ICE US Dollar Index Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
76.550 |
77.380 |
0.830 |
1.1% |
77.120 |
| High |
77.300 |
78.020 |
0.720 |
0.9% |
77.625 |
| Low |
76.515 |
76.830 |
0.315 |
0.4% |
75.235 |
| Close |
77.180 |
77.584 |
0.404 |
0.5% |
76.691 |
| Range |
0.785 |
1.190 |
0.405 |
51.6% |
2.390 |
| ATR |
0.971 |
0.986 |
0.016 |
1.6% |
0.000 |
| Volume |
23,890 |
34,811 |
10,921 |
45.7% |
134,664 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.048 |
80.506 |
78.239 |
|
| R3 |
79.858 |
79.316 |
77.911 |
|
| R2 |
78.668 |
78.668 |
77.802 |
|
| R1 |
78.126 |
78.126 |
77.693 |
78.397 |
| PP |
77.478 |
77.478 |
77.478 |
77.614 |
| S1 |
76.936 |
76.936 |
77.475 |
77.207 |
| S2 |
76.288 |
76.288 |
77.366 |
|
| S3 |
75.098 |
75.746 |
77.257 |
|
| S4 |
73.908 |
74.556 |
76.930 |
|
|
| 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 |
78.020 |
75.235 |
2.785 |
3.6% |
1.167 |
1.5% |
84% |
True |
False |
30,095 |
| 10 |
78.510 |
75.235 |
3.275 |
4.2% |
0.990 |
1.3% |
72% |
False |
False |
26,770 |
| 20 |
78.610 |
74.600 |
4.010 |
5.2% |
1.062 |
1.4% |
74% |
False |
False |
26,326 |
| 40 |
81.990 |
74.600 |
7.390 |
9.5% |
0.878 |
1.1% |
40% |
False |
False |
24,653 |
| 60 |
83.960 |
74.600 |
9.360 |
12.1% |
0.781 |
1.0% |
32% |
False |
False |
18,097 |
| 80 |
83.960 |
74.600 |
9.360 |
12.1% |
0.703 |
0.9% |
32% |
False |
False |
13,580 |
| 100 |
87.000 |
74.600 |
12.400 |
16.0% |
0.620 |
0.8% |
24% |
False |
False |
10,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.078 |
|
2.618 |
81.135 |
|
1.618 |
79.945 |
|
1.000 |
79.210 |
|
0.618 |
78.755 |
|
HIGH |
78.020 |
|
0.618 |
77.565 |
|
0.500 |
77.425 |
|
0.382 |
77.285 |
|
LOW |
76.830 |
|
0.618 |
76.095 |
|
1.000 |
75.640 |
|
1.618 |
74.905 |
|
2.618 |
73.715 |
|
4.250 |
71.773 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.531 |
77.382 |
| PP |
77.478 |
77.180 |
| S1 |
77.425 |
76.978 |
|