ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.310 |
79.250 |
-1.060 |
-1.3% |
80.460 |
High |
80.360 |
80.000 |
-0.360 |
-0.4% |
81.525 |
Low |
79.060 |
79.170 |
0.110 |
0.1% |
79.060 |
Close |
79.407 |
79.599 |
0.192 |
0.2% |
79.407 |
Range |
1.300 |
0.830 |
-0.470 |
-36.2% |
2.465 |
ATR |
0.921 |
0.914 |
-0.006 |
-0.7% |
0.000 |
Volume |
30,863 |
22,410 |
-8,453 |
-27.4% |
165,001 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.080 |
81.669 |
80.056 |
|
R3 |
81.250 |
80.839 |
79.827 |
|
R2 |
80.420 |
80.420 |
79.751 |
|
R1 |
80.009 |
80.009 |
79.675 |
80.215 |
PP |
79.590 |
79.590 |
79.590 |
79.692 |
S1 |
79.179 |
79.179 |
79.523 |
79.385 |
S2 |
78.760 |
78.760 |
79.447 |
|
S3 |
77.930 |
78.349 |
79.371 |
|
S4 |
77.100 |
77.519 |
79.143 |
|
|
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% |
0.954 |
1.2% |
22% |
False |
False |
29,782 |
10 |
81.525 |
78.060 |
3.465 |
4.4% |
0.918 |
1.2% |
44% |
False |
False |
27,458 |
20 |
81.525 |
76.515 |
5.010 |
6.3% |
0.859 |
1.1% |
62% |
False |
False |
27,968 |
40 |
81.525 |
74.600 |
6.925 |
8.7% |
0.948 |
1.2% |
72% |
False |
False |
26,615 |
60 |
83.080 |
74.600 |
8.480 |
10.7% |
0.874 |
1.1% |
59% |
False |
False |
25,653 |
80 |
83.960 |
74.600 |
9.360 |
11.8% |
0.790 |
1.0% |
53% |
False |
False |
19,833 |
100 |
83.960 |
74.600 |
9.360 |
11.8% |
0.715 |
0.9% |
53% |
False |
False |
15,871 |
120 |
87.000 |
74.600 |
12.400 |
15.6% |
0.651 |
0.8% |
40% |
False |
False |
13,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.528 |
2.618 |
82.173 |
1.618 |
81.343 |
1.000 |
80.830 |
0.618 |
80.513 |
HIGH |
80.000 |
0.618 |
79.683 |
0.500 |
79.585 |
0.382 |
79.487 |
LOW |
79.170 |
0.618 |
78.657 |
1.000 |
78.340 |
1.618 |
77.827 |
2.618 |
76.997 |
4.250 |
75.643 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
79.594 |
80.060 |
PP |
79.590 |
79.906 |
S1 |
79.585 |
79.753 |
|