ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
78.990 |
78.240 |
-0.750 |
-0.9% |
79.530 |
High |
79.015 |
78.720 |
-0.295 |
-0.4% |
80.010 |
Low |
78.220 |
78.240 |
0.020 |
0.0% |
78.220 |
Close |
78.313 |
78.658 |
0.345 |
0.4% |
78.313 |
Range |
0.795 |
0.480 |
-0.315 |
-39.6% |
1.790 |
ATR |
0.669 |
0.655 |
-0.013 |
-2.0% |
0.000 |
Volume |
20,932 |
16,002 |
-4,930 |
-23.6% |
112,821 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.979 |
79.799 |
78.922 |
|
R3 |
79.499 |
79.319 |
78.790 |
|
R2 |
79.019 |
79.019 |
78.746 |
|
R1 |
78.839 |
78.839 |
78.702 |
78.929 |
PP |
78.539 |
78.539 |
78.539 |
78.585 |
S1 |
78.359 |
78.359 |
78.614 |
78.449 |
S2 |
78.059 |
78.059 |
78.570 |
|
S3 |
77.579 |
77.879 |
78.526 |
|
S4 |
77.099 |
77.399 |
78.394 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.218 |
83.055 |
79.298 |
|
R3 |
82.428 |
81.265 |
78.805 |
|
R2 |
80.638 |
80.638 |
78.641 |
|
R1 |
79.475 |
79.475 |
78.477 |
79.162 |
PP |
78.848 |
78.848 |
78.848 |
78.691 |
S1 |
77.685 |
77.685 |
78.149 |
77.372 |
S2 |
77.058 |
77.058 |
77.985 |
|
S3 |
75.268 |
75.895 |
77.821 |
|
S4 |
73.478 |
74.105 |
77.329 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.010 |
78.220 |
1.790 |
2.3% |
0.649 |
0.8% |
24% |
False |
False |
23,187 |
10 |
81.570 |
78.220 |
3.350 |
4.3% |
0.697 |
0.9% |
13% |
False |
False |
22,746 |
20 |
83.315 |
78.220 |
5.095 |
6.5% |
0.686 |
0.9% |
9% |
False |
False |
20,349 |
40 |
83.960 |
78.220 |
5.740 |
7.3% |
0.636 |
0.8% |
8% |
False |
False |
10,283 |
60 |
84.935 |
78.220 |
6.715 |
8.5% |
0.548 |
0.7% |
7% |
False |
False |
6,859 |
80 |
87.000 |
78.220 |
8.780 |
11.2% |
0.473 |
0.6% |
5% |
False |
False |
5,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.760 |
2.618 |
79.977 |
1.618 |
79.497 |
1.000 |
79.200 |
0.618 |
79.017 |
HIGH |
78.720 |
0.618 |
78.537 |
0.500 |
78.480 |
0.382 |
78.423 |
LOW |
78.240 |
0.618 |
77.943 |
1.000 |
77.760 |
1.618 |
77.463 |
2.618 |
76.983 |
4.250 |
76.200 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
78.599 |
78.735 |
PP |
78.539 |
78.709 |
S1 |
78.480 |
78.684 |
|