ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
75.935 |
76.550 |
0.615 |
0.8% |
77.120 |
| High |
76.785 |
77.300 |
0.515 |
0.7% |
77.625 |
| Low |
75.935 |
76.515 |
0.580 |
0.8% |
75.235 |
| Close |
76.691 |
77.180 |
0.489 |
0.6% |
76.691 |
| Range |
0.850 |
0.785 |
-0.065 |
-7.6% |
2.390 |
| ATR |
0.985 |
0.971 |
-0.014 |
-1.5% |
0.000 |
| Volume |
24,055 |
23,890 |
-165 |
-0.7% |
134,664 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.353 |
79.052 |
77.612 |
|
| R3 |
78.568 |
78.267 |
77.396 |
|
| R2 |
77.783 |
77.783 |
77.324 |
|
| R1 |
77.482 |
77.482 |
77.252 |
77.633 |
| PP |
76.998 |
76.998 |
76.998 |
77.074 |
| S1 |
76.697 |
76.697 |
77.108 |
76.848 |
| S2 |
76.213 |
76.213 |
77.036 |
|
| S3 |
75.428 |
75.912 |
76.964 |
|
| S4 |
74.643 |
75.127 |
76.748 |
|
|
| 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 |
77.495 |
75.235 |
2.260 |
2.9% |
1.066 |
1.4% |
86% |
False |
False |
27,391 |
| 10 |
78.510 |
75.235 |
3.275 |
4.2% |
0.951 |
1.2% |
59% |
False |
False |
25,631 |
| 20 |
78.610 |
74.600 |
4.010 |
5.2% |
1.040 |
1.3% |
64% |
False |
False |
25,839 |
| 40 |
82.295 |
74.600 |
7.695 |
10.0% |
0.875 |
1.1% |
34% |
False |
False |
24,580 |
| 60 |
83.960 |
74.600 |
9.360 |
12.1% |
0.769 |
1.0% |
28% |
False |
False |
17,518 |
| 80 |
83.960 |
74.600 |
9.360 |
12.1% |
0.689 |
0.9% |
28% |
False |
False |
13,145 |
| 100 |
87.000 |
74.600 |
12.400 |
16.1% |
0.608 |
0.8% |
21% |
False |
False |
10,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.636 |
|
2.618 |
79.355 |
|
1.618 |
78.570 |
|
1.000 |
78.085 |
|
0.618 |
77.785 |
|
HIGH |
77.300 |
|
0.618 |
77.000 |
|
0.500 |
76.908 |
|
0.382 |
76.815 |
|
LOW |
76.515 |
|
0.618 |
76.030 |
|
1.000 |
75.730 |
|
1.618 |
75.245 |
|
2.618 |
74.460 |
|
4.250 |
73.179 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.089 |
76.963 |
| PP |
76.998 |
76.747 |
| S1 |
76.908 |
76.530 |
|