ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
79.250 |
79.745 |
0.495 |
0.6% |
80.460 |
High |
80.000 |
80.125 |
0.125 |
0.2% |
81.525 |
Low |
79.170 |
79.215 |
0.045 |
0.1% |
79.060 |
Close |
79.599 |
79.864 |
0.265 |
0.3% |
79.407 |
Range |
0.830 |
0.910 |
0.080 |
9.6% |
2.465 |
ATR |
0.914 |
0.914 |
0.000 |
0.0% |
0.000 |
Volume |
22,410 |
25,462 |
3,052 |
13.6% |
165,001 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.465 |
82.074 |
80.365 |
|
R3 |
81.555 |
81.164 |
80.114 |
|
R2 |
80.645 |
80.645 |
80.031 |
|
R1 |
80.254 |
80.254 |
79.947 |
80.450 |
PP |
79.735 |
79.735 |
79.735 |
79.832 |
S1 |
79.344 |
79.344 |
79.781 |
79.540 |
S2 |
78.825 |
78.825 |
79.697 |
|
S3 |
77.915 |
78.434 |
79.614 |
|
S4 |
77.005 |
77.524 |
79.364 |
|
|
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 |
81.435 |
79.060 |
2.375 |
3.0% |
0.979 |
1.2% |
34% |
False |
False |
29,602 |
10 |
81.525 |
78.800 |
2.725 |
3.4% |
0.918 |
1.1% |
39% |
False |
False |
27,971 |
20 |
81.525 |
76.830 |
4.695 |
5.9% |
0.865 |
1.1% |
65% |
False |
False |
28,047 |
40 |
81.525 |
74.600 |
6.925 |
8.7% |
0.952 |
1.2% |
76% |
False |
False |
26,943 |
60 |
82.295 |
74.600 |
7.695 |
9.6% |
0.871 |
1.1% |
68% |
False |
False |
25,736 |
80 |
83.960 |
74.600 |
9.360 |
11.7% |
0.793 |
1.0% |
56% |
False |
False |
20,150 |
100 |
83.960 |
74.600 |
9.360 |
11.7% |
0.724 |
0.9% |
56% |
False |
False |
16,125 |
120 |
87.000 |
74.600 |
12.400 |
15.5% |
0.651 |
0.8% |
42% |
False |
False |
13,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.993 |
2.618 |
82.507 |
1.618 |
81.597 |
1.000 |
81.035 |
0.618 |
80.687 |
HIGH |
80.125 |
0.618 |
79.777 |
0.500 |
79.670 |
0.382 |
79.563 |
LOW |
79.215 |
0.618 |
78.653 |
1.000 |
78.305 |
1.618 |
77.743 |
2.618 |
76.833 |
4.250 |
75.348 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
79.799 |
79.813 |
PP |
79.735 |
79.761 |
S1 |
79.670 |
79.710 |
|