ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
77.420 |
77.120 |
-0.300 |
-0.4% |
77.550 |
High |
77.960 |
77.625 |
-0.335 |
-0.4% |
78.510 |
Low |
76.900 |
76.965 |
0.065 |
0.1% |
76.875 |
Close |
77.457 |
77.481 |
0.024 |
0.0% |
77.457 |
Range |
1.060 |
0.660 |
-0.400 |
-37.7% |
1.635 |
ATR |
0.957 |
0.936 |
-0.021 |
-2.2% |
0.000 |
Volume |
20,223 |
21,595 |
1,372 |
6.8% |
113,958 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.337 |
79.069 |
77.844 |
|
R3 |
78.677 |
78.409 |
77.663 |
|
R2 |
78.017 |
78.017 |
77.602 |
|
R1 |
77.749 |
77.749 |
77.542 |
77.883 |
PP |
77.357 |
77.357 |
77.357 |
77.424 |
S1 |
77.089 |
77.089 |
77.421 |
77.223 |
S2 |
76.697 |
76.697 |
77.360 |
|
S3 |
76.037 |
76.429 |
77.300 |
|
S4 |
75.377 |
75.769 |
77.118 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.519 |
81.623 |
78.356 |
|
R3 |
80.884 |
79.988 |
77.907 |
|
R2 |
79.249 |
79.249 |
77.757 |
|
R1 |
78.353 |
78.353 |
77.607 |
77.984 |
PP |
77.614 |
77.614 |
77.614 |
77.429 |
S1 |
76.718 |
76.718 |
77.307 |
76.349 |
S2 |
75.979 |
75.979 |
77.157 |
|
S3 |
74.344 |
75.083 |
77.007 |
|
S4 |
72.709 |
73.448 |
76.558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.510 |
76.900 |
1.610 |
2.1% |
0.835 |
1.1% |
36% |
False |
False |
23,871 |
10 |
78.610 |
74.600 |
4.010 |
5.2% |
1.189 |
1.5% |
72% |
False |
False |
24,985 |
20 |
78.900 |
74.600 |
4.300 |
5.5% |
0.963 |
1.2% |
67% |
False |
False |
25,157 |
40 |
83.315 |
74.600 |
8.715 |
11.2% |
0.825 |
1.1% |
33% |
False |
False |
22,753 |
60 |
83.960 |
74.600 |
9.360 |
12.1% |
0.745 |
1.0% |
31% |
False |
False |
15,241 |
80 |
84.935 |
74.600 |
10.335 |
13.3% |
0.652 |
0.8% |
28% |
False |
False |
11,434 |
100 |
87.000 |
74.600 |
12.400 |
16.0% |
0.571 |
0.7% |
23% |
False |
False |
9,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.430 |
2.618 |
79.353 |
1.618 |
78.693 |
1.000 |
78.285 |
0.618 |
78.033 |
HIGH |
77.625 |
0.618 |
77.373 |
0.500 |
77.295 |
0.382 |
77.217 |
LOW |
76.965 |
0.618 |
76.557 |
1.000 |
76.305 |
1.618 |
75.897 |
2.618 |
75.237 |
4.250 |
74.160 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
77.419 |
77.583 |
PP |
77.357 |
77.549 |
S1 |
77.295 |
77.515 |
|