ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
79.745 |
79.985 |
0.240 |
0.3% |
80.460 |
High |
80.125 |
80.425 |
0.300 |
0.4% |
81.525 |
Low |
79.215 |
79.910 |
0.695 |
0.9% |
79.060 |
Close |
79.864 |
80.008 |
0.144 |
0.2% |
79.407 |
Range |
0.910 |
0.515 |
-0.395 |
-43.4% |
2.465 |
ATR |
0.914 |
0.889 |
-0.025 |
-2.8% |
0.000 |
Volume |
25,462 |
38,652 |
13,190 |
51.8% |
165,001 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.659 |
81.349 |
80.291 |
|
R3 |
81.144 |
80.834 |
80.150 |
|
R2 |
80.629 |
80.629 |
80.102 |
|
R1 |
80.319 |
80.319 |
80.055 |
80.474 |
PP |
80.114 |
80.114 |
80.114 |
80.192 |
S1 |
79.804 |
79.804 |
79.961 |
79.959 |
S2 |
79.599 |
79.599 |
79.914 |
|
S3 |
79.084 |
79.289 |
79.866 |
|
S4 |
78.569 |
78.774 |
79.725 |
|
|
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 |
81.060 |
79.060 |
2.000 |
2.5% |
0.903 |
1.1% |
47% |
False |
False |
30,806 |
10 |
81.525 |
79.060 |
2.465 |
3.1% |
0.867 |
1.1% |
38% |
False |
False |
28,721 |
20 |
81.525 |
77.585 |
3.940 |
4.9% |
0.831 |
1.0% |
61% |
False |
False |
28,239 |
40 |
81.525 |
74.600 |
6.925 |
8.7% |
0.947 |
1.2% |
78% |
False |
False |
27,283 |
60 |
81.990 |
74.600 |
7.390 |
9.2% |
0.863 |
1.1% |
73% |
False |
False |
25,849 |
80 |
83.960 |
74.600 |
9.360 |
11.7% |
0.793 |
1.0% |
58% |
False |
False |
20,633 |
100 |
83.960 |
74.600 |
9.360 |
11.7% |
0.729 |
0.9% |
58% |
False |
False |
16,512 |
120 |
87.000 |
74.600 |
12.400 |
15.5% |
0.655 |
0.8% |
44% |
False |
False |
13,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.614 |
2.618 |
81.773 |
1.618 |
81.258 |
1.000 |
80.940 |
0.618 |
80.743 |
HIGH |
80.425 |
0.618 |
80.228 |
0.500 |
80.168 |
0.382 |
80.107 |
LOW |
79.910 |
0.618 |
79.592 |
1.000 |
79.395 |
1.618 |
79.077 |
2.618 |
78.562 |
4.250 |
77.721 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.168 |
79.938 |
PP |
80.114 |
79.868 |
S1 |
80.061 |
79.798 |
|