ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
77.385 |
76.890 |
-0.495 |
-0.6% |
77.550 |
High |
77.495 |
77.375 |
-0.120 |
-0.2% |
78.510 |
Low |
76.810 |
75.235 |
-1.575 |
-2.1% |
76.875 |
Close |
76.892 |
76.623 |
-0.269 |
-0.3% |
77.457 |
Range |
0.685 |
2.140 |
1.455 |
212.4% |
1.635 |
ATR |
0.918 |
1.005 |
0.087 |
9.5% |
0.000 |
Volume |
21,295 |
41,290 |
19,995 |
93.9% |
113,958 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.831 |
81.867 |
77.800 |
|
R3 |
80.691 |
79.727 |
77.212 |
|
R2 |
78.551 |
78.551 |
77.015 |
|
R1 |
77.587 |
77.587 |
76.819 |
76.999 |
PP |
76.411 |
76.411 |
76.411 |
76.117 |
S1 |
75.447 |
75.447 |
76.427 |
74.859 |
S2 |
74.271 |
74.271 |
76.231 |
|
S3 |
72.131 |
73.307 |
76.035 |
|
S4 |
69.991 |
71.167 |
75.446 |
|
|
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 |
78.265 |
75.235 |
3.030 |
4.0% |
1.090 |
1.4% |
46% |
False |
True |
25,682 |
10 |
78.510 |
74.600 |
3.910 |
5.1% |
1.194 |
1.6% |
52% |
False |
False |
24,254 |
20 |
78.610 |
74.600 |
4.010 |
5.2% |
1.022 |
1.3% |
50% |
False |
False |
25,815 |
40 |
83.315 |
74.600 |
8.715 |
11.4% |
0.865 |
1.1% |
23% |
False |
False |
24,079 |
60 |
83.960 |
74.600 |
9.360 |
12.2% |
0.761 |
1.0% |
22% |
False |
False |
16,283 |
80 |
83.975 |
74.600 |
9.375 |
12.2% |
0.673 |
0.9% |
22% |
False |
False |
12,216 |
100 |
87.000 |
74.600 |
12.400 |
16.2% |
0.598 |
0.8% |
16% |
False |
False |
9,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.470 |
2.618 |
82.978 |
1.618 |
80.838 |
1.000 |
79.515 |
0.618 |
78.698 |
HIGH |
77.375 |
0.618 |
76.558 |
0.500 |
76.305 |
0.382 |
76.052 |
LOW |
75.235 |
0.618 |
73.912 |
1.000 |
73.095 |
1.618 |
71.772 |
2.618 |
69.632 |
4.250 |
66.140 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
76.517 |
76.559 |
PP |
76.411 |
76.494 |
S1 |
76.305 |
76.430 |
|