ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
79.985 |
79.990 |
0.005 |
0.0% |
80.460 |
High |
80.425 |
80.420 |
-0.005 |
0.0% |
81.525 |
Low |
79.910 |
79.680 |
-0.230 |
-0.3% |
79.060 |
Close |
80.008 |
80.085 |
0.077 |
0.1% |
79.407 |
Range |
0.515 |
0.740 |
0.225 |
43.7% |
2.465 |
ATR |
0.889 |
0.878 |
-0.011 |
-1.2% |
0.000 |
Volume |
38,652 |
26,864 |
-11,788 |
-30.5% |
165,001 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.282 |
81.923 |
80.492 |
|
R3 |
81.542 |
81.183 |
80.289 |
|
R2 |
80.802 |
80.802 |
80.221 |
|
R1 |
80.443 |
80.443 |
80.153 |
80.623 |
PP |
80.062 |
80.062 |
80.062 |
80.151 |
S1 |
79.703 |
79.703 |
80.017 |
79.883 |
S2 |
79.322 |
79.322 |
79.949 |
|
S3 |
78.582 |
78.963 |
79.882 |
|
S4 |
77.842 |
78.223 |
79.678 |
|
|
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 |
80.425 |
79.060 |
1.365 |
1.7% |
0.859 |
1.1% |
75% |
False |
False |
28,850 |
10 |
81.525 |
79.060 |
2.465 |
3.1% |
0.879 |
1.1% |
42% |
False |
False |
29,106 |
20 |
81.525 |
77.585 |
3.940 |
4.9% |
0.834 |
1.0% |
63% |
False |
False |
27,828 |
40 |
81.525 |
74.600 |
6.925 |
8.6% |
0.956 |
1.2% |
79% |
False |
False |
27,408 |
60 |
81.870 |
74.600 |
7.270 |
9.1% |
0.864 |
1.1% |
75% |
False |
False |
25,698 |
80 |
83.960 |
74.600 |
9.360 |
11.7% |
0.797 |
1.0% |
59% |
False |
False |
20,967 |
100 |
83.960 |
74.600 |
9.360 |
11.7% |
0.732 |
0.9% |
59% |
False |
False |
16,780 |
120 |
86.810 |
74.600 |
12.210 |
15.2% |
0.658 |
0.8% |
45% |
False |
False |
13,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.565 |
2.618 |
82.357 |
1.618 |
81.617 |
1.000 |
81.160 |
0.618 |
80.877 |
HIGH |
80.420 |
0.618 |
80.137 |
0.500 |
80.050 |
0.382 |
79.963 |
LOW |
79.680 |
0.618 |
79.223 |
1.000 |
78.940 |
1.618 |
78.483 |
2.618 |
77.743 |
4.250 |
76.535 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.073 |
79.997 |
PP |
80.062 |
79.908 |
S1 |
80.050 |
79.820 |
|