ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.740 |
77.550 |
-0.190 |
-0.2% |
77.255 |
High |
77.965 |
77.650 |
-0.315 |
-0.4% |
78.610 |
Low |
74.600 |
76.875 |
2.275 |
3.0% |
74.600 |
Close |
77.685 |
77.303 |
-0.382 |
-0.5% |
77.685 |
Range |
3.365 |
0.775 |
-2.590 |
-77.0% |
4.010 |
ATR |
0.983 |
0.971 |
-0.012 |
-1.3% |
0.000 |
Volume |
15,357 |
16,196 |
839 |
5.5% |
134,352 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.601 |
79.227 |
77.729 |
|
R3 |
78.826 |
78.452 |
77.516 |
|
R2 |
78.051 |
78.051 |
77.445 |
|
R1 |
77.677 |
77.677 |
77.374 |
77.477 |
PP |
77.276 |
77.276 |
77.276 |
77.176 |
S1 |
76.902 |
76.902 |
77.232 |
76.702 |
S2 |
76.501 |
76.501 |
77.161 |
|
S3 |
75.726 |
76.127 |
77.090 |
|
S4 |
74.951 |
75.352 |
76.877 |
|
|
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% |
1.542 |
2.0% |
67% |
False |
False |
26,099 |
10 |
78.610 |
74.600 |
4.010 |
5.2% |
1.129 |
1.5% |
67% |
False |
False |
26,046 |
20 |
80.010 |
74.600 |
5.410 |
7.0% |
0.917 |
1.2% |
50% |
False |
False |
24,986 |
40 |
83.705 |
74.600 |
9.105 |
11.8% |
0.782 |
1.0% |
30% |
False |
False |
19,834 |
60 |
83.960 |
74.600 |
9.360 |
12.1% |
0.707 |
0.9% |
29% |
False |
False |
13,253 |
80 |
85.230 |
74.600 |
10.630 |
13.8% |
0.613 |
0.8% |
25% |
False |
False |
9,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.944 |
2.618 |
79.679 |
1.618 |
78.904 |
1.000 |
78.425 |
0.618 |
78.129 |
HIGH |
77.650 |
0.618 |
77.354 |
0.500 |
77.263 |
0.382 |
77.171 |
LOW |
76.875 |
0.618 |
76.396 |
1.000 |
76.100 |
1.618 |
75.621 |
2.618 |
74.846 |
4.250 |
73.581 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.290 |
76.963 |
PP |
77.276 |
76.623 |
S1 |
77.263 |
76.283 |
|