ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
77.510 |
77.185 |
-0.325 |
-0.4% |
78.240 |
| High |
77.540 |
77.185 |
-0.355 |
-0.5% |
78.900 |
| Low |
77.170 |
76.475 |
-0.695 |
-0.9% |
77.150 |
| Close |
77.287 |
76.881 |
-0.406 |
-0.5% |
77.563 |
| Range |
0.370 |
0.710 |
0.340 |
91.9% |
1.750 |
| ATR |
0.670 |
0.680 |
0.010 |
1.5% |
0.000 |
| Volume |
21,841 |
25,303 |
3,462 |
15.9% |
127,007 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.977 |
78.639 |
77.272 |
|
| R3 |
78.267 |
77.929 |
77.076 |
|
| R2 |
77.557 |
77.557 |
77.011 |
|
| R1 |
77.219 |
77.219 |
76.946 |
77.033 |
| PP |
76.847 |
76.847 |
76.847 |
76.754 |
| S1 |
76.509 |
76.509 |
76.816 |
76.323 |
| S2 |
76.137 |
76.137 |
76.751 |
|
| S3 |
75.427 |
75.799 |
76.686 |
|
| S4 |
74.717 |
75.089 |
76.491 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.121 |
82.092 |
78.526 |
|
| R3 |
81.371 |
80.342 |
78.044 |
|
| R2 |
79.621 |
79.621 |
77.884 |
|
| R1 |
78.592 |
78.592 |
77.723 |
78.232 |
| PP |
77.871 |
77.871 |
77.871 |
77.691 |
| S1 |
76.842 |
76.842 |
77.403 |
76.482 |
| S2 |
76.121 |
76.121 |
77.242 |
|
| S3 |
74.371 |
75.092 |
77.082 |
|
| S4 |
72.621 |
73.342 |
76.601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.170 |
76.475 |
1.695 |
2.2% |
0.636 |
0.8% |
24% |
False |
True |
22,813 |
| 10 |
79.015 |
76.475 |
2.540 |
3.3% |
0.690 |
0.9% |
16% |
False |
True |
23,247 |
| 20 |
81.770 |
76.475 |
5.295 |
6.9% |
0.689 |
0.9% |
8% |
False |
True |
22,700 |
| 40 |
83.960 |
76.475 |
7.485 |
9.7% |
0.640 |
0.8% |
5% |
False |
True |
15,157 |
| 60 |
83.960 |
76.475 |
7.485 |
9.7% |
0.583 |
0.8% |
5% |
False |
True |
10,117 |
| 80 |
86.810 |
76.475 |
10.335 |
13.4% |
0.517 |
0.7% |
4% |
False |
True |
7,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.203 |
|
2.618 |
79.044 |
|
1.618 |
78.334 |
|
1.000 |
77.895 |
|
0.618 |
77.624 |
|
HIGH |
77.185 |
|
0.618 |
76.914 |
|
0.500 |
76.830 |
|
0.382 |
76.746 |
|
LOW |
76.475 |
|
0.618 |
76.036 |
|
1.000 |
75.765 |
|
1.618 |
75.326 |
|
2.618 |
74.616 |
|
4.250 |
73.458 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.864 |
77.323 |
| PP |
76.847 |
77.175 |
| S1 |
76.830 |
77.028 |
|