ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.550 |
79.740 |
-0.810 |
-1.0% |
79.600 |
High |
80.685 |
79.860 |
-0.825 |
-1.0% |
80.820 |
Low |
79.425 |
79.145 |
-0.280 |
-0.4% |
79.530 |
Close |
79.606 |
79.690 |
0.084 |
0.1% |
80.454 |
Range |
1.260 |
0.715 |
-0.545 |
-43.3% |
1.290 |
ATR |
0.815 |
0.808 |
-0.007 |
-0.9% |
0.000 |
Volume |
20,625 |
21,182 |
557 |
2.7% |
63,375 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.710 |
81.415 |
80.083 |
|
R3 |
80.995 |
80.700 |
79.887 |
|
R2 |
80.280 |
80.280 |
79.821 |
|
R1 |
79.985 |
79.985 |
79.756 |
79.775 |
PP |
79.565 |
79.565 |
79.565 |
79.460 |
S1 |
79.270 |
79.270 |
79.624 |
79.060 |
S2 |
78.850 |
78.850 |
79.559 |
|
S3 |
78.135 |
78.555 |
79.493 |
|
S4 |
77.420 |
77.840 |
79.297 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.138 |
83.586 |
81.164 |
|
R3 |
82.848 |
82.296 |
80.809 |
|
R2 |
81.558 |
81.558 |
80.691 |
|
R1 |
81.006 |
81.006 |
80.572 |
81.282 |
PP |
80.268 |
80.268 |
80.268 |
80.406 |
S1 |
79.716 |
79.716 |
80.336 |
79.992 |
S2 |
78.978 |
78.978 |
80.218 |
|
S3 |
77.688 |
78.426 |
80.099 |
|
S4 |
76.398 |
77.136 |
79.745 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.820 |
79.145 |
1.675 |
2.1% |
0.751 |
0.9% |
33% |
False |
True |
19,361 |
10 |
81.820 |
79.145 |
2.675 |
3.4% |
0.869 |
1.1% |
20% |
False |
True |
10,731 |
20 |
81.935 |
78.440 |
3.495 |
4.4% |
0.773 |
1.0% |
36% |
False |
False |
5,491 |
40 |
81.935 |
76.175 |
5.760 |
7.2% |
0.764 |
1.0% |
61% |
False |
False |
2,792 |
60 |
81.935 |
76.175 |
5.760 |
7.2% |
0.690 |
0.9% |
61% |
False |
False |
1,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.899 |
2.618 |
81.732 |
1.618 |
81.017 |
1.000 |
80.575 |
0.618 |
80.302 |
HIGH |
79.860 |
0.618 |
79.587 |
0.500 |
79.503 |
0.382 |
79.418 |
LOW |
79.145 |
0.618 |
78.703 |
1.000 |
78.430 |
1.618 |
77.988 |
2.618 |
77.273 |
4.250 |
76.106 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
79.628 |
79.928 |
PP |
79.565 |
79.848 |
S1 |
79.503 |
79.769 |
|