ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
78.290 |
78.860 |
0.570 |
0.7% |
78.190 |
High |
78.975 |
79.825 |
0.850 |
1.1% |
79.585 |
Low |
78.060 |
78.800 |
0.740 |
0.9% |
78.015 |
Close |
78.635 |
79.762 |
1.127 |
1.4% |
78.594 |
Range |
0.915 |
1.025 |
0.110 |
12.0% |
1.570 |
ATR |
0.886 |
0.908 |
0.022 |
2.4% |
0.000 |
Volume |
20,328 |
31,153 |
10,825 |
53.3% |
130,318 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.537 |
82.175 |
80.326 |
|
R3 |
81.512 |
81.150 |
80.044 |
|
R2 |
80.487 |
80.487 |
79.950 |
|
R1 |
80.125 |
80.125 |
79.856 |
80.306 |
PP |
79.462 |
79.462 |
79.462 |
79.553 |
S1 |
79.100 |
79.100 |
79.668 |
79.281 |
S2 |
78.437 |
78.437 |
79.574 |
|
S3 |
77.412 |
78.075 |
79.480 |
|
S4 |
76.387 |
77.050 |
79.198 |
|
|
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 |
79.825 |
78.060 |
1.765 |
2.2% |
0.724 |
0.9% |
96% |
True |
False |
23,177 |
10 |
79.825 |
77.585 |
2.240 |
2.8% |
0.796 |
1.0% |
97% |
True |
False |
27,757 |
20 |
79.825 |
75.235 |
4.590 |
5.8% |
0.893 |
1.1% |
99% |
True |
False |
27,263 |
40 |
79.825 |
74.600 |
5.225 |
6.6% |
0.901 |
1.1% |
99% |
True |
False |
25,996 |
60 |
83.530 |
74.600 |
8.930 |
11.2% |
0.825 |
1.0% |
58% |
False |
False |
22,698 |
80 |
83.960 |
74.600 |
9.360 |
11.7% |
0.761 |
1.0% |
55% |
False |
False |
17,048 |
100 |
84.935 |
74.600 |
10.335 |
13.0% |
0.669 |
0.8% |
50% |
False |
False |
13,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.181 |
2.618 |
82.508 |
1.618 |
81.483 |
1.000 |
80.850 |
0.618 |
80.458 |
HIGH |
79.825 |
0.618 |
79.433 |
0.500 |
79.313 |
0.382 |
79.192 |
LOW |
78.800 |
0.618 |
78.167 |
1.000 |
77.775 |
1.618 |
77.142 |
2.618 |
76.117 |
4.250 |
74.444 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
79.612 |
79.489 |
PP |
79.462 |
79.216 |
S1 |
79.313 |
78.943 |
|