ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
76.975 |
77.255 |
0.280 |
0.4% |
77.150 |
| High |
77.355 |
77.865 |
0.510 |
0.7% |
78.170 |
| Low |
76.335 |
77.125 |
0.790 |
1.0% |
76.335 |
| Close |
77.268 |
77.137 |
-0.131 |
-0.2% |
77.268 |
| Range |
1.020 |
0.740 |
-0.280 |
-27.5% |
1.835 |
| ATR |
0.704 |
0.707 |
0.003 |
0.4% |
0.000 |
| Volume |
37,711 |
20,049 |
-17,662 |
-46.8% |
122,247 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.596 |
79.106 |
77.544 |
|
| R3 |
78.856 |
78.366 |
77.341 |
|
| R2 |
78.116 |
78.116 |
77.273 |
|
| R1 |
77.626 |
77.626 |
77.205 |
77.501 |
| PP |
77.376 |
77.376 |
77.376 |
77.313 |
| S1 |
76.886 |
76.886 |
77.069 |
76.761 |
| S2 |
76.636 |
76.636 |
77.001 |
|
| S3 |
75.896 |
76.146 |
76.934 |
|
| S4 |
75.156 |
75.406 |
76.730 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.763 |
81.850 |
78.277 |
|
| R3 |
80.928 |
80.015 |
77.773 |
|
| R2 |
79.093 |
79.093 |
77.604 |
|
| R1 |
78.180 |
78.180 |
77.436 |
78.637 |
| PP |
77.258 |
77.258 |
77.258 |
77.486 |
| S1 |
76.345 |
76.345 |
77.100 |
76.802 |
| S2 |
75.423 |
75.423 |
76.932 |
|
| S3 |
73.588 |
74.510 |
76.763 |
|
| S4 |
71.753 |
72.675 |
76.259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.170 |
76.335 |
1.835 |
2.4% |
0.715 |
0.9% |
44% |
False |
False |
25,993 |
| 10 |
78.900 |
76.335 |
2.565 |
3.3% |
0.738 |
1.0% |
31% |
False |
False |
25,330 |
| 20 |
81.570 |
76.335 |
5.235 |
6.8% |
0.718 |
0.9% |
15% |
False |
False |
24,038 |
| 40 |
83.960 |
76.335 |
7.625 |
9.9% |
0.654 |
0.8% |
11% |
False |
False |
16,592 |
| 60 |
83.960 |
76.335 |
7.625 |
9.9% |
0.598 |
0.8% |
11% |
False |
False |
11,079 |
| 80 |
86.810 |
76.335 |
10.475 |
13.6% |
0.531 |
0.7% |
8% |
False |
False |
8,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.010 |
|
2.618 |
79.802 |
|
1.618 |
79.062 |
|
1.000 |
78.605 |
|
0.618 |
78.322 |
|
HIGH |
77.865 |
|
0.618 |
77.582 |
|
0.500 |
77.495 |
|
0.382 |
77.408 |
|
LOW |
77.125 |
|
0.618 |
76.668 |
|
1.000 |
76.385 |
|
1.618 |
75.928 |
|
2.618 |
75.188 |
|
4.250 |
73.980 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.495 |
77.125 |
| PP |
77.376 |
77.112 |
| S1 |
77.256 |
77.100 |
|