ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.955 |
80.975 |
0.020 |
0.0% |
80.550 |
High |
81.125 |
81.185 |
0.060 |
0.1% |
81.010 |
Low |
80.625 |
80.700 |
0.075 |
0.1% |
79.145 |
Close |
81.073 |
80.832 |
-0.241 |
-0.3% |
80.752 |
Range |
0.500 |
0.485 |
-0.015 |
-3.0% |
1.865 |
ATR |
0.760 |
0.740 |
-0.020 |
-2.6% |
0.000 |
Volume |
11,667 |
10,153 |
-1,514 |
-13.0% |
100,885 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.361 |
82.081 |
81.099 |
|
R3 |
81.876 |
81.596 |
80.965 |
|
R2 |
81.391 |
81.391 |
80.921 |
|
R1 |
81.111 |
81.111 |
80.876 |
81.009 |
PP |
80.906 |
80.906 |
80.906 |
80.854 |
S1 |
80.626 |
80.626 |
80.788 |
80.524 |
S2 |
80.421 |
80.421 |
80.743 |
|
S3 |
79.936 |
80.141 |
80.699 |
|
S4 |
79.451 |
79.656 |
80.565 |
|
|
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% |
0.625 |
0.8% |
73% |
True |
False |
14,377 |
10 |
81.185 |
79.145 |
2.040 |
2.5% |
0.702 |
0.9% |
83% |
True |
False |
17,170 |
20 |
81.935 |
79.145 |
2.790 |
3.5% |
0.786 |
1.0% |
60% |
False |
False |
10,950 |
40 |
81.935 |
76.175 |
5.760 |
7.1% |
0.759 |
0.9% |
81% |
False |
False |
5,560 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.715 |
0.9% |
81% |
False |
False |
3,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.246 |
2.618 |
82.455 |
1.618 |
81.970 |
1.000 |
81.670 |
0.618 |
81.485 |
HIGH |
81.185 |
0.618 |
81.000 |
0.500 |
80.943 |
0.382 |
80.885 |
LOW |
80.700 |
0.618 |
80.400 |
1.000 |
80.215 |
1.618 |
79.915 |
2.618 |
79.430 |
4.250 |
78.639 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.943 |
80.880 |
PP |
80.906 |
80.864 |
S1 |
80.869 |
80.848 |
|