ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
80.715 |
79.980 |
-0.735 |
-0.9% |
80.840 |
High |
80.715 |
80.025 |
-0.690 |
-0.9% |
81.185 |
Low |
79.995 |
79.705 |
-0.290 |
-0.4% |
80.575 |
Close |
80.102 |
79.798 |
-0.304 |
-0.4% |
80.832 |
Range |
0.720 |
0.320 |
-0.400 |
-55.6% |
0.610 |
ATR |
0.732 |
0.708 |
-0.024 |
-3.3% |
0.000 |
Volume |
9,264 |
12,789 |
3,525 |
38.1% |
51,906 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.803 |
80.620 |
79.974 |
|
R3 |
80.483 |
80.300 |
79.886 |
|
R2 |
80.163 |
80.163 |
79.857 |
|
R1 |
79.980 |
79.980 |
79.827 |
79.912 |
PP |
79.843 |
79.843 |
79.843 |
79.808 |
S1 |
79.660 |
79.660 |
79.769 |
79.592 |
S2 |
79.523 |
79.523 |
79.739 |
|
S3 |
79.203 |
79.340 |
79.710 |
|
S4 |
78.883 |
79.020 |
79.622 |
|
|
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 |
79.705 |
1.480 |
1.9% |
0.578 |
0.7% |
6% |
False |
True |
9,631 |
10 |
81.185 |
79.705 |
1.480 |
1.9% |
0.611 |
0.8% |
6% |
False |
True |
12,743 |
20 |
81.490 |
79.145 |
2.345 |
2.9% |
0.738 |
0.9% |
28% |
False |
False |
12,786 |
40 |
81.935 |
76.175 |
5.760 |
7.2% |
0.744 |
0.9% |
63% |
False |
False |
6,497 |
60 |
81.935 |
76.175 |
5.760 |
7.2% |
0.721 |
0.9% |
63% |
False |
False |
4,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.385 |
2.618 |
80.863 |
1.618 |
80.543 |
1.000 |
80.345 |
0.618 |
80.223 |
HIGH |
80.025 |
0.618 |
79.903 |
0.500 |
79.865 |
0.382 |
79.827 |
LOW |
79.705 |
0.618 |
79.507 |
1.000 |
79.385 |
1.618 |
79.187 |
2.618 |
78.867 |
4.250 |
78.345 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
79.865 |
80.233 |
PP |
79.843 |
80.088 |
S1 |
79.820 |
79.943 |
|