ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
78.190 |
78.780 |
0.590 |
0.8% |
76.550 |
High |
78.860 |
79.585 |
0.725 |
0.9% |
78.640 |
Low |
78.015 |
78.445 |
0.430 |
0.6% |
76.515 |
Close |
78.673 |
79.333 |
0.660 |
0.8% |
78.231 |
Range |
0.845 |
1.140 |
0.295 |
34.9% |
2.125 |
ATR |
0.943 |
0.957 |
0.014 |
1.5% |
0.000 |
Volume |
29,088 |
36,824 |
7,736 |
26.6% |
154,476 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.541 |
82.077 |
79.960 |
|
R3 |
81.401 |
80.937 |
79.647 |
|
R2 |
80.261 |
80.261 |
79.542 |
|
R1 |
79.797 |
79.797 |
79.438 |
80.029 |
PP |
79.121 |
79.121 |
79.121 |
79.237 |
S1 |
78.657 |
78.657 |
79.229 |
78.889 |
S2 |
77.981 |
77.981 |
79.124 |
|
S3 |
76.841 |
77.517 |
79.020 |
|
S4 |
75.701 |
76.377 |
78.706 |
|
|
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 |
79.585 |
77.585 |
2.000 |
2.5% |
0.867 |
1.1% |
87% |
True |
False |
32,337 |
10 |
79.585 |
75.235 |
4.350 |
5.5% |
1.017 |
1.3% |
94% |
True |
False |
31,216 |
20 |
79.585 |
74.600 |
4.985 |
6.3% |
1.065 |
1.3% |
95% |
True |
False |
27,279 |
40 |
80.505 |
74.600 |
5.905 |
7.4% |
0.899 |
1.1% |
80% |
False |
False |
26,003 |
60 |
83.875 |
74.600 |
9.275 |
11.7% |
0.804 |
1.0% |
51% |
False |
False |
20,781 |
80 |
83.960 |
74.600 |
9.360 |
11.8% |
0.727 |
0.9% |
51% |
False |
False |
15,600 |
100 |
86.400 |
74.600 |
11.800 |
14.9% |
0.647 |
0.8% |
40% |
False |
False |
12,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.430 |
2.618 |
82.570 |
1.618 |
81.430 |
1.000 |
80.725 |
0.618 |
80.290 |
HIGH |
79.585 |
0.618 |
79.150 |
0.500 |
79.015 |
0.382 |
78.880 |
LOW |
78.445 |
0.618 |
77.740 |
1.000 |
77.305 |
1.618 |
76.600 |
2.618 |
75.460 |
4.250 |
73.600 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
79.227 |
79.125 |
PP |
79.121 |
78.916 |
S1 |
79.015 |
78.708 |
|