ICE US Dollar Index Future December 2010
| 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 |
77.550 |
77.510 |
-0.040 |
-0.1% |
77.255 |
| High |
77.650 |
78.040 |
0.390 |
0.5% |
78.610 |
| Low |
76.875 |
77.240 |
0.365 |
0.5% |
74.600 |
| Close |
77.303 |
77.910 |
0.607 |
0.8% |
77.685 |
| Range |
0.775 |
0.800 |
0.025 |
3.2% |
4.010 |
| ATR |
0.971 |
0.959 |
-0.012 |
-1.3% |
0.000 |
| Volume |
16,196 |
23,424 |
7,228 |
44.6% |
134,352 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.130 |
79.820 |
78.350 |
|
| R3 |
79.330 |
79.020 |
78.130 |
|
| R2 |
78.530 |
78.530 |
78.057 |
|
| R1 |
78.220 |
78.220 |
77.983 |
78.375 |
| PP |
77.730 |
77.730 |
77.730 |
77.808 |
| S1 |
77.420 |
77.420 |
77.837 |
77.575 |
| S2 |
76.930 |
76.930 |
77.763 |
|
| S3 |
76.130 |
76.620 |
77.690 |
|
| S4 |
75.330 |
75.820 |
77.470 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.995 |
87.350 |
79.891 |
|
| R3 |
84.985 |
83.340 |
78.788 |
|
| R2 |
80.975 |
80.975 |
78.420 |
|
| R1 |
79.330 |
79.330 |
78.053 |
80.153 |
| PP |
76.965 |
76.965 |
76.965 |
77.376 |
| S1 |
75.320 |
75.320 |
77.317 |
76.143 |
| S2 |
72.955 |
72.955 |
76.950 |
|
| S3 |
68.945 |
71.310 |
76.582 |
|
| S4 |
64.935 |
67.300 |
75.480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.610 |
74.600 |
4.010 |
5.1% |
1.414 |
1.8% |
83% |
False |
False |
23,241 |
| 10 |
78.610 |
74.600 |
4.010 |
5.1% |
1.135 |
1.5% |
83% |
False |
False |
25,882 |
| 20 |
79.250 |
74.600 |
4.650 |
6.0% |
0.909 |
1.2% |
71% |
False |
False |
24,730 |
| 40 |
83.530 |
74.600 |
8.930 |
11.5% |
0.792 |
1.0% |
37% |
False |
False |
20,416 |
| 60 |
83.960 |
74.600 |
9.360 |
12.0% |
0.717 |
0.9% |
35% |
False |
False |
13,643 |
| 80 |
84.935 |
74.600 |
10.335 |
13.3% |
0.614 |
0.8% |
32% |
False |
False |
10,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.440 |
|
2.618 |
80.134 |
|
1.618 |
79.334 |
|
1.000 |
78.840 |
|
0.618 |
78.534 |
|
HIGH |
78.040 |
|
0.618 |
77.734 |
|
0.500 |
77.640 |
|
0.382 |
77.546 |
|
LOW |
77.240 |
|
0.618 |
76.746 |
|
1.000 |
76.440 |
|
1.618 |
75.946 |
|
2.618 |
75.146 |
|
4.250 |
73.840 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.820 |
77.380 |
| PP |
77.730 |
76.850 |
| S1 |
77.640 |
76.320 |
|