ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
81.305 |
81.730 |
0.425 |
0.5% |
78.760 |
| High |
81.935 |
81.820 |
-0.115 |
-0.1% |
80.990 |
| Low |
81.200 |
80.950 |
-0.250 |
-0.3% |
78.440 |
| Close |
81.711 |
81.167 |
-0.544 |
-0.7% |
80.828 |
| Range |
0.735 |
0.870 |
0.135 |
18.4% |
2.550 |
| ATR |
0.752 |
0.761 |
0.008 |
1.1% |
0.000 |
| Volume |
448 |
570 |
122 |
27.2% |
1,079 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.922 |
83.415 |
81.646 |
|
| R3 |
83.052 |
82.545 |
81.406 |
|
| R2 |
82.182 |
82.182 |
81.327 |
|
| R1 |
81.675 |
81.675 |
81.247 |
81.494 |
| PP |
81.312 |
81.312 |
81.312 |
81.222 |
| S1 |
80.805 |
80.805 |
81.087 |
80.624 |
| S2 |
80.442 |
80.442 |
81.008 |
|
| S3 |
79.572 |
79.935 |
80.928 |
|
| S4 |
78.702 |
79.065 |
80.689 |
|
|
| 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 |
85.518 |
|
2.618 |
84.098 |
|
1.618 |
83.228 |
|
1.000 |
82.690 |
|
0.618 |
82.358 |
|
HIGH |
81.820 |
|
0.618 |
81.488 |
|
0.500 |
81.385 |
|
0.382 |
81.282 |
|
LOW |
80.950 |
|
0.618 |
80.412 |
|
1.000 |
80.080 |
|
1.618 |
79.542 |
|
2.618 |
78.672 |
|
4.250 |
77.253 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.385 |
81.268 |
| PP |
81.312 |
81.234 |
| S1 |
81.240 |
81.201 |
|