ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
78.205 |
77.420 |
-0.785 |
-1.0% |
77.550 |
High |
78.265 |
77.960 |
-0.305 |
-0.4% |
78.510 |
Low |
77.360 |
76.900 |
-0.460 |
-0.6% |
76.875 |
Close |
77.503 |
77.457 |
-0.046 |
-0.1% |
77.457 |
Range |
0.905 |
1.060 |
0.155 |
17.1% |
1.635 |
ATR |
0.949 |
0.957 |
0.008 |
0.8% |
0.000 |
Volume |
24,008 |
20,223 |
-3,785 |
-15.8% |
113,958 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.619 |
80.098 |
78.040 |
|
R3 |
79.559 |
79.038 |
77.749 |
|
R2 |
78.499 |
78.499 |
77.651 |
|
R1 |
77.978 |
77.978 |
77.554 |
78.239 |
PP |
77.439 |
77.439 |
77.439 |
77.569 |
S1 |
76.918 |
76.918 |
77.360 |
77.179 |
S2 |
76.379 |
76.379 |
77.263 |
|
S3 |
75.319 |
75.858 |
77.166 |
|
S4 |
74.259 |
74.798 |
76.874 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.519 |
81.623 |
78.356 |
|
R3 |
80.884 |
79.988 |
77.907 |
|
R2 |
79.249 |
79.249 |
77.757 |
|
R1 |
78.353 |
78.353 |
77.607 |
77.984 |
PP |
77.614 |
77.614 |
77.614 |
77.429 |
S1 |
76.718 |
76.718 |
77.307 |
76.349 |
S2 |
75.979 |
75.979 |
77.157 |
|
S3 |
74.344 |
75.083 |
77.007 |
|
S4 |
72.709 |
73.448 |
76.558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.510 |
76.875 |
1.635 |
2.1% |
0.858 |
1.1% |
36% |
False |
False |
22,791 |
10 |
78.610 |
74.600 |
4.010 |
5.2% |
1.197 |
1.5% |
71% |
False |
False |
24,831 |
20 |
78.900 |
74.600 |
4.300 |
5.6% |
0.954 |
1.2% |
66% |
False |
False |
24,878 |
40 |
83.315 |
74.600 |
8.715 |
11.3% |
0.814 |
1.1% |
33% |
False |
False |
22,237 |
60 |
83.960 |
74.600 |
9.360 |
12.1% |
0.737 |
1.0% |
31% |
False |
False |
14,881 |
80 |
84.935 |
74.600 |
10.335 |
13.3% |
0.645 |
0.8% |
28% |
False |
False |
11,164 |
100 |
87.350 |
74.600 |
12.750 |
16.5% |
0.568 |
0.7% |
22% |
False |
False |
8,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.465 |
2.618 |
80.735 |
1.618 |
79.675 |
1.000 |
79.020 |
0.618 |
78.615 |
HIGH |
77.960 |
0.618 |
77.555 |
0.500 |
77.430 |
0.382 |
77.305 |
LOW |
76.900 |
0.618 |
76.245 |
1.000 |
75.840 |
1.618 |
75.185 |
2.618 |
74.125 |
4.250 |
72.395 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.448 |
77.705 |
PP |
77.439 |
77.622 |
S1 |
77.430 |
77.540 |
|