ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.510 |
80.370 |
-0.140 |
-0.2% |
80.550 |
High |
80.760 |
81.010 |
0.250 |
0.3% |
81.010 |
Low |
80.185 |
79.895 |
-0.290 |
-0.4% |
79.145 |
Close |
80.549 |
80.752 |
0.203 |
0.3% |
80.752 |
Range |
0.575 |
1.115 |
0.540 |
93.9% |
1.865 |
ATR |
0.799 |
0.822 |
0.023 |
2.8% |
0.000 |
Volume |
17,544 |
19,983 |
2,439 |
13.9% |
100,885 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.897 |
83.440 |
81.365 |
|
R3 |
82.782 |
82.325 |
81.059 |
|
R2 |
81.667 |
81.667 |
80.956 |
|
R1 |
81.210 |
81.210 |
80.854 |
81.439 |
PP |
80.552 |
80.552 |
80.552 |
80.667 |
S1 |
80.095 |
80.095 |
80.650 |
80.324 |
S2 |
79.437 |
79.437 |
80.548 |
|
S3 |
78.322 |
78.980 |
80.445 |
|
S4 |
77.207 |
77.865 |
80.139 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.897 |
85.190 |
81.778 |
|
R3 |
84.032 |
83.325 |
81.265 |
|
R2 |
82.167 |
82.167 |
81.094 |
|
R1 |
81.460 |
81.460 |
80.923 |
81.814 |
PP |
80.302 |
80.302 |
80.302 |
80.479 |
S1 |
79.595 |
79.595 |
80.581 |
79.949 |
S2 |
78.437 |
78.437 |
80.410 |
|
S3 |
76.572 |
77.730 |
80.239 |
|
S4 |
74.707 |
75.865 |
79.726 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.010 |
79.145 |
1.865 |
2.3% |
0.902 |
1.1% |
86% |
True |
False |
20,177 |
10 |
81.010 |
79.145 |
1.865 |
2.3% |
0.813 |
1.0% |
86% |
True |
False |
16,426 |
20 |
81.935 |
78.440 |
3.495 |
4.3% |
0.824 |
1.0% |
66% |
False |
False |
8,406 |
40 |
81.935 |
76.175 |
5.760 |
7.1% |
0.762 |
0.9% |
79% |
False |
False |
4,266 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.707 |
0.9% |
79% |
False |
False |
2,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.749 |
2.618 |
83.929 |
1.618 |
82.814 |
1.000 |
82.125 |
0.618 |
81.699 |
HIGH |
81.010 |
0.618 |
80.584 |
0.500 |
80.453 |
0.382 |
80.321 |
LOW |
79.895 |
0.618 |
79.206 |
1.000 |
78.780 |
1.618 |
78.091 |
2.618 |
76.976 |
4.250 |
75.156 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.652 |
80.632 |
PP |
80.552 |
80.512 |
S1 |
80.453 |
80.393 |
|