ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.905 |
78.205 |
0.300 |
0.4% |
77.255 |
High |
78.510 |
78.265 |
-0.245 |
-0.3% |
78.610 |
Low |
77.760 |
77.360 |
-0.400 |
-0.5% |
74.600 |
Close |
78.377 |
77.503 |
-0.874 |
-1.1% |
77.685 |
Range |
0.750 |
0.905 |
0.155 |
20.7% |
4.010 |
ATR |
0.944 |
0.949 |
0.005 |
0.6% |
0.000 |
Volume |
30,107 |
24,008 |
-6,099 |
-20.3% |
134,352 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.424 |
79.869 |
78.001 |
|
R3 |
79.519 |
78.964 |
77.752 |
|
R2 |
78.614 |
78.614 |
77.669 |
|
R1 |
78.059 |
78.059 |
77.586 |
77.884 |
PP |
77.709 |
77.709 |
77.709 |
77.622 |
S1 |
77.154 |
77.154 |
77.420 |
76.979 |
S2 |
76.804 |
76.804 |
77.337 |
|
S3 |
75.899 |
76.249 |
77.254 |
|
S4 |
74.994 |
75.344 |
77.005 |
|
|
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% |
1.319 |
1.7% |
74% |
False |
False |
21,818 |
10 |
78.610 |
74.600 |
4.010 |
5.2% |
1.193 |
1.5% |
72% |
False |
False |
26,579 |
20 |
79.015 |
74.600 |
4.415 |
5.7% |
0.941 |
1.2% |
66% |
False |
False |
24,913 |
40 |
83.315 |
74.600 |
8.715 |
11.2% |
0.802 |
1.0% |
33% |
False |
False |
21,741 |
60 |
83.960 |
74.600 |
9.360 |
12.1% |
0.729 |
0.9% |
31% |
False |
False |
14,544 |
80 |
84.935 |
74.600 |
10.335 |
13.3% |
0.633 |
0.8% |
28% |
False |
False |
10,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.111 |
2.618 |
80.634 |
1.618 |
79.729 |
1.000 |
79.170 |
0.618 |
78.824 |
HIGH |
78.265 |
0.618 |
77.919 |
0.500 |
77.813 |
0.382 |
77.706 |
LOW |
77.360 |
0.618 |
76.801 |
1.000 |
76.455 |
1.618 |
75.896 |
2.618 |
74.991 |
4.250 |
73.514 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.813 |
77.875 |
PP |
77.709 |
77.751 |
S1 |
77.606 |
77.627 |
|