ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.975 |
80.985 |
0.010 |
0.0% |
80.840 |
High |
81.185 |
81.010 |
-0.175 |
-0.2% |
81.185 |
Low |
80.700 |
80.515 |
-0.185 |
-0.2% |
80.575 |
Close |
80.832 |
80.635 |
-0.197 |
-0.2% |
80.832 |
Range |
0.485 |
0.495 |
0.010 |
2.1% |
0.610 |
ATR |
0.740 |
0.723 |
-0.018 |
-2.4% |
0.000 |
Volume |
10,153 |
5,060 |
-5,093 |
-50.2% |
51,906 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.205 |
81.915 |
80.907 |
|
R3 |
81.710 |
81.420 |
80.771 |
|
R2 |
81.215 |
81.215 |
80.726 |
|
R1 |
80.925 |
80.925 |
80.680 |
80.823 |
PP |
80.720 |
80.720 |
80.720 |
80.669 |
S1 |
80.430 |
80.430 |
80.590 |
80.328 |
S2 |
80.225 |
80.225 |
80.544 |
|
S3 |
79.730 |
79.935 |
80.499 |
|
S4 |
79.235 |
79.440 |
80.363 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.694 |
82.373 |
81.168 |
|
R3 |
82.084 |
81.763 |
81.000 |
|
R2 |
81.474 |
81.474 |
80.944 |
|
R1 |
81.153 |
81.153 |
80.888 |
81.009 |
PP |
80.864 |
80.864 |
80.864 |
80.792 |
S1 |
80.543 |
80.543 |
80.776 |
80.399 |
S2 |
80.254 |
80.254 |
80.720 |
|
S3 |
79.644 |
79.933 |
80.664 |
|
S4 |
79.034 |
79.323 |
80.497 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.185 |
80.515 |
0.670 |
0.8% |
0.501 |
0.6% |
18% |
False |
True |
11,393 |
10 |
81.185 |
79.145 |
2.040 |
2.5% |
0.702 |
0.9% |
73% |
False |
False |
15,785 |
20 |
81.935 |
79.145 |
2.790 |
3.5% |
0.775 |
1.0% |
53% |
False |
False |
11,200 |
40 |
81.935 |
76.175 |
5.760 |
7.1% |
0.749 |
0.9% |
77% |
False |
False |
5,683 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.718 |
0.9% |
77% |
False |
False |
3,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.114 |
2.618 |
82.306 |
1.618 |
81.811 |
1.000 |
81.505 |
0.618 |
81.316 |
HIGH |
81.010 |
0.618 |
80.821 |
0.500 |
80.763 |
0.382 |
80.704 |
LOW |
80.515 |
0.618 |
80.209 |
1.000 |
80.020 |
1.618 |
79.714 |
2.618 |
79.219 |
4.250 |
78.411 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.763 |
80.850 |
PP |
80.720 |
80.778 |
S1 |
80.678 |
80.707 |
|