ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 20-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
77.620 |
78.610 |
0.990 |
1.3% |
77.560 |
High |
78.870 |
78.655 |
-0.215 |
-0.3% |
78.370 |
Low |
77.620 |
77.720 |
0.100 |
0.1% |
76.750 |
Close |
78.801 |
77.824 |
-0.977 |
-1.2% |
77.638 |
Range |
1.250 |
0.935 |
-0.315 |
-25.2% |
1.620 |
ATR |
0.638 |
0.670 |
0.032 |
5.0% |
0.000 |
Volume |
86 |
50 |
-36 |
-41.9% |
288 |
|
Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.871 |
80.283 |
78.338 |
|
R3 |
79.936 |
79.348 |
78.081 |
|
R2 |
79.001 |
79.001 |
77.995 |
|
R1 |
78.413 |
78.413 |
77.910 |
78.240 |
PP |
78.066 |
78.066 |
78.066 |
77.980 |
S1 |
77.478 |
77.478 |
77.738 |
77.305 |
S2 |
77.131 |
77.131 |
77.653 |
|
S3 |
76.196 |
76.543 |
77.567 |
|
S4 |
75.261 |
75.608 |
77.310 |
|
|
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 |
82.629 |
2.618 |
81.103 |
1.618 |
80.168 |
1.000 |
79.590 |
0.618 |
79.233 |
HIGH |
78.655 |
0.618 |
78.298 |
0.500 |
78.188 |
0.382 |
78.077 |
LOW |
77.720 |
0.618 |
77.142 |
1.000 |
76.785 |
1.618 |
76.207 |
2.618 |
75.272 |
4.250 |
73.746 |
|
|
Fisher Pivots for day following 20-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
78.188 |
78.203 |
PP |
78.066 |
78.076 |
S1 |
77.945 |
77.950 |
|