ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
79.990 |
80.130 |
0.140 |
0.2% |
79.250 |
High |
80.420 |
80.320 |
-0.100 |
-0.1% |
80.425 |
Low |
79.680 |
79.830 |
0.150 |
0.2% |
79.170 |
Close |
80.085 |
80.066 |
-0.019 |
0.0% |
80.066 |
Range |
0.740 |
0.490 |
-0.250 |
-33.8% |
1.255 |
ATR |
0.878 |
0.850 |
-0.028 |
-3.2% |
0.000 |
Volume |
26,864 |
10,233 |
-16,631 |
-61.9% |
123,621 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.542 |
81.294 |
80.336 |
|
R3 |
81.052 |
80.804 |
80.201 |
|
R2 |
80.562 |
80.562 |
80.156 |
|
R1 |
80.314 |
80.314 |
80.111 |
80.193 |
PP |
80.072 |
80.072 |
80.072 |
80.012 |
S1 |
79.824 |
79.824 |
80.021 |
79.703 |
S2 |
79.582 |
79.582 |
79.976 |
|
S3 |
79.092 |
79.334 |
79.931 |
|
S4 |
78.602 |
78.844 |
79.797 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.652 |
83.114 |
80.756 |
|
R3 |
82.397 |
81.859 |
80.411 |
|
R2 |
81.142 |
81.142 |
80.296 |
|
R1 |
80.604 |
80.604 |
80.181 |
80.873 |
PP |
79.887 |
79.887 |
79.887 |
80.022 |
S1 |
79.349 |
79.349 |
79.951 |
79.618 |
S2 |
78.632 |
78.632 |
79.836 |
|
S3 |
77.377 |
78.094 |
79.721 |
|
S4 |
76.122 |
76.839 |
79.376 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.425 |
79.170 |
1.255 |
1.6% |
0.697 |
0.9% |
71% |
False |
False |
24,724 |
10 |
81.525 |
79.060 |
2.465 |
3.1% |
0.849 |
1.1% |
41% |
False |
False |
28,862 |
20 |
81.525 |
77.830 |
3.695 |
4.6% |
0.816 |
1.0% |
61% |
False |
False |
27,180 |
40 |
81.525 |
74.600 |
6.925 |
8.6% |
0.950 |
1.2% |
79% |
False |
False |
27,031 |
60 |
81.770 |
74.600 |
7.170 |
9.0% |
0.863 |
1.1% |
76% |
False |
False |
25,588 |
80 |
83.960 |
74.600 |
9.360 |
11.7% |
0.795 |
1.0% |
58% |
False |
False |
21,094 |
100 |
83.960 |
74.600 |
9.360 |
11.7% |
0.730 |
0.9% |
58% |
False |
False |
16,883 |
120 |
86.810 |
74.600 |
12.210 |
15.2% |
0.662 |
0.8% |
45% |
False |
False |
14,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.403 |
2.618 |
81.603 |
1.618 |
81.113 |
1.000 |
80.810 |
0.618 |
80.623 |
HIGH |
80.320 |
0.618 |
80.133 |
0.500 |
80.075 |
0.382 |
80.017 |
LOW |
79.830 |
0.618 |
79.527 |
1.000 |
79.340 |
1.618 |
79.037 |
2.618 |
78.547 |
4.250 |
77.748 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.075 |
80.062 |
PP |
80.072 |
80.057 |
S1 |
80.069 |
80.053 |
|