ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
77.120 |
77.385 |
0.265 |
0.3% |
77.550 |
High |
77.625 |
77.495 |
-0.130 |
-0.2% |
78.510 |
Low |
76.965 |
76.810 |
-0.155 |
-0.2% |
76.875 |
Close |
77.481 |
76.892 |
-0.589 |
-0.8% |
77.457 |
Range |
0.660 |
0.685 |
0.025 |
3.8% |
1.635 |
ATR |
0.936 |
0.918 |
-0.018 |
-1.9% |
0.000 |
Volume |
21,595 |
21,295 |
-300 |
-1.4% |
113,958 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.121 |
78.691 |
77.269 |
|
R3 |
78.436 |
78.006 |
77.080 |
|
R2 |
77.751 |
77.751 |
77.018 |
|
R1 |
77.321 |
77.321 |
76.955 |
77.194 |
PP |
77.066 |
77.066 |
77.066 |
77.002 |
S1 |
76.636 |
76.636 |
76.829 |
76.509 |
S2 |
76.381 |
76.381 |
76.766 |
|
S3 |
75.696 |
75.951 |
76.704 |
|
S4 |
75.011 |
75.266 |
76.515 |
|
|
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 |
76.810 |
1.700 |
2.2% |
0.812 |
1.1% |
5% |
False |
True |
23,445 |
10 |
78.610 |
74.600 |
4.010 |
5.2% |
1.113 |
1.4% |
57% |
False |
False |
23,343 |
20 |
78.610 |
74.600 |
4.010 |
5.2% |
0.947 |
1.2% |
57% |
False |
False |
24,921 |
40 |
83.315 |
74.600 |
8.715 |
11.3% |
0.825 |
1.1% |
26% |
False |
False |
23,247 |
60 |
83.960 |
74.600 |
9.360 |
12.2% |
0.744 |
1.0% |
24% |
False |
False |
15,596 |
80 |
84.045 |
74.600 |
9.445 |
12.3% |
0.647 |
0.8% |
24% |
False |
False |
11,700 |
100 |
87.000 |
74.600 |
12.400 |
16.1% |
0.578 |
0.8% |
18% |
False |
False |
9,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.406 |
2.618 |
79.288 |
1.618 |
78.603 |
1.000 |
78.180 |
0.618 |
77.918 |
HIGH |
77.495 |
0.618 |
77.233 |
0.500 |
77.153 |
0.382 |
77.072 |
LOW |
76.810 |
0.618 |
76.387 |
1.000 |
76.125 |
1.618 |
75.702 |
2.618 |
75.017 |
4.250 |
73.899 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
77.153 |
77.385 |
PP |
77.066 |
77.221 |
S1 |
76.979 |
77.056 |
|