ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
76.530 |
75.935 |
-0.595 |
-0.8% |
77.120 |
High |
76.630 |
76.785 |
0.155 |
0.2% |
77.625 |
Low |
75.760 |
75.935 |
0.175 |
0.2% |
75.235 |
Close |
76.000 |
76.691 |
0.691 |
0.9% |
76.691 |
Range |
0.870 |
0.850 |
-0.020 |
-2.3% |
2.390 |
ATR |
0.995 |
0.985 |
-0.010 |
-1.0% |
0.000 |
Volume |
26,429 |
24,055 |
-2,374 |
-9.0% |
134,664 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.020 |
78.706 |
77.159 |
|
R3 |
78.170 |
77.856 |
76.925 |
|
R2 |
77.320 |
77.320 |
76.847 |
|
R1 |
77.006 |
77.006 |
76.769 |
77.163 |
PP |
76.470 |
76.470 |
76.470 |
76.549 |
S1 |
76.156 |
76.156 |
76.613 |
76.313 |
S2 |
75.620 |
75.620 |
76.535 |
|
S3 |
74.770 |
75.306 |
76.457 |
|
S4 |
73.920 |
74.456 |
76.224 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.687 |
82.579 |
78.006 |
|
R3 |
81.297 |
80.189 |
77.348 |
|
R2 |
78.907 |
78.907 |
77.129 |
|
R1 |
77.799 |
77.799 |
76.910 |
77.158 |
PP |
76.517 |
76.517 |
76.517 |
76.197 |
S1 |
75.409 |
75.409 |
76.472 |
74.768 |
S2 |
74.127 |
74.127 |
76.253 |
|
S3 |
71.737 |
73.019 |
76.034 |
|
S4 |
69.347 |
70.629 |
75.377 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.625 |
75.235 |
2.390 |
3.1% |
1.041 |
1.4% |
61% |
False |
False |
26,932 |
10 |
78.510 |
75.235 |
3.275 |
4.3% |
0.950 |
1.2% |
44% |
False |
False |
24,862 |
20 |
78.610 |
74.600 |
4.010 |
5.2% |
1.037 |
1.4% |
52% |
False |
False |
25,261 |
40 |
83.080 |
74.600 |
8.480 |
11.1% |
0.882 |
1.1% |
25% |
False |
False |
24,496 |
60 |
83.960 |
74.600 |
9.360 |
12.2% |
0.767 |
1.0% |
22% |
False |
False |
17,121 |
80 |
83.960 |
74.600 |
9.360 |
12.2% |
0.679 |
0.9% |
22% |
False |
False |
12,846 |
100 |
87.000 |
74.600 |
12.400 |
16.2% |
0.609 |
0.8% |
17% |
False |
False |
10,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.398 |
2.618 |
79.010 |
1.618 |
78.160 |
1.000 |
77.635 |
0.618 |
77.310 |
HIGH |
76.785 |
0.618 |
76.460 |
0.500 |
76.360 |
0.382 |
76.260 |
LOW |
75.935 |
0.618 |
75.410 |
1.000 |
75.085 |
1.618 |
74.560 |
2.618 |
73.710 |
4.250 |
72.323 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
76.581 |
76.562 |
PP |
76.470 |
76.434 |
S1 |
76.360 |
76.305 |
|