ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
77.880 |
78.180 |
0.300 |
0.4% |
77.610 |
| High |
78.400 |
78.870 |
0.470 |
0.6% |
78.870 |
| Low |
77.750 |
78.180 |
0.430 |
0.6% |
77.370 |
| Close |
78.315 |
78.782 |
0.467 |
0.6% |
78.090 |
| Range |
0.650 |
0.690 |
0.040 |
6.2% |
1.500 |
| ATR |
0.679 |
0.680 |
0.001 |
0.1% |
0.000 |
| Volume |
8 |
35 |
27 |
337.5% |
313 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.681 |
80.421 |
79.162 |
|
| R3 |
79.991 |
79.731 |
78.972 |
|
| R2 |
79.301 |
79.301 |
78.909 |
|
| R1 |
79.041 |
79.041 |
78.845 |
79.171 |
| PP |
78.611 |
78.611 |
78.611 |
78.676 |
| S1 |
78.351 |
78.351 |
78.719 |
78.481 |
| S2 |
77.921 |
77.921 |
78.656 |
|
| S3 |
77.231 |
77.661 |
78.592 |
|
| S4 |
76.541 |
76.971 |
78.403 |
|
|
| 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 |
81.803 |
|
2.618 |
80.676 |
|
1.618 |
79.986 |
|
1.000 |
79.560 |
|
0.618 |
79.296 |
|
HIGH |
78.870 |
|
0.618 |
78.606 |
|
0.500 |
78.525 |
|
0.382 |
78.444 |
|
LOW |
78.180 |
|
0.618 |
77.754 |
|
1.000 |
77.490 |
|
1.618 |
77.064 |
|
2.618 |
76.374 |
|
4.250 |
75.248 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.696 |
78.602 |
| PP |
78.611 |
78.422 |
| S1 |
78.525 |
78.243 |
|