ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
77.620 |
77.880 |
0.260 |
0.3% |
77.610 |
| High |
77.740 |
78.400 |
0.660 |
0.8% |
78.870 |
| Low |
77.615 |
77.750 |
0.135 |
0.2% |
77.370 |
| Close |
77.708 |
78.315 |
0.607 |
0.8% |
78.090 |
| Range |
0.125 |
0.650 |
0.525 |
420.0% |
1.500 |
| ATR |
0.678 |
0.679 |
0.001 |
0.2% |
0.000 |
| Volume |
17 |
8 |
-9 |
-52.9% |
313 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.105 |
79.860 |
78.673 |
|
| R3 |
79.455 |
79.210 |
78.494 |
|
| R2 |
78.805 |
78.805 |
78.434 |
|
| R1 |
78.560 |
78.560 |
78.375 |
78.683 |
| PP |
78.155 |
78.155 |
78.155 |
78.216 |
| S1 |
77.910 |
77.910 |
78.255 |
78.033 |
| S2 |
77.505 |
77.505 |
78.196 |
|
| S3 |
76.855 |
77.260 |
78.136 |
|
| S4 |
76.205 |
76.610 |
77.958 |
|
|
| 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 |
81.163 |
|
2.618 |
80.102 |
|
1.618 |
79.452 |
|
1.000 |
79.050 |
|
0.618 |
78.802 |
|
HIGH |
78.400 |
|
0.618 |
78.152 |
|
0.500 |
78.075 |
|
0.382 |
77.998 |
|
LOW |
77.750 |
|
0.618 |
77.348 |
|
1.000 |
77.100 |
|
1.618 |
76.698 |
|
2.618 |
76.048 |
|
4.250 |
74.988 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.235 |
78.172 |
| PP |
78.155 |
78.028 |
| S1 |
78.075 |
77.885 |
|