S4 |
66.655 |
68.805 |
75.834 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.995 |
87.350 |
79.891 |
|
R3 |
84.985 |
83.340 |
78.788 |
|
R2 |
80.975 |
80.975 |
78.420 |
|
R1 |
79.330 |
79.330 |
78.053 |
80.153 |
PP |
76.965 |
76.965 |
76.965 |
77.376 |
S1 |
75.320 |
75.320 |
77.317 |
76.143 |
S2 |
72.955 |
72.955 |
76.950 |
|
S3 |
68.945 |
71.310 |
76.582 |
|
S4 |
64.935 |
67.300 |
75.480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.610 |
74.600 |
4.010 |
5.2% |
1.535 |
2.0% |
77% |
False |
True |
26,870 |
10 |
78.610 |
74.600 |
4.010 |
5.2% |
1.125 |
1.4% |
77% |
False |
True |
25,659 |
20 |
80.010 |
74.600 |
5.410 |
7.0% |
0.896 |
1.2% |
57% |
False |
True |
24,821 |
40 |
83.705 |
74.600 |
9.105 |
11.7% |
0.773 |
1.0% |
34% |
False |
True |
19,434 |
60 |
83.960 |
74.600 |
9.360 |
12.0% |
0.697 |
0.9% |
33% |
False |
True |
12,983 |
80 |
85.230 |
74.600 |
10.630 |
13.7% |
0.604 |
0.8% |
29% |
False |
True |
9,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.266 |
2.618 |
86.775 |
1.618 |
83.410 |
1.000 |
81.330 |
0.618 |
80.045 |
HIGH |
77.965 |
0.618 |
76.680 |
0.500 |
76.283 |
0.382 |
75.885 |
LOW |
74.600 |
0.618 |
72.520 |
1.000 |
71.235 |
1.618 |
69.155 |
2.618 |
65.790 |
4.250 |
60.299 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.218 |
77.325 |
PP |
76.750 |
76.965 |
S1 |
76.283 |
76.605 |
|