ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
79.740 |
79.860 |
0.120 |
0.2% |
79.600 |
High |
79.860 |
80.620 |
0.760 |
1.0% |
80.820 |
Low |
79.145 |
79.775 |
0.630 |
0.8% |
79.530 |
Close |
79.690 |
80.582 |
0.892 |
1.1% |
80.454 |
Range |
0.715 |
0.845 |
0.130 |
18.2% |
1.290 |
ATR |
0.808 |
0.816 |
0.009 |
1.1% |
0.000 |
Volume |
21,182 |
21,551 |
369 |
1.7% |
63,375 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.861 |
82.566 |
81.047 |
|
R3 |
82.016 |
81.721 |
80.814 |
|
R2 |
81.171 |
81.171 |
80.737 |
|
R1 |
80.876 |
80.876 |
80.659 |
81.024 |
PP |
80.326 |
80.326 |
80.326 |
80.399 |
S1 |
80.031 |
80.031 |
80.505 |
80.179 |
S2 |
79.481 |
79.481 |
80.427 |
|
S3 |
78.636 |
79.186 |
80.350 |
|
S4 |
77.791 |
78.341 |
80.117 |
|
|
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% |
0.817 |
1.0% |
86% |
False |
False |
20,671 |
10 |
81.490 |
79.145 |
2.345 |
2.9% |
0.866 |
1.1% |
61% |
False |
False |
12,829 |
20 |
81.935 |
78.440 |
3.495 |
4.3% |
0.790 |
1.0% |
61% |
False |
False |
6,556 |
40 |
81.935 |
76.175 |
5.760 |
7.1% |
0.762 |
0.9% |
77% |
False |
False |
3,329 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.694 |
0.9% |
77% |
False |
False |
2,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.211 |
2.618 |
82.832 |
1.618 |
81.987 |
1.000 |
81.465 |
0.618 |
81.142 |
HIGH |
80.620 |
0.618 |
80.297 |
0.500 |
80.198 |
0.382 |
80.098 |
LOW |
79.775 |
0.618 |
79.253 |
1.000 |
78.930 |
1.618 |
78.408 |
2.618 |
77.563 |
4.250 |
76.184 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.454 |
80.360 |
PP |
80.326 |
80.137 |
S1 |
80.198 |
79.915 |
|