ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
78.780 |
79.395 |
0.615 |
0.8% |
76.550 |
High |
79.585 |
79.495 |
-0.090 |
-0.1% |
78.640 |
Low |
78.445 |
78.970 |
0.525 |
0.7% |
76.515 |
Close |
79.333 |
79.210 |
-0.123 |
-0.2% |
78.231 |
Range |
1.140 |
0.525 |
-0.615 |
-53.9% |
2.125 |
ATR |
0.957 |
0.926 |
-0.031 |
-3.2% |
0.000 |
Volume |
36,824 |
26,795 |
-10,029 |
-27.2% |
154,476 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.800 |
80.530 |
79.499 |
|
R3 |
80.275 |
80.005 |
79.354 |
|
R2 |
79.750 |
79.750 |
79.306 |
|
R1 |
79.480 |
79.480 |
79.258 |
79.353 |
PP |
79.225 |
79.225 |
79.225 |
79.161 |
S1 |
78.955 |
78.955 |
79.162 |
78.828 |
S2 |
78.700 |
78.700 |
79.114 |
|
S3 |
78.175 |
78.430 |
79.066 |
|
S4 |
77.650 |
77.905 |
78.921 |
|
|
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% |
0.834 |
1.1% |
81% |
False |
False |
30,679 |
10 |
79.585 |
75.760 |
3.825 |
4.8% |
0.856 |
1.1% |
90% |
False |
False |
29,766 |
20 |
79.585 |
74.600 |
4.985 |
6.3% |
1.025 |
1.3% |
92% |
False |
False |
27,010 |
40 |
80.470 |
74.600 |
5.870 |
7.4% |
0.893 |
1.1% |
79% |
False |
False |
26,116 |
60 |
83.705 |
74.600 |
9.105 |
11.5% |
0.805 |
1.0% |
51% |
False |
False |
21,225 |
80 |
83.960 |
74.600 |
9.360 |
11.8% |
0.731 |
0.9% |
49% |
False |
False |
15,935 |
100 |
85.750 |
74.600 |
11.150 |
14.1% |
0.651 |
0.8% |
41% |
False |
False |
12,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.726 |
2.618 |
80.869 |
1.618 |
80.344 |
1.000 |
80.020 |
0.618 |
79.819 |
HIGH |
79.495 |
0.618 |
79.294 |
0.500 |
79.233 |
0.382 |
79.171 |
LOW |
78.970 |
0.618 |
78.646 |
1.000 |
78.445 |
1.618 |
78.121 |
2.618 |
77.596 |
4.250 |
76.739 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
79.233 |
79.073 |
PP |
79.225 |
78.937 |
S1 |
79.218 |
78.800 |
|