ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
79.035 |
78.680 |
-0.355 |
-0.4% |
78.190 |
High |
79.120 |
78.810 |
-0.310 |
-0.4% |
79.585 |
Low |
78.530 |
78.245 |
-0.285 |
-0.4% |
78.015 |
Close |
78.729 |
78.594 |
-0.135 |
-0.2% |
78.594 |
Range |
0.590 |
0.565 |
-0.025 |
-4.2% |
1.570 |
ATR |
0.909 |
0.884 |
-0.025 |
-2.7% |
0.000 |
Volume |
20,404 |
17,207 |
-3,197 |
-15.7% |
130,318 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.245 |
79.984 |
78.905 |
|
R3 |
79.680 |
79.419 |
78.749 |
|
R2 |
79.115 |
79.115 |
78.698 |
|
R1 |
78.854 |
78.854 |
78.646 |
78.702 |
PP |
78.550 |
78.550 |
78.550 |
78.474 |
S1 |
78.289 |
78.289 |
78.542 |
78.137 |
S2 |
77.985 |
77.985 |
78.490 |
|
S3 |
77.420 |
77.724 |
78.439 |
|
S4 |
76.855 |
77.159 |
78.283 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.441 |
82.588 |
79.458 |
|
R3 |
81.871 |
81.018 |
79.026 |
|
R2 |
80.301 |
80.301 |
78.882 |
|
R1 |
79.448 |
79.448 |
78.738 |
79.875 |
PP |
78.731 |
78.731 |
78.731 |
78.945 |
S1 |
77.878 |
77.878 |
78.450 |
78.305 |
S2 |
77.161 |
77.161 |
78.306 |
|
S3 |
75.591 |
76.308 |
78.162 |
|
S4 |
74.021 |
74.738 |
77.731 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.585 |
78.015 |
1.570 |
2.0% |
0.733 |
0.9% |
37% |
False |
False |
26,063 |
10 |
79.585 |
76.515 |
3.070 |
3.9% |
0.799 |
1.0% |
68% |
False |
False |
28,479 |
20 |
79.585 |
75.235 |
4.350 |
5.5% |
0.874 |
1.1% |
77% |
False |
False |
26,670 |
40 |
80.010 |
74.600 |
5.410 |
6.9% |
0.885 |
1.1% |
74% |
False |
False |
25,746 |
60 |
83.705 |
74.600 |
9.105 |
11.6% |
0.807 |
1.0% |
44% |
False |
False |
21,846 |
80 |
83.960 |
74.600 |
9.360 |
11.9% |
0.741 |
0.9% |
43% |
False |
False |
16,405 |
100 |
85.230 |
74.600 |
10.630 |
13.5% |
0.658 |
0.8% |
38% |
False |
False |
13,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.211 |
2.618 |
80.289 |
1.618 |
79.724 |
1.000 |
79.375 |
0.618 |
79.159 |
HIGH |
78.810 |
0.618 |
78.594 |
0.500 |
78.528 |
0.382 |
78.461 |
LOW |
78.245 |
0.618 |
77.896 |
1.000 |
77.680 |
1.618 |
77.331 |
2.618 |
76.766 |
4.250 |
75.844 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
78.572 |
78.870 |
PP |
78.550 |
78.778 |
S1 |
78.528 |
78.686 |
|