ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
80.310 |
80.280 |
-0.030 |
0.0% |
78.760 |
| High |
80.420 |
80.990 |
0.570 |
0.7% |
80.990 |
| Low |
80.095 |
80.270 |
0.175 |
0.2% |
78.440 |
| Close |
80.085 |
80.828 |
0.743 |
0.9% |
80.828 |
| Range |
0.325 |
0.720 |
0.395 |
121.5% |
2.550 |
| ATR |
0.719 |
0.732 |
0.013 |
1.8% |
0.000 |
| Volume |
368 |
48 |
-320 |
-87.0% |
1,079 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.856 |
82.562 |
81.224 |
|
| R3 |
82.136 |
81.842 |
81.026 |
|
| R2 |
81.416 |
81.416 |
80.960 |
|
| R1 |
81.122 |
81.122 |
80.894 |
81.269 |
| PP |
80.696 |
80.696 |
80.696 |
80.770 |
| S1 |
80.402 |
80.402 |
80.762 |
80.549 |
| S2 |
79.976 |
79.976 |
80.696 |
|
| S3 |
79.256 |
79.682 |
80.630 |
|
| S4 |
78.536 |
78.962 |
80.432 |
|
|
| 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 |
84.050 |
|
2.618 |
82.875 |
|
1.618 |
82.155 |
|
1.000 |
81.710 |
|
0.618 |
81.435 |
|
HIGH |
80.990 |
|
0.618 |
80.715 |
|
0.500 |
80.630 |
|
0.382 |
80.545 |
|
LOW |
80.270 |
|
0.618 |
79.825 |
|
1.000 |
79.550 |
|
1.618 |
79.105 |
|
2.618 |
78.385 |
|
4.250 |
77.210 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.762 |
80.701 |
| PP |
80.696 |
80.574 |
| S1 |
80.630 |
80.448 |
|