ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
78.265 |
78.190 |
-0.075 |
-0.1% |
76.550 |
High |
78.640 |
78.860 |
0.220 |
0.3% |
78.640 |
Low |
77.830 |
78.015 |
0.185 |
0.2% |
76.515 |
Close |
78.231 |
78.673 |
0.442 |
0.6% |
78.231 |
Range |
0.810 |
0.845 |
0.035 |
4.3% |
2.125 |
ATR |
0.951 |
0.943 |
-0.008 |
-0.8% |
0.000 |
Volume |
37,496 |
29,088 |
-8,408 |
-22.4% |
154,476 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.051 |
80.707 |
79.138 |
|
R3 |
80.206 |
79.862 |
78.905 |
|
R2 |
79.361 |
79.361 |
78.828 |
|
R1 |
79.017 |
79.017 |
78.750 |
79.189 |
PP |
78.516 |
78.516 |
78.516 |
78.602 |
S1 |
78.172 |
78.172 |
78.596 |
78.344 |
S2 |
77.671 |
77.671 |
78.518 |
|
S3 |
76.826 |
77.327 |
78.441 |
|
S4 |
75.981 |
76.482 |
78.208 |
|
|
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 |
78.860 |
76.830 |
2.030 |
2.6% |
0.877 |
1.1% |
91% |
True |
False |
31,934 |
10 |
78.860 |
75.235 |
3.625 |
4.6% |
0.972 |
1.2% |
95% |
True |
False |
29,663 |
20 |
78.860 |
74.600 |
4.260 |
5.4% |
1.080 |
1.4% |
96% |
True |
False |
27,324 |
40 |
81.570 |
74.600 |
6.970 |
8.9% |
0.899 |
1.1% |
58% |
False |
False |
25,681 |
60 |
83.960 |
74.600 |
9.360 |
11.9% |
0.796 |
1.0% |
44% |
False |
False |
20,169 |
80 |
83.960 |
74.600 |
9.360 |
11.9% |
0.718 |
0.9% |
44% |
False |
False |
15,140 |
100 |
86.810 |
74.600 |
12.210 |
15.5% |
0.641 |
0.8% |
33% |
False |
False |
12,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.451 |
2.618 |
81.072 |
1.618 |
80.227 |
1.000 |
79.705 |
0.618 |
79.382 |
HIGH |
78.860 |
0.618 |
78.537 |
0.500 |
78.438 |
0.382 |
78.338 |
LOW |
78.015 |
0.618 |
77.493 |
1.000 |
77.170 |
1.618 |
76.648 |
2.618 |
75.803 |
4.250 |
74.424 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
78.595 |
78.523 |
PP |
78.516 |
78.373 |
S1 |
78.438 |
78.223 |
|