ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
79.725 |
79.850 |
0.125 |
0.2% |
78.290 |
High |
80.085 |
80.600 |
0.515 |
0.6% |
80.600 |
Low |
79.465 |
79.815 |
0.350 |
0.4% |
78.060 |
Close |
79.939 |
80.433 |
0.494 |
0.6% |
80.433 |
Range |
0.620 |
0.785 |
0.165 |
26.6% |
2.540 |
ATR |
0.887 |
0.880 |
-0.007 |
-0.8% |
0.000 |
Volume |
23,020 |
12,673 |
-10,347 |
-44.9% |
87,174 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.638 |
82.320 |
80.865 |
|
R3 |
81.853 |
81.535 |
80.649 |
|
R2 |
81.068 |
81.068 |
80.577 |
|
R1 |
80.750 |
80.750 |
80.505 |
80.909 |
PP |
80.283 |
80.283 |
80.283 |
80.362 |
S1 |
79.965 |
79.965 |
80.361 |
80.124 |
S2 |
79.498 |
79.498 |
80.289 |
|
S3 |
78.713 |
79.180 |
80.217 |
|
S4 |
77.928 |
78.395 |
80.001 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.318 |
86.415 |
81.830 |
|
R3 |
84.778 |
83.875 |
81.132 |
|
R2 |
82.238 |
82.238 |
80.899 |
|
R1 |
81.335 |
81.335 |
80.666 |
81.787 |
PP |
79.698 |
79.698 |
79.698 |
79.923 |
S1 |
78.795 |
78.795 |
80.200 |
79.247 |
S2 |
77.158 |
77.158 |
79.967 |
|
S3 |
74.618 |
76.255 |
79.735 |
|
S4 |
72.078 |
73.715 |
79.036 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.600 |
78.060 |
2.540 |
3.2% |
0.782 |
1.0% |
93% |
True |
False |
20,876 |
10 |
80.600 |
77.830 |
2.770 |
3.4% |
0.782 |
1.0% |
94% |
True |
False |
25,498 |
20 |
80.600 |
75.235 |
5.365 |
6.7% |
0.880 |
1.1% |
97% |
True |
False |
26,342 |
40 |
80.600 |
74.600 |
6.000 |
7.5% |
0.911 |
1.1% |
97% |
True |
False |
25,628 |
60 |
83.315 |
74.600 |
8.715 |
10.8% |
0.828 |
1.0% |
67% |
False |
False |
23,275 |
80 |
83.960 |
74.600 |
9.360 |
11.6% |
0.767 |
1.0% |
62% |
False |
False |
17,494 |
100 |
84.935 |
74.600 |
10.335 |
12.8% |
0.682 |
0.8% |
56% |
False |
False |
13,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.936 |
2.618 |
82.655 |
1.618 |
81.870 |
1.000 |
81.385 |
0.618 |
81.085 |
HIGH |
80.600 |
0.618 |
80.300 |
0.500 |
80.208 |
0.382 |
80.115 |
LOW |
79.815 |
0.618 |
79.330 |
1.000 |
79.030 |
1.618 |
78.545 |
2.618 |
77.760 |
4.250 |
76.479 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
80.358 |
80.189 |
PP |
80.283 |
79.944 |
S1 |
80.208 |
79.700 |
|