ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 29-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.275 |
80.715 |
0.440 |
0.5% |
80.840 |
High |
80.760 |
80.715 |
-0.045 |
-0.1% |
81.185 |
Low |
79.890 |
79.995 |
0.105 |
0.1% |
80.575 |
Close |
80.670 |
80.102 |
-0.568 |
-0.7% |
80.832 |
Range |
0.870 |
0.720 |
-0.150 |
-17.2% |
0.610 |
ATR |
0.733 |
0.732 |
-0.001 |
-0.1% |
0.000 |
Volume |
10,889 |
9,264 |
-1,625 |
-14.9% |
51,906 |
|
Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.431 |
81.986 |
80.498 |
|
R3 |
81.711 |
81.266 |
80.300 |
|
R2 |
80.991 |
80.991 |
80.234 |
|
R1 |
80.546 |
80.546 |
80.168 |
80.409 |
PP |
80.271 |
80.271 |
80.271 |
80.202 |
S1 |
79.826 |
79.826 |
80.036 |
79.689 |
S2 |
79.551 |
79.551 |
79.970 |
|
S3 |
78.831 |
79.106 |
79.904 |
|
S4 |
78.111 |
78.386 |
79.706 |
|
|
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 |
79.890 |
1.295 |
1.6% |
0.614 |
0.8% |
16% |
False |
False |
9,406 |
10 |
81.185 |
79.775 |
1.410 |
1.8% |
0.663 |
0.8% |
23% |
False |
False |
13,619 |
20 |
81.820 |
79.145 |
2.675 |
3.3% |
0.766 |
1.0% |
36% |
False |
False |
12,175 |
40 |
81.935 |
76.175 |
5.760 |
7.2% |
0.761 |
1.0% |
68% |
False |
False |
6,184 |
60 |
81.935 |
76.175 |
5.760 |
7.2% |
0.724 |
0.9% |
68% |
False |
False |
4,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.775 |
2.618 |
82.600 |
1.618 |
81.880 |
1.000 |
81.435 |
0.618 |
81.160 |
HIGH |
80.715 |
0.618 |
80.440 |
0.500 |
80.355 |
0.382 |
80.270 |
LOW |
79.995 |
0.618 |
79.550 |
1.000 |
79.275 |
1.618 |
78.830 |
2.618 |
78.110 |
4.250 |
76.935 |
|
|
Fisher Pivots for day following 29-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
80.355 |
80.450 |
PP |
80.271 |
80.334 |
S1 |
80.186 |
80.218 |
|