ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
79.850 |
80.460 |
0.610 |
0.8% |
78.290 |
High |
80.600 |
81.215 |
0.615 |
0.8% |
80.600 |
Low |
79.815 |
80.150 |
0.335 |
0.4% |
78.060 |
Close |
80.433 |
80.902 |
0.469 |
0.6% |
80.433 |
Range |
0.785 |
1.065 |
0.280 |
35.7% |
2.540 |
ATR |
0.880 |
0.893 |
0.013 |
1.5% |
0.000 |
Volume |
12,673 |
38,499 |
25,826 |
203.8% |
87,174 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.951 |
83.491 |
81.488 |
|
R3 |
82.886 |
82.426 |
81.195 |
|
R2 |
81.821 |
81.821 |
81.097 |
|
R1 |
81.361 |
81.361 |
81.000 |
81.591 |
PP |
80.756 |
80.756 |
80.756 |
80.871 |
S1 |
80.296 |
80.296 |
80.804 |
80.526 |
S2 |
79.691 |
79.691 |
80.707 |
|
S3 |
78.626 |
79.231 |
80.609 |
|
S4 |
77.561 |
78.166 |
80.316 |
|
|
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 |
81.215 |
78.060 |
3.155 |
3.9% |
0.882 |
1.1% |
90% |
True |
False |
25,134 |
10 |
81.215 |
78.015 |
3.200 |
4.0% |
0.808 |
1.0% |
90% |
True |
False |
25,599 |
20 |
81.215 |
75.235 |
5.980 |
7.4% |
0.880 |
1.1% |
95% |
True |
False |
27,256 |
40 |
81.215 |
74.600 |
6.615 |
8.2% |
0.917 |
1.1% |
95% |
True |
False |
26,067 |
60 |
83.315 |
74.600 |
8.715 |
10.8% |
0.836 |
1.0% |
72% |
False |
False |
23,910 |
80 |
83.960 |
74.600 |
9.360 |
11.6% |
0.773 |
1.0% |
67% |
False |
False |
17,975 |
100 |
84.935 |
74.600 |
10.335 |
12.8% |
0.692 |
0.9% |
61% |
False |
False |
14,382 |
120 |
87.350 |
74.600 |
12.750 |
15.8% |
0.620 |
0.8% |
49% |
False |
False |
11,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.741 |
2.618 |
84.003 |
1.618 |
82.938 |
1.000 |
82.280 |
0.618 |
81.873 |
HIGH |
81.215 |
0.618 |
80.808 |
0.500 |
80.683 |
0.382 |
80.557 |
LOW |
80.150 |
0.618 |
79.492 |
1.000 |
79.085 |
1.618 |
78.427 |
2.618 |
77.362 |
4.250 |
75.624 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
80.829 |
80.715 |
PP |
80.756 |
80.527 |
S1 |
80.683 |
80.340 |
|