ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
79.395 |
79.035 |
-0.360 |
-0.5% |
76.550 |
High |
79.495 |
79.120 |
-0.375 |
-0.5% |
78.640 |
Low |
78.970 |
78.530 |
-0.440 |
-0.6% |
76.515 |
Close |
79.210 |
78.729 |
-0.481 |
-0.6% |
78.231 |
Range |
0.525 |
0.590 |
0.065 |
12.4% |
2.125 |
ATR |
0.926 |
0.909 |
-0.018 |
-1.9% |
0.000 |
Volume |
26,795 |
20,404 |
-6,391 |
-23.9% |
154,476 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.563 |
80.236 |
79.054 |
|
R3 |
79.973 |
79.646 |
78.891 |
|
R2 |
79.383 |
79.383 |
78.837 |
|
R1 |
79.056 |
79.056 |
78.783 |
78.925 |
PP |
78.793 |
78.793 |
78.793 |
78.727 |
S1 |
78.466 |
78.466 |
78.675 |
78.335 |
S2 |
78.203 |
78.203 |
78.621 |
|
S3 |
77.613 |
77.876 |
78.567 |
|
S4 |
77.023 |
77.286 |
78.405 |
|
|
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 |
77.830 |
1.755 |
2.2% |
0.782 |
1.0% |
51% |
False |
False |
30,121 |
10 |
79.585 |
75.935 |
3.650 |
4.6% |
0.828 |
1.1% |
77% |
False |
False |
29,164 |
20 |
79.585 |
74.600 |
4.985 |
6.3% |
1.014 |
1.3% |
83% |
False |
False |
26,578 |
40 |
80.470 |
74.600 |
5.870 |
7.5% |
0.896 |
1.1% |
70% |
False |
False |
25,930 |
60 |
83.705 |
74.600 |
9.105 |
11.6% |
0.805 |
1.0% |
45% |
False |
False |
21,562 |
80 |
83.960 |
74.600 |
9.360 |
11.9% |
0.735 |
0.9% |
44% |
False |
False |
16,190 |
100 |
85.230 |
74.600 |
10.630 |
13.5% |
0.653 |
0.8% |
39% |
False |
False |
12,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.628 |
2.618 |
80.665 |
1.618 |
80.075 |
1.000 |
79.710 |
0.618 |
79.485 |
HIGH |
79.120 |
0.618 |
78.895 |
0.500 |
78.825 |
0.382 |
78.755 |
LOW |
78.530 |
0.618 |
78.165 |
1.000 |
77.940 |
1.618 |
77.575 |
2.618 |
76.985 |
4.250 |
76.023 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
78.825 |
79.015 |
PP |
78.793 |
78.920 |
S1 |
78.761 |
78.824 |
|