ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
79.860 |
80.510 |
0.650 |
0.8% |
79.600 |
High |
80.620 |
80.760 |
0.140 |
0.2% |
80.820 |
Low |
79.775 |
80.185 |
0.410 |
0.5% |
79.530 |
Close |
80.582 |
80.549 |
-0.033 |
0.0% |
80.454 |
Range |
0.845 |
0.575 |
-0.270 |
-32.0% |
1.290 |
ATR |
0.816 |
0.799 |
-0.017 |
-2.1% |
0.000 |
Volume |
21,551 |
17,544 |
-4,007 |
-18.6% |
63,375 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.223 |
81.961 |
80.865 |
|
R3 |
81.648 |
81.386 |
80.707 |
|
R2 |
81.073 |
81.073 |
80.654 |
|
R1 |
80.811 |
80.811 |
80.602 |
80.942 |
PP |
80.498 |
80.498 |
80.498 |
80.564 |
S1 |
80.236 |
80.236 |
80.496 |
80.367 |
S2 |
79.923 |
79.923 |
80.444 |
|
S3 |
79.348 |
79.661 |
80.391 |
|
S4 |
78.773 |
79.086 |
80.233 |
|
|
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 |
80.760 |
79.145 |
1.615 |
2.0% |
0.779 |
1.0% |
87% |
True |
False |
19,963 |
10 |
80.820 |
79.145 |
1.675 |
2.1% |
0.828 |
1.0% |
84% |
False |
False |
14,515 |
20 |
81.935 |
78.440 |
3.495 |
4.3% |
0.792 |
1.0% |
60% |
False |
False |
7,419 |
40 |
81.935 |
76.175 |
5.760 |
7.2% |
0.759 |
0.9% |
76% |
False |
False |
3,767 |
60 |
81.935 |
76.175 |
5.760 |
7.2% |
0.701 |
0.9% |
76% |
False |
False |
2,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.204 |
2.618 |
82.265 |
1.618 |
81.690 |
1.000 |
81.335 |
0.618 |
81.115 |
HIGH |
80.760 |
0.618 |
80.540 |
0.500 |
80.473 |
0.382 |
80.405 |
LOW |
80.185 |
0.618 |
79.830 |
1.000 |
79.610 |
1.618 |
79.255 |
2.618 |
78.680 |
4.250 |
77.741 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.524 |
80.350 |
PP |
80.498 |
80.151 |
S1 |
80.473 |
79.953 |
|