ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 24-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
78.860 |
79.725 |
0.865 |
1.1% |
78.190 |
High |
79.825 |
80.085 |
0.260 |
0.3% |
79.585 |
Low |
78.800 |
79.465 |
0.665 |
0.8% |
78.015 |
Close |
79.762 |
79.939 |
0.177 |
0.2% |
78.594 |
Range |
1.025 |
0.620 |
-0.405 |
-39.5% |
1.570 |
ATR |
0.908 |
0.887 |
-0.021 |
-2.3% |
0.000 |
Volume |
31,153 |
23,020 |
-8,133 |
-26.1% |
130,318 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.690 |
81.434 |
80.280 |
|
R3 |
81.070 |
80.814 |
80.110 |
|
R2 |
80.450 |
80.450 |
80.053 |
|
R1 |
80.194 |
80.194 |
79.996 |
80.322 |
PP |
79.830 |
79.830 |
79.830 |
79.894 |
S1 |
79.574 |
79.574 |
79.882 |
79.702 |
S2 |
79.210 |
79.210 |
79.825 |
|
S3 |
78.590 |
78.954 |
79.769 |
|
S4 |
77.970 |
78.334 |
79.598 |
|
|
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 |
80.085 |
78.060 |
2.025 |
2.5% |
0.743 |
0.9% |
93% |
True |
False |
22,422 |
10 |
80.085 |
77.585 |
2.500 |
3.1% |
0.789 |
1.0% |
94% |
True |
False |
26,551 |
20 |
80.085 |
75.235 |
4.850 |
6.1% |
0.886 |
1.1% |
97% |
True |
False |
26,909 |
40 |
80.085 |
74.600 |
5.485 |
6.9% |
0.907 |
1.1% |
97% |
True |
False |
26,090 |
60 |
83.315 |
74.600 |
8.715 |
10.9% |
0.820 |
1.0% |
61% |
False |
False |
23,080 |
80 |
83.960 |
74.600 |
9.360 |
11.7% |
0.761 |
1.0% |
57% |
False |
False |
17,336 |
100 |
84.935 |
74.600 |
10.335 |
12.9% |
0.676 |
0.8% |
52% |
False |
False |
13,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.720 |
2.618 |
81.708 |
1.618 |
81.088 |
1.000 |
80.705 |
0.618 |
80.468 |
HIGH |
80.085 |
0.618 |
79.848 |
0.500 |
79.775 |
0.382 |
79.702 |
LOW |
79.465 |
0.618 |
79.082 |
1.000 |
78.845 |
1.618 |
78.462 |
2.618 |
77.842 |
4.250 |
76.830 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
79.884 |
79.650 |
PP |
79.830 |
79.361 |
S1 |
79.775 |
79.073 |
|