ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
77.765 |
78.005 |
0.240 |
0.3% |
77.610 |
| High |
78.190 |
78.350 |
0.160 |
0.2% |
78.870 |
| Low |
77.500 |
77.370 |
-0.130 |
-0.2% |
77.370 |
| Close |
78.039 |
78.090 |
0.051 |
0.1% |
78.090 |
| Range |
0.690 |
0.980 |
0.290 |
42.0% |
1.500 |
| ATR |
0.671 |
0.693 |
0.022 |
3.3% |
0.000 |
| Volume |
36 |
27 |
-9 |
-25.0% |
313 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.877 |
80.463 |
78.629 |
|
| R3 |
79.897 |
79.483 |
78.360 |
|
| R2 |
78.917 |
78.917 |
78.270 |
|
| R1 |
78.503 |
78.503 |
78.180 |
78.710 |
| PP |
77.937 |
77.937 |
77.937 |
78.040 |
| S1 |
77.523 |
77.523 |
78.000 |
77.730 |
| S2 |
76.957 |
76.957 |
77.910 |
|
| S3 |
75.977 |
76.543 |
77.821 |
|
| S4 |
74.997 |
75.563 |
77.551 |
|
|
| 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 |
82.515 |
|
2.618 |
80.916 |
|
1.618 |
79.936 |
|
1.000 |
79.330 |
|
0.618 |
78.956 |
|
HIGH |
78.350 |
|
0.618 |
77.976 |
|
0.500 |
77.860 |
|
0.382 |
77.744 |
|
LOW |
77.370 |
|
0.618 |
76.764 |
|
1.000 |
76.390 |
|
1.618 |
75.784 |
|
2.618 |
74.804 |
|
4.250 |
73.205 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.013 |
78.064 |
| PP |
77.937 |
78.038 |
| S1 |
77.860 |
78.013 |
|