ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 02-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
81.335 |
80.810 |
-0.525 |
-0.6% |
78.290 |
High |
81.435 |
81.060 |
-0.375 |
-0.5% |
80.600 |
Low |
80.540 |
80.100 |
-0.440 |
-0.5% |
78.060 |
Close |
80.762 |
80.336 |
-0.426 |
-0.5% |
80.433 |
Range |
0.895 |
0.960 |
0.065 |
7.3% |
2.540 |
ATR |
0.886 |
0.892 |
0.005 |
0.6% |
0.000 |
Volume |
32,629 |
36,646 |
4,017 |
12.3% |
87,174 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.379 |
82.817 |
80.864 |
|
R3 |
82.419 |
81.857 |
80.600 |
|
R2 |
81.459 |
81.459 |
80.512 |
|
R1 |
80.897 |
80.897 |
80.424 |
80.698 |
PP |
80.499 |
80.499 |
80.499 |
80.399 |
S1 |
79.937 |
79.937 |
80.248 |
79.738 |
S2 |
79.539 |
79.539 |
80.160 |
|
S3 |
78.579 |
78.977 |
80.072 |
|
S4 |
77.619 |
78.017 |
79.808 |
|
|
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 |
79.815 |
1.710 |
2.1% |
0.898 |
1.1% |
30% |
False |
False |
29,362 |
10 |
81.525 |
78.060 |
3.465 |
4.3% |
0.821 |
1.0% |
66% |
False |
False |
25,892 |
20 |
81.525 |
75.760 |
5.765 |
7.2% |
0.838 |
1.0% |
79% |
False |
False |
27,829 |
40 |
81.525 |
74.600 |
6.925 |
8.6% |
0.930 |
1.2% |
83% |
False |
False |
26,822 |
60 |
83.315 |
74.600 |
8.715 |
10.8% |
0.856 |
1.1% |
66% |
False |
False |
25,329 |
80 |
83.960 |
74.600 |
9.360 |
11.7% |
0.781 |
1.0% |
61% |
False |
False |
19,170 |
100 |
83.975 |
74.600 |
9.375 |
11.7% |
0.706 |
0.9% |
61% |
False |
False |
15,338 |
120 |
87.000 |
74.600 |
12.400 |
15.4% |
0.638 |
0.8% |
46% |
False |
False |
12,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.140 |
2.618 |
83.573 |
1.618 |
82.613 |
1.000 |
82.020 |
0.618 |
81.653 |
HIGH |
81.060 |
0.618 |
80.693 |
0.500 |
80.580 |
0.382 |
80.467 |
LOW |
80.100 |
0.618 |
79.507 |
1.000 |
79.140 |
1.618 |
78.547 |
2.618 |
77.587 |
4.250 |
76.020 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.580 |
80.813 |
PP |
80.499 |
80.654 |
S1 |
80.417 |
80.495 |
|