ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
80.310 |
80.280 |
-0.030 |
0.0% |
78.760 |
High |
80.420 |
80.990 |
0.570 |
0.7% |
80.990 |
Low |
80.095 |
80.270 |
0.175 |
0.2% |
78.440 |
Close |
80.085 |
80.828 |
0.743 |
0.9% |
80.828 |
Range |
0.325 |
0.720 |
0.395 |
121.5% |
2.550 |
ATR |
0.719 |
0.732 |
0.013 |
1.8% |
0.000 |
Volume |
368 |
48 |
-320 |
-87.0% |
1,079 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.856 |
82.562 |
81.224 |
|
R3 |
82.136 |
81.842 |
81.026 |
|
R2 |
81.416 |
81.416 |
80.960 |
|
R1 |
81.122 |
81.122 |
80.894 |
81.269 |
PP |
80.696 |
80.696 |
80.696 |
80.770 |
S1 |
80.402 |
80.402 |
80.762 |
80.549 |
S2 |
79.976 |
79.976 |
80.696 |
|
S3 |
79.256 |
79.682 |
80.630 |
|
S4 |
78.536 |
78.962 |
80.432 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.736 |
86.832 |
82.231 |
|
R3 |
85.186 |
84.282 |
81.529 |
|
R2 |
82.636 |
82.636 |
81.296 |
|
R1 |
81.732 |
81.732 |
81.062 |
82.184 |
PP |
80.086 |
80.086 |
80.086 |
80.312 |
S1 |
79.182 |
79.182 |
80.594 |
79.634 |
S2 |
77.536 |
77.536 |
80.361 |
|
S3 |
74.986 |
76.632 |
80.127 |
|
S4 |
72.436 |
74.082 |
79.426 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.050 |
2.618 |
82.875 |
1.618 |
82.155 |
1.000 |
81.710 |
0.618 |
81.435 |
HIGH |
80.990 |
0.618 |
80.715 |
0.500 |
80.630 |
0.382 |
80.545 |
LOW |
80.270 |
0.618 |
79.825 |
1.000 |
79.550 |
1.618 |
79.105 |
2.618 |
78.385 |
4.250 |
77.210 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
80.762 |
80.701 |
PP |
80.696 |
80.574 |
S1 |
80.630 |
80.448 |
|