ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.555 |
77.330 |
-0.225 |
-0.3% |
77.560 |
High |
77.555 |
77.645 |
0.090 |
0.1% |
78.370 |
Low |
76.845 |
76.750 |
-0.095 |
-0.1% |
76.750 |
Close |
77.246 |
77.638 |
0.392 |
0.5% |
77.638 |
Range |
0.710 |
0.895 |
0.185 |
26.1% |
1.620 |
ATR |
0.551 |
0.576 |
0.025 |
4.5% |
0.000 |
Volume |
12 |
30 |
18 |
150.0% |
288 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.029 |
79.729 |
78.130 |
|
R3 |
79.134 |
78.834 |
77.884 |
|
R2 |
78.239 |
78.239 |
77.802 |
|
R1 |
77.939 |
77.939 |
77.720 |
78.089 |
PP |
77.344 |
77.344 |
77.344 |
77.420 |
S1 |
77.044 |
77.044 |
77.556 |
77.194 |
S2 |
76.449 |
76.449 |
77.474 |
|
S3 |
75.554 |
76.149 |
77.392 |
|
S4 |
74.659 |
75.254 |
77.146 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.446 |
81.662 |
78.529 |
|
R3 |
80.826 |
80.042 |
78.084 |
|
R2 |
79.206 |
79.206 |
77.935 |
|
R1 |
78.422 |
78.422 |
77.787 |
78.814 |
PP |
77.586 |
77.586 |
77.586 |
77.782 |
S1 |
76.802 |
76.802 |
77.490 |
77.194 |
S2 |
75.966 |
75.966 |
77.341 |
|
S3 |
74.346 |
75.182 |
77.193 |
|
S4 |
72.726 |
73.562 |
76.747 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.449 |
2.618 |
79.988 |
1.618 |
79.093 |
1.000 |
78.540 |
0.618 |
78.198 |
HIGH |
77.645 |
0.618 |
77.303 |
0.500 |
77.198 |
0.382 |
77.092 |
LOW |
76.750 |
0.618 |
76.197 |
1.000 |
75.855 |
1.618 |
75.302 |
2.618 |
74.407 |
4.250 |
72.946 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.491 |
77.500 |
PP |
77.344 |
77.363 |
S1 |
77.198 |
77.225 |
|