ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.810 |
80.310 |
-0.500 |
-0.6% |
80.460 |
High |
81.060 |
80.360 |
-0.700 |
-0.9% |
81.525 |
Low |
80.100 |
79.060 |
-1.040 |
-1.3% |
79.060 |
Close |
80.336 |
79.407 |
-0.929 |
-1.2% |
79.407 |
Range |
0.960 |
1.300 |
0.340 |
35.4% |
2.465 |
ATR |
0.892 |
0.921 |
0.029 |
3.3% |
0.000 |
Volume |
36,646 |
30,863 |
-5,783 |
-15.8% |
165,001 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.509 |
82.758 |
80.122 |
|
R3 |
82.209 |
81.458 |
79.765 |
|
R2 |
80.909 |
80.909 |
79.645 |
|
R1 |
80.158 |
80.158 |
79.526 |
79.884 |
PP |
79.609 |
79.609 |
79.609 |
79.472 |
S1 |
78.858 |
78.858 |
79.288 |
78.584 |
S2 |
78.309 |
78.309 |
79.169 |
|
S3 |
77.009 |
77.558 |
79.050 |
|
S4 |
75.709 |
76.258 |
78.692 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.392 |
85.865 |
80.763 |
|
R3 |
84.927 |
83.400 |
80.085 |
|
R2 |
82.462 |
82.462 |
79.859 |
|
R1 |
80.935 |
80.935 |
79.633 |
80.466 |
PP |
79.997 |
79.997 |
79.997 |
79.763 |
S1 |
78.470 |
78.470 |
79.181 |
78.001 |
S2 |
77.532 |
77.532 |
78.955 |
|
S3 |
75.067 |
76.005 |
78.729 |
|
S4 |
72.602 |
73.540 |
78.051 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.525 |
79.060 |
2.465 |
3.1% |
1.001 |
1.3% |
14% |
False |
True |
33,000 |
10 |
81.525 |
78.060 |
3.465 |
4.4% |
0.892 |
1.1% |
39% |
False |
False |
26,938 |
20 |
81.525 |
75.935 |
5.590 |
7.0% |
0.860 |
1.1% |
62% |
False |
False |
28,051 |
40 |
81.525 |
74.600 |
6.925 |
8.7% |
0.943 |
1.2% |
69% |
False |
False |
26,792 |
60 |
83.315 |
74.600 |
8.715 |
11.0% |
0.869 |
1.1% |
55% |
False |
False |
25,610 |
80 |
83.960 |
74.600 |
9.360 |
11.8% |
0.789 |
1.0% |
51% |
False |
False |
19,554 |
100 |
83.960 |
74.600 |
9.360 |
11.8% |
0.707 |
0.9% |
51% |
False |
False |
15,647 |
120 |
87.000 |
74.600 |
12.400 |
15.6% |
0.645 |
0.8% |
39% |
False |
False |
13,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.885 |
2.618 |
83.763 |
1.618 |
82.463 |
1.000 |
81.660 |
0.618 |
81.163 |
HIGH |
80.360 |
0.618 |
79.863 |
0.500 |
79.710 |
0.382 |
79.557 |
LOW |
79.060 |
0.618 |
78.257 |
1.000 |
77.760 |
1.618 |
76.957 |
2.618 |
75.657 |
4.250 |
73.535 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
79.710 |
80.248 |
PP |
79.609 |
79.967 |
S1 |
79.508 |
79.687 |
|