ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
77.795 |
78.265 |
0.470 |
0.6% |
76.550 |
High |
78.435 |
78.640 |
0.205 |
0.3% |
78.640 |
Low |
77.585 |
77.830 |
0.245 |
0.3% |
76.515 |
Close |
78.356 |
78.231 |
-0.125 |
-0.2% |
78.231 |
Range |
0.850 |
0.810 |
-0.040 |
-4.7% |
2.125 |
ATR |
0.961 |
0.951 |
-0.011 |
-1.1% |
0.000 |
Volume |
23,196 |
37,496 |
14,300 |
61.6% |
154,476 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.664 |
80.257 |
78.677 |
|
R3 |
79.854 |
79.447 |
78.454 |
|
R2 |
79.044 |
79.044 |
78.380 |
|
R1 |
78.637 |
78.637 |
78.305 |
78.436 |
PP |
78.234 |
78.234 |
78.234 |
78.133 |
S1 |
77.827 |
77.827 |
78.157 |
77.626 |
S2 |
77.424 |
77.424 |
78.083 |
|
S3 |
76.614 |
77.017 |
78.008 |
|
S4 |
75.804 |
76.207 |
77.786 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.170 |
83.326 |
79.400 |
|
R3 |
82.045 |
81.201 |
78.815 |
|
R2 |
79.920 |
79.920 |
78.621 |
|
R1 |
79.076 |
79.076 |
78.426 |
79.498 |
PP |
77.795 |
77.795 |
77.795 |
78.007 |
S1 |
76.951 |
76.951 |
78.036 |
77.373 |
S2 |
75.670 |
75.670 |
77.841 |
|
S3 |
73.545 |
74.826 |
77.647 |
|
S4 |
71.420 |
72.701 |
77.062 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.640 |
76.515 |
2.125 |
2.7% |
0.865 |
1.1% |
81% |
True |
False |
30,895 |
10 |
78.640 |
75.235 |
3.405 |
4.4% |
0.953 |
1.2% |
88% |
True |
False |
28,914 |
20 |
78.640 |
74.600 |
4.040 |
5.2% |
1.075 |
1.4% |
90% |
True |
False |
26,872 |
40 |
81.740 |
74.600 |
7.140 |
9.1% |
0.890 |
1.1% |
51% |
False |
False |
25,340 |
60 |
83.960 |
74.600 |
9.360 |
12.0% |
0.789 |
1.0% |
39% |
False |
False |
19,688 |
80 |
83.960 |
74.600 |
9.360 |
12.0% |
0.713 |
0.9% |
39% |
False |
False |
14,777 |
100 |
86.810 |
74.600 |
12.210 |
15.6% |
0.633 |
0.8% |
30% |
False |
False |
11,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.083 |
2.618 |
80.761 |
1.618 |
79.951 |
1.000 |
79.450 |
0.618 |
79.141 |
HIGH |
78.640 |
0.618 |
78.331 |
0.500 |
78.235 |
0.382 |
78.139 |
LOW |
77.830 |
0.618 |
77.329 |
1.000 |
77.020 |
1.618 |
76.519 |
2.618 |
75.709 |
4.250 |
74.388 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
78.235 |
78.192 |
PP |
78.234 |
78.152 |
S1 |
78.232 |
78.113 |
|