ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 30-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
80.460 |
80.910 |
0.450 |
0.6% |
78.290 |
High |
81.215 |
81.525 |
0.310 |
0.4% |
80.600 |
Low |
80.150 |
80.740 |
0.590 |
0.7% |
78.060 |
Close |
80.902 |
81.271 |
0.369 |
0.5% |
80.433 |
Range |
1.065 |
0.785 |
-0.280 |
-26.3% |
2.540 |
ATR |
0.893 |
0.886 |
-0.008 |
-0.9% |
0.000 |
Volume |
38,499 |
26,364 |
-12,135 |
-31.5% |
87,174 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.534 |
83.187 |
81.703 |
|
R3 |
82.749 |
82.402 |
81.487 |
|
R2 |
81.964 |
81.964 |
81.415 |
|
R1 |
81.617 |
81.617 |
81.343 |
81.791 |
PP |
81.179 |
81.179 |
81.179 |
81.265 |
S1 |
80.832 |
80.832 |
81.199 |
81.006 |
S2 |
80.394 |
80.394 |
81.127 |
|
S3 |
79.609 |
80.047 |
81.055 |
|
S4 |
78.824 |
79.262 |
80.839 |
|
|
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 |
81.525 |
78.800 |
2.725 |
3.4% |
0.856 |
1.1% |
91% |
True |
False |
26,341 |
10 |
81.525 |
78.060 |
3.465 |
4.3% |
0.802 |
1.0% |
93% |
True |
False |
25,326 |
20 |
81.525 |
75.235 |
6.290 |
7.7% |
0.887 |
1.1% |
96% |
True |
False |
27,495 |
40 |
81.525 |
74.600 |
6.925 |
8.5% |
0.925 |
1.1% |
96% |
True |
False |
26,326 |
60 |
83.315 |
74.600 |
8.715 |
10.7% |
0.845 |
1.0% |
77% |
False |
False |
24,334 |
80 |
83.960 |
74.600 |
9.360 |
11.5% |
0.780 |
1.0% |
71% |
False |
False |
18,304 |
100 |
84.935 |
74.600 |
10.335 |
12.7% |
0.699 |
0.9% |
65% |
False |
False |
14,646 |
120 |
87.000 |
74.600 |
12.400 |
15.3% |
0.624 |
0.8% |
54% |
False |
False |
12,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.861 |
2.618 |
83.580 |
1.618 |
82.795 |
1.000 |
82.310 |
0.618 |
82.010 |
HIGH |
81.525 |
0.618 |
81.225 |
0.500 |
81.133 |
0.382 |
81.040 |
LOW |
80.740 |
0.618 |
80.255 |
1.000 |
79.955 |
1.618 |
79.470 |
2.618 |
78.685 |
4.250 |
77.404 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
81.225 |
81.071 |
PP |
81.179 |
80.870 |
S1 |
81.133 |
80.670 |
|