ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
81.730 |
81.205 |
-0.525 |
-0.6% |
78.760 |
| High |
81.820 |
81.490 |
-0.330 |
-0.4% |
80.990 |
| Low |
80.950 |
80.535 |
-0.415 |
-0.5% |
78.440 |
| Close |
81.167 |
80.731 |
-0.436 |
-0.5% |
80.828 |
| Range |
0.870 |
0.955 |
0.085 |
9.8% |
2.550 |
| ATR |
0.761 |
0.774 |
0.014 |
1.8% |
0.000 |
| Volume |
570 |
687 |
117 |
20.5% |
1,079 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.784 |
83.212 |
81.256 |
|
| R3 |
82.829 |
82.257 |
80.994 |
|
| R2 |
81.874 |
81.874 |
80.906 |
|
| R1 |
81.302 |
81.302 |
80.819 |
81.111 |
| PP |
80.919 |
80.919 |
80.919 |
80.823 |
| S1 |
80.347 |
80.347 |
80.643 |
80.156 |
| S2 |
79.964 |
79.964 |
80.556 |
|
| S3 |
79.009 |
79.392 |
80.468 |
|
| S4 |
78.054 |
78.437 |
80.206 |
|
|
| 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 |
85.549 |
|
2.618 |
83.990 |
|
1.618 |
83.035 |
|
1.000 |
82.445 |
|
0.618 |
82.080 |
|
HIGH |
81.490 |
|
0.618 |
81.125 |
|
0.500 |
81.013 |
|
0.382 |
80.900 |
|
LOW |
80.535 |
|
0.618 |
79.945 |
|
1.000 |
79.580 |
|
1.618 |
78.990 |
|
2.618 |
78.035 |
|
4.250 |
76.476 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.013 |
81.235 |
| PP |
80.919 |
81.067 |
| S1 |
80.825 |
80.899 |
|