ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.955 |
80.955 |
0.000 |
0.0% |
80.550 |
High |
81.185 |
81.125 |
-0.060 |
-0.1% |
81.010 |
Low |
80.575 |
80.625 |
0.050 |
0.1% |
79.145 |
Close |
81.069 |
81.073 |
0.004 |
0.0% |
80.752 |
Range |
0.610 |
0.500 |
-0.110 |
-18.0% |
1.865 |
ATR |
0.780 |
0.760 |
-0.020 |
-2.6% |
0.000 |
Volume |
14,445 |
11,667 |
-2,778 |
-19.2% |
100,885 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.441 |
82.257 |
81.348 |
|
R3 |
81.941 |
81.757 |
81.211 |
|
R2 |
81.441 |
81.441 |
81.165 |
|
R1 |
81.257 |
81.257 |
81.119 |
81.349 |
PP |
80.941 |
80.941 |
80.941 |
80.987 |
S1 |
80.757 |
80.757 |
81.027 |
80.849 |
S2 |
80.441 |
80.441 |
80.981 |
|
S3 |
79.941 |
80.257 |
80.936 |
|
S4 |
79.441 |
79.757 |
80.798 |
|
|
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 |
79.895 |
1.290 |
1.6% |
0.643 |
0.8% |
91% |
False |
False |
15,856 |
10 |
81.185 |
79.145 |
2.040 |
2.5% |
0.730 |
0.9% |
95% |
False |
False |
18,263 |
20 |
81.935 |
79.145 |
2.790 |
3.4% |
0.778 |
1.0% |
69% |
False |
False |
10,460 |
40 |
81.935 |
76.175 |
5.760 |
7.1% |
0.764 |
0.9% |
85% |
False |
False |
5,308 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.717 |
0.9% |
85% |
False |
False |
3,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.250 |
2.618 |
82.434 |
1.618 |
81.934 |
1.000 |
81.625 |
0.618 |
81.434 |
HIGH |
81.125 |
0.618 |
80.934 |
0.500 |
80.875 |
0.382 |
80.816 |
LOW |
80.625 |
0.618 |
80.316 |
1.000 |
80.125 |
1.618 |
79.816 |
2.618 |
79.316 |
4.250 |
78.500 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
81.007 |
81.009 |
PP |
80.941 |
80.944 |
S1 |
80.875 |
80.880 |
|