ICE US Dollar Index Future December 2010
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.130 |
80.210 |
0.080 |
0.1% |
79.250 |
High |
80.320 |
80.295 |
-0.025 |
0.0% |
80.425 |
Low |
79.830 |
79.600 |
-0.230 |
-0.3% |
79.170 |
Close |
80.066 |
79.640 |
-0.426 |
-0.5% |
80.066 |
Range |
0.490 |
0.695 |
0.205 |
41.8% |
1.255 |
ATR |
0.850 |
0.839 |
-0.011 |
-1.3% |
0.000 |
Volume |
10,233 |
1,160 |
-9,073 |
-88.7% |
123,621 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.930 |
81.480 |
80.022 |
|
R3 |
81.235 |
80.785 |
79.831 |
|
R2 |
80.540 |
80.540 |
79.767 |
|
R1 |
80.090 |
80.090 |
79.704 |
79.968 |
PP |
79.845 |
79.845 |
79.845 |
79.784 |
S1 |
79.395 |
79.395 |
79.576 |
79.273 |
S2 |
79.150 |
79.150 |
79.513 |
|
S3 |
78.455 |
78.700 |
79.449 |
|
S4 |
77.760 |
78.005 |
79.258 |
|
|
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 |
79.215 |
1.210 |
1.5% |
0.670 |
0.8% |
35% |
False |
False |
20,474 |
10 |
81.525 |
79.060 |
2.465 |
3.1% |
0.812 |
1.0% |
24% |
False |
False |
25,128 |
20 |
81.525 |
78.015 |
3.510 |
4.4% |
0.810 |
1.0% |
46% |
False |
False |
25,363 |
40 |
81.525 |
74.600 |
6.925 |
8.7% |
0.942 |
1.2% |
73% |
False |
False |
26,118 |
60 |
81.740 |
74.600 |
7.140 |
9.0% |
0.863 |
1.1% |
71% |
False |
False |
25,348 |
80 |
83.960 |
74.600 |
9.360 |
11.8% |
0.794 |
1.0% |
54% |
False |
False |
21,107 |
100 |
83.960 |
74.600 |
9.360 |
11.8% |
0.732 |
0.9% |
54% |
False |
False |
16,894 |
120 |
86.810 |
74.600 |
12.210 |
15.3% |
0.662 |
0.8% |
41% |
False |
False |
14,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.249 |
2.618 |
82.115 |
1.618 |
81.420 |
1.000 |
80.990 |
0.618 |
80.725 |
HIGH |
80.295 |
0.618 |
80.030 |
0.500 |
79.948 |
0.382 |
79.865 |
LOW |
79.600 |
0.618 |
79.170 |
1.000 |
78.905 |
1.618 |
78.475 |
2.618 |
77.780 |
4.250 |
76.646 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
79.948 |
80.010 |
PP |
79.845 |
79.887 |
S1 |
79.743 |
79.763 |
|