ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
78.750 |
79.160 |
0.410 |
0.5% |
79.960 |
| High |
79.075 |
79.160 |
0.085 |
0.1% |
80.000 |
| Low |
78.750 |
78.275 |
-0.475 |
-0.6% |
78.670 |
| Close |
79.013 |
78.322 |
-0.691 |
-0.9% |
78.653 |
| Range |
0.325 |
0.885 |
0.560 |
172.3% |
1.330 |
| ATR |
|
|
|
|
|
| Volume |
16 |
53 |
37 |
231.3% |
102 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.241 |
80.666 |
78.809 |
|
| R3 |
80.356 |
79.781 |
78.565 |
|
| R2 |
79.471 |
79.471 |
78.484 |
|
| R1 |
78.896 |
78.896 |
78.403 |
78.741 |
| PP |
78.586 |
78.586 |
78.586 |
78.508 |
| S1 |
78.011 |
78.011 |
78.241 |
77.856 |
| S2 |
77.701 |
77.701 |
78.160 |
|
| S3 |
76.816 |
77.126 |
78.079 |
|
| S4 |
75.931 |
76.241 |
77.835 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.098 |
82.205 |
79.385 |
|
| R3 |
81.768 |
80.875 |
79.019 |
|
| R2 |
80.438 |
80.438 |
78.897 |
|
| R1 |
79.545 |
79.545 |
78.775 |
79.327 |
| PP |
79.108 |
79.108 |
79.108 |
78.998 |
| S1 |
78.215 |
78.215 |
78.531 |
77.997 |
| S2 |
77.778 |
77.778 |
78.409 |
|
| S3 |
76.448 |
76.885 |
78.287 |
|
| S4 |
75.118 |
75.555 |
77.922 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.921 |
|
2.618 |
81.477 |
|
1.618 |
80.592 |
|
1.000 |
80.045 |
|
0.618 |
79.707 |
|
HIGH |
79.160 |
|
0.618 |
78.822 |
|
0.500 |
78.718 |
|
0.382 |
78.613 |
|
LOW |
78.275 |
|
0.618 |
77.728 |
|
1.000 |
77.390 |
|
1.618 |
76.843 |
|
2.618 |
75.958 |
|
4.250 |
74.514 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.718 |
78.718 |
| PP |
78.586 |
78.586 |
| S1 |
78.454 |
78.454 |
|