ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.840 |
80.955 |
0.115 |
0.1% |
80.550 |
High |
81.090 |
81.185 |
0.095 |
0.1% |
81.010 |
Low |
80.675 |
80.575 |
-0.100 |
-0.1% |
79.145 |
Close |
80.972 |
81.069 |
0.097 |
0.1% |
80.752 |
Range |
0.415 |
0.610 |
0.195 |
47.0% |
1.865 |
ATR |
0.793 |
0.780 |
-0.013 |
-1.6% |
0.000 |
Volume |
15,641 |
14,445 |
-1,196 |
-7.6% |
100,885 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.773 |
82.531 |
81.405 |
|
R3 |
82.163 |
81.921 |
81.237 |
|
R2 |
81.553 |
81.553 |
81.181 |
|
R1 |
81.311 |
81.311 |
81.125 |
81.432 |
PP |
80.943 |
80.943 |
80.943 |
81.004 |
S1 |
80.701 |
80.701 |
81.013 |
80.822 |
S2 |
80.333 |
80.333 |
80.957 |
|
S3 |
79.723 |
80.091 |
80.901 |
|
S4 |
79.113 |
79.481 |
80.734 |
|
|
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 |
81.185 |
79.775 |
1.410 |
1.7% |
0.712 |
0.9% |
92% |
True |
False |
17,832 |
10 |
81.185 |
79.145 |
2.040 |
2.5% |
0.732 |
0.9% |
94% |
True |
False |
18,597 |
20 |
81.935 |
79.145 |
2.790 |
3.4% |
0.781 |
1.0% |
69% |
False |
False |
9,894 |
40 |
81.935 |
76.175 |
5.760 |
7.1% |
0.768 |
0.9% |
85% |
False |
False |
5,017 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.713 |
0.9% |
85% |
False |
False |
3,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.778 |
2.618 |
82.782 |
1.618 |
82.172 |
1.000 |
81.795 |
0.618 |
81.562 |
HIGH |
81.185 |
0.618 |
80.952 |
0.500 |
80.880 |
0.382 |
80.808 |
LOW |
80.575 |
0.618 |
80.198 |
1.000 |
79.965 |
1.618 |
79.588 |
2.618 |
78.978 |
4.250 |
77.983 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
81.006 |
80.893 |
PP |
80.943 |
80.716 |
S1 |
80.880 |
80.540 |
|