ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
77.855 |
77.795 |
-0.060 |
-0.1% |
77.120 |
| High |
78.340 |
78.435 |
0.095 |
0.1% |
77.625 |
| Low |
77.650 |
77.585 |
-0.065 |
-0.1% |
75.235 |
| Close |
77.860 |
78.356 |
0.496 |
0.6% |
76.691 |
| Range |
0.690 |
0.850 |
0.160 |
23.2% |
2.390 |
| ATR |
0.970 |
0.961 |
-0.009 |
-0.9% |
0.000 |
| Volume |
35,083 |
23,196 |
-11,887 |
-33.9% |
134,664 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.675 |
80.366 |
78.824 |
|
| R3 |
79.825 |
79.516 |
78.590 |
|
| R2 |
78.975 |
78.975 |
78.512 |
|
| R1 |
78.666 |
78.666 |
78.434 |
78.821 |
| PP |
78.125 |
78.125 |
78.125 |
78.203 |
| S1 |
77.816 |
77.816 |
78.278 |
77.971 |
| S2 |
77.275 |
77.275 |
78.200 |
|
| S3 |
76.425 |
76.966 |
78.122 |
|
| S4 |
75.575 |
76.116 |
77.889 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.687 |
82.579 |
78.006 |
|
| R3 |
81.297 |
80.189 |
77.348 |
|
| R2 |
78.907 |
78.907 |
77.129 |
|
| R1 |
77.799 |
77.799 |
76.910 |
77.158 |
| PP |
76.517 |
76.517 |
76.517 |
76.197 |
| S1 |
75.409 |
75.409 |
76.472 |
74.768 |
| S2 |
74.127 |
74.127 |
76.253 |
|
| S3 |
71.737 |
73.019 |
76.034 |
|
| S4 |
69.347 |
70.629 |
75.377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.435 |
75.935 |
2.500 |
3.2% |
0.873 |
1.1% |
97% |
True |
False |
28,207 |
| 10 |
78.435 |
75.235 |
3.200 |
4.1% |
0.978 |
1.2% |
98% |
True |
False |
27,186 |
| 20 |
78.610 |
74.600 |
4.010 |
5.1% |
1.085 |
1.4% |
94% |
False |
False |
26,883 |
| 40 |
81.770 |
74.600 |
7.170 |
9.2% |
0.887 |
1.1% |
52% |
False |
False |
24,792 |
| 60 |
83.960 |
74.600 |
9.360 |
11.9% |
0.788 |
1.0% |
40% |
False |
False |
19,065 |
| 80 |
83.960 |
74.600 |
9.360 |
11.9% |
0.709 |
0.9% |
40% |
False |
False |
14,308 |
| 100 |
86.810 |
74.600 |
12.210 |
15.6% |
0.631 |
0.8% |
31% |
False |
False |
11,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.048 |
|
2.618 |
80.660 |
|
1.618 |
79.810 |
|
1.000 |
79.285 |
|
0.618 |
78.960 |
|
HIGH |
78.435 |
|
0.618 |
78.110 |
|
0.500 |
78.010 |
|
0.382 |
77.910 |
|
LOW |
77.585 |
|
0.618 |
77.060 |
|
1.000 |
76.735 |
|
1.618 |
76.210 |
|
2.618 |
75.360 |
|
4.250 |
73.973 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.241 |
78.115 |
| PP |
78.125 |
77.874 |
| S1 |
78.010 |
77.633 |
|