ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
76.890 |
76.530 |
-0.360 |
-0.5% |
77.550 |
High |
77.375 |
76.630 |
-0.745 |
-1.0% |
78.510 |
Low |
75.235 |
75.760 |
0.525 |
0.7% |
76.875 |
Close |
76.623 |
76.000 |
-0.623 |
-0.8% |
77.457 |
Range |
2.140 |
0.870 |
-1.270 |
-59.3% |
1.635 |
ATR |
1.005 |
0.995 |
-0.010 |
-1.0% |
0.000 |
Volume |
41,290 |
26,429 |
-14,861 |
-36.0% |
113,958 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.740 |
78.240 |
76.479 |
|
R3 |
77.870 |
77.370 |
76.239 |
|
R2 |
77.000 |
77.000 |
76.160 |
|
R1 |
76.500 |
76.500 |
76.080 |
76.315 |
PP |
76.130 |
76.130 |
76.130 |
76.038 |
S1 |
75.630 |
75.630 |
75.920 |
75.445 |
S2 |
75.260 |
75.260 |
75.841 |
|
S3 |
74.390 |
74.760 |
75.761 |
|
S4 |
73.520 |
73.890 |
75.522 |
|
|
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 |
77.960 |
75.235 |
2.725 |
3.6% |
1.083 |
1.4% |
28% |
False |
False |
26,166 |
10 |
78.510 |
74.600 |
3.910 |
5.1% |
1.201 |
1.6% |
36% |
False |
False |
23,992 |
20 |
78.610 |
74.600 |
4.010 |
5.3% |
1.026 |
1.4% |
35% |
False |
False |
25,534 |
40 |
83.315 |
74.600 |
8.715 |
11.5% |
0.874 |
1.1% |
16% |
False |
False |
24,389 |
60 |
83.960 |
74.600 |
9.360 |
12.3% |
0.765 |
1.0% |
15% |
False |
False |
16,722 |
80 |
83.960 |
74.600 |
9.360 |
12.3% |
0.669 |
0.9% |
15% |
False |
False |
12,546 |
100 |
87.000 |
74.600 |
12.400 |
16.3% |
0.603 |
0.8% |
11% |
False |
False |
10,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.328 |
2.618 |
78.908 |
1.618 |
78.038 |
1.000 |
77.500 |
0.618 |
77.168 |
HIGH |
76.630 |
0.618 |
76.298 |
0.500 |
76.195 |
0.382 |
76.092 |
LOW |
75.760 |
0.618 |
75.222 |
1.000 |
74.890 |
1.618 |
74.352 |
2.618 |
73.482 |
4.250 |
72.063 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
76.195 |
76.365 |
PP |
76.130 |
76.243 |
S1 |
76.065 |
76.122 |
|