ICE US Dollar Index Future March 2011
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 |
78.180 |
78.505 |
0.325 |
0.4% |
77.610 |
High |
78.870 |
78.505 |
-0.365 |
-0.5% |
78.870 |
Low |
78.180 |
77.840 |
-0.340 |
-0.4% |
77.370 |
Close |
78.782 |
77.938 |
-0.844 |
-1.1% |
78.090 |
Range |
0.690 |
0.665 |
-0.025 |
-3.6% |
1.500 |
ATR |
0.680 |
0.698 |
0.019 |
2.8% |
0.000 |
Volume |
35 |
67 |
32 |
91.4% |
313 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.089 |
79.679 |
78.304 |
|
R3 |
79.424 |
79.014 |
78.121 |
|
R2 |
78.759 |
78.759 |
78.060 |
|
R1 |
78.349 |
78.349 |
77.999 |
78.222 |
PP |
78.094 |
78.094 |
78.094 |
78.031 |
S1 |
77.684 |
77.684 |
77.877 |
77.557 |
S2 |
77.429 |
77.429 |
77.816 |
|
S3 |
76.764 |
77.019 |
77.755 |
|
S4 |
76.099 |
76.354 |
77.572 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.610 |
81.850 |
78.915 |
|
R3 |
81.110 |
80.350 |
78.503 |
|
R2 |
79.610 |
79.610 |
78.365 |
|
R1 |
78.850 |
78.850 |
78.228 |
79.230 |
PP |
78.110 |
78.110 |
78.110 |
78.300 |
S1 |
77.350 |
77.350 |
77.953 |
77.730 |
S2 |
76.610 |
76.610 |
77.815 |
|
S3 |
75.110 |
75.850 |
77.678 |
|
S4 |
73.610 |
74.350 |
77.265 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.331 |
2.618 |
80.246 |
1.618 |
79.581 |
1.000 |
79.170 |
0.618 |
78.916 |
HIGH |
78.505 |
0.618 |
78.251 |
0.500 |
78.173 |
0.382 |
78.094 |
LOW |
77.840 |
0.618 |
77.429 |
1.000 |
77.175 |
1.618 |
76.764 |
2.618 |
76.099 |
4.250 |
75.014 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
78.173 |
78.310 |
PP |
78.094 |
78.186 |
S1 |
78.016 |
78.062 |
|