ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.510 |
77.905 |
0.395 |
0.5% |
77.255 |
High |
78.040 |
78.510 |
0.470 |
0.6% |
78.610 |
Low |
77.240 |
77.760 |
0.520 |
0.7% |
74.600 |
Close |
77.910 |
78.377 |
0.467 |
0.6% |
77.685 |
Range |
0.800 |
0.750 |
-0.050 |
-6.3% |
4.010 |
ATR |
0.959 |
0.944 |
-0.015 |
-1.6% |
0.000 |
Volume |
23,424 |
30,107 |
6,683 |
28.5% |
134,352 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.466 |
80.171 |
78.790 |
|
R3 |
79.716 |
79.421 |
78.583 |
|
R2 |
78.966 |
78.966 |
78.515 |
|
R1 |
78.671 |
78.671 |
78.446 |
78.819 |
PP |
78.216 |
78.216 |
78.216 |
78.289 |
S1 |
77.921 |
77.921 |
78.308 |
78.069 |
S2 |
77.466 |
77.466 |
78.240 |
|
S3 |
76.716 |
77.171 |
78.171 |
|
S4 |
75.966 |
76.421 |
77.965 |
|
|
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 |
78.510 |
74.600 |
3.910 |
5.0% |
1.298 |
1.7% |
97% |
True |
False |
22,827 |
10 |
78.610 |
74.600 |
4.010 |
5.1% |
1.173 |
1.5% |
94% |
False |
False |
26,709 |
20 |
79.250 |
74.600 |
4.650 |
5.9% |
0.927 |
1.2% |
81% |
False |
False |
25,271 |
40 |
83.315 |
74.600 |
8.715 |
11.1% |
0.787 |
1.0% |
43% |
False |
False |
21,166 |
60 |
83.960 |
74.600 |
9.360 |
11.9% |
0.719 |
0.9% |
40% |
False |
False |
14,145 |
80 |
84.935 |
74.600 |
10.335 |
13.2% |
0.623 |
0.8% |
37% |
False |
False |
10,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.698 |
2.618 |
80.474 |
1.618 |
79.724 |
1.000 |
79.260 |
0.618 |
78.974 |
HIGH |
78.510 |
0.618 |
78.224 |
0.500 |
78.135 |
0.382 |
78.047 |
LOW |
77.760 |
0.618 |
77.297 |
1.000 |
77.010 |
1.618 |
76.547 |
2.618 |
75.797 |
4.250 |
74.573 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
78.296 |
78.149 |
PP |
78.216 |
77.921 |
S1 |
78.135 |
77.693 |
|