ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
78.610 |
77.765 |
-0.845 |
-1.1% |
77.560 |
High |
78.655 |
78.190 |
-0.465 |
-0.6% |
78.370 |
Low |
77.720 |
77.500 |
-0.220 |
-0.3% |
76.750 |
Close |
77.824 |
78.039 |
0.215 |
0.3% |
77.638 |
Range |
0.935 |
0.690 |
-0.245 |
-26.2% |
1.620 |
ATR |
0.670 |
0.671 |
0.001 |
0.2% |
0.000 |
Volume |
50 |
36 |
-14 |
-28.0% |
288 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.980 |
79.699 |
78.419 |
|
R3 |
79.290 |
79.009 |
78.229 |
|
R2 |
78.600 |
78.600 |
78.166 |
|
R1 |
78.319 |
78.319 |
78.102 |
78.460 |
PP |
77.910 |
77.910 |
77.910 |
77.980 |
S1 |
77.629 |
77.629 |
77.976 |
77.770 |
S2 |
77.220 |
77.220 |
77.913 |
|
S3 |
76.530 |
76.939 |
77.849 |
|
S4 |
75.840 |
76.249 |
77.660 |
|
|
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 |
81.123 |
2.618 |
79.996 |
1.618 |
79.306 |
1.000 |
78.880 |
0.618 |
78.616 |
HIGH |
78.190 |
0.618 |
77.926 |
0.500 |
77.845 |
0.382 |
77.764 |
LOW |
77.500 |
0.618 |
77.074 |
1.000 |
76.810 |
1.618 |
76.384 |
2.618 |
75.694 |
4.250 |
74.568 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
77.974 |
78.185 |
PP |
77.910 |
78.136 |
S1 |
77.845 |
78.088 |
|