ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
77.380 |
77.855 |
0.475 |
0.6% |
77.120 |
High |
78.020 |
78.340 |
0.320 |
0.4% |
77.625 |
Low |
76.830 |
77.650 |
0.820 |
1.1% |
75.235 |
Close |
77.584 |
77.860 |
0.276 |
0.4% |
76.691 |
Range |
1.190 |
0.690 |
-0.500 |
-42.0% |
2.390 |
ATR |
0.986 |
0.970 |
-0.016 |
-1.7% |
0.000 |
Volume |
34,811 |
35,083 |
272 |
0.8% |
134,664 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.020 |
79.630 |
78.240 |
|
R3 |
79.330 |
78.940 |
78.050 |
|
R2 |
78.640 |
78.640 |
77.987 |
|
R1 |
78.250 |
78.250 |
77.923 |
78.445 |
PP |
77.950 |
77.950 |
77.950 |
78.048 |
S1 |
77.560 |
77.560 |
77.797 |
77.755 |
S2 |
77.260 |
77.260 |
77.734 |
|
S3 |
76.570 |
76.870 |
77.670 |
|
S4 |
75.880 |
76.180 |
77.481 |
|
|
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 |
78.340 |
75.760 |
2.580 |
3.3% |
0.877 |
1.1% |
81% |
True |
False |
28,853 |
10 |
78.340 |
75.235 |
3.105 |
4.0% |
0.984 |
1.3% |
85% |
True |
False |
27,267 |
20 |
78.610 |
74.600 |
4.010 |
5.2% |
1.078 |
1.4% |
81% |
False |
False |
26,988 |
40 |
81.870 |
74.600 |
7.270 |
9.3% |
0.879 |
1.1% |
45% |
False |
False |
24,633 |
60 |
83.960 |
74.600 |
9.360 |
12.0% |
0.785 |
1.0% |
35% |
False |
False |
18,680 |
80 |
83.960 |
74.600 |
9.360 |
12.0% |
0.707 |
0.9% |
35% |
False |
False |
14,019 |
100 |
86.810 |
74.600 |
12.210 |
15.7% |
0.622 |
0.8% |
27% |
False |
False |
11,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.273 |
2.618 |
80.146 |
1.618 |
79.456 |
1.000 |
79.030 |
0.618 |
78.766 |
HIGH |
78.340 |
0.618 |
78.076 |
0.500 |
77.995 |
0.382 |
77.914 |
LOW |
77.650 |
0.618 |
77.224 |
1.000 |
76.960 |
1.618 |
76.534 |
2.618 |
75.844 |
4.250 |
74.718 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
77.995 |
77.716 |
PP |
77.950 |
77.572 |
S1 |
77.905 |
77.428 |
|