ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.910 |
81.335 |
0.425 |
0.5% |
78.290 |
High |
81.525 |
81.435 |
-0.090 |
-0.1% |
80.600 |
Low |
80.740 |
80.540 |
-0.200 |
-0.2% |
78.060 |
Close |
81.271 |
80.762 |
-0.509 |
-0.6% |
80.433 |
Range |
0.785 |
0.895 |
0.110 |
14.0% |
2.540 |
ATR |
0.886 |
0.886 |
0.001 |
0.1% |
0.000 |
Volume |
26,364 |
32,629 |
6,265 |
23.8% |
87,174 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.597 |
83.075 |
81.254 |
|
R3 |
82.702 |
82.180 |
81.008 |
|
R2 |
81.807 |
81.807 |
80.926 |
|
R1 |
81.285 |
81.285 |
80.844 |
81.099 |
PP |
80.912 |
80.912 |
80.912 |
80.819 |
S1 |
80.390 |
80.390 |
80.680 |
80.204 |
S2 |
80.017 |
80.017 |
80.598 |
|
S3 |
79.122 |
79.495 |
80.516 |
|
S4 |
78.227 |
78.600 |
80.270 |
|
|
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 |
79.465 |
2.060 |
2.6% |
0.830 |
1.0% |
63% |
False |
False |
26,637 |
10 |
81.525 |
78.060 |
3.465 |
4.3% |
0.777 |
1.0% |
78% |
False |
False |
24,907 |
20 |
81.525 |
75.235 |
6.290 |
7.8% |
0.897 |
1.1% |
88% |
False |
False |
28,061 |
40 |
81.525 |
74.600 |
6.925 |
8.6% |
0.922 |
1.1% |
89% |
False |
False |
26,491 |
60 |
83.315 |
74.600 |
8.715 |
10.8% |
0.849 |
1.1% |
71% |
False |
False |
24,851 |
80 |
83.960 |
74.600 |
9.360 |
11.6% |
0.782 |
1.0% |
66% |
False |
False |
18,712 |
100 |
84.045 |
74.600 |
9.445 |
11.7% |
0.697 |
0.9% |
65% |
False |
False |
14,972 |
120 |
87.000 |
74.600 |
12.400 |
15.4% |
0.631 |
0.8% |
50% |
False |
False |
12,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.239 |
2.618 |
83.778 |
1.618 |
82.883 |
1.000 |
82.330 |
0.618 |
81.988 |
HIGH |
81.435 |
0.618 |
81.093 |
0.500 |
80.988 |
0.382 |
80.882 |
LOW |
80.540 |
0.618 |
79.987 |
1.000 |
79.645 |
1.618 |
79.092 |
2.618 |
78.197 |
4.250 |
76.736 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.988 |
80.838 |
PP |
80.912 |
80.812 |
S1 |
80.837 |
80.787 |
|