ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
78.680 |
78.290 |
-0.390 |
-0.5% |
78.190 |
High |
78.810 |
78.975 |
0.165 |
0.2% |
79.585 |
Low |
78.245 |
78.060 |
-0.185 |
-0.2% |
78.015 |
Close |
78.594 |
78.635 |
0.041 |
0.1% |
78.594 |
Range |
0.565 |
0.915 |
0.350 |
61.9% |
1.570 |
ATR |
0.884 |
0.886 |
0.002 |
0.2% |
0.000 |
Volume |
17,207 |
20,328 |
3,121 |
18.1% |
130,318 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.302 |
80.883 |
79.138 |
|
R3 |
80.387 |
79.968 |
78.887 |
|
R2 |
79.472 |
79.472 |
78.803 |
|
R1 |
79.053 |
79.053 |
78.719 |
79.263 |
PP |
78.557 |
78.557 |
78.557 |
78.661 |
S1 |
78.138 |
78.138 |
78.551 |
78.348 |
S2 |
77.642 |
77.642 |
78.467 |
|
S3 |
76.727 |
77.223 |
78.383 |
|
S4 |
75.812 |
76.308 |
78.132 |
|
|
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 |
78.060 |
1.525 |
1.9% |
0.747 |
0.9% |
38% |
False |
True |
24,311 |
10 |
79.585 |
76.830 |
2.755 |
3.5% |
0.812 |
1.0% |
66% |
False |
False |
28,123 |
20 |
79.585 |
75.235 |
4.350 |
5.5% |
0.881 |
1.1% |
78% |
False |
False |
26,877 |
40 |
80.010 |
74.600 |
5.410 |
6.9% |
0.899 |
1.1% |
75% |
False |
False |
25,932 |
60 |
83.705 |
74.600 |
9.105 |
11.6% |
0.815 |
1.0% |
44% |
False |
False |
22,181 |
80 |
83.960 |
74.600 |
9.360 |
11.9% |
0.750 |
1.0% |
43% |
False |
False |
16,659 |
100 |
85.230 |
74.600 |
10.630 |
13.5% |
0.667 |
0.8% |
38% |
False |
False |
13,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.864 |
2.618 |
81.370 |
1.618 |
80.455 |
1.000 |
79.890 |
0.618 |
79.540 |
HIGH |
78.975 |
0.618 |
78.625 |
0.500 |
78.518 |
0.382 |
78.410 |
LOW |
78.060 |
0.618 |
77.495 |
1.000 |
77.145 |
1.618 |
76.580 |
2.618 |
75.665 |
4.250 |
74.171 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
78.596 |
78.620 |
PP |
78.557 |
78.605 |
S1 |
78.518 |
78.590 |
|