ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 31-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
79.980 |
79.735 |
-0.245 |
-0.3% |
80.985 |
High |
80.025 |
79.785 |
-0.240 |
-0.3% |
81.010 |
Low |
79.705 |
79.025 |
-0.680 |
-0.9% |
79.025 |
Close |
79.798 |
79.288 |
-0.510 |
-0.6% |
79.288 |
Range |
0.320 |
0.760 |
0.440 |
137.5% |
1.985 |
ATR |
0.708 |
0.713 |
0.005 |
0.7% |
0.000 |
Volume |
12,789 |
11,870 |
-919 |
-7.2% |
49,872 |
|
Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.646 |
81.227 |
79.706 |
|
R3 |
80.886 |
80.467 |
79.497 |
|
R2 |
80.126 |
80.126 |
79.427 |
|
R1 |
79.707 |
79.707 |
79.358 |
79.537 |
PP |
79.366 |
79.366 |
79.366 |
79.281 |
S1 |
78.947 |
78.947 |
79.218 |
78.777 |
S2 |
78.606 |
78.606 |
79.149 |
|
S3 |
77.846 |
78.187 |
79.079 |
|
S4 |
77.086 |
77.427 |
78.870 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.729 |
84.494 |
80.380 |
|
R3 |
83.744 |
82.509 |
79.834 |
|
R2 |
81.759 |
81.759 |
79.652 |
|
R1 |
80.524 |
80.524 |
79.470 |
80.149 |
PP |
79.774 |
79.774 |
79.774 |
79.587 |
S1 |
78.539 |
78.539 |
79.106 |
78.164 |
S2 |
77.789 |
77.789 |
78.924 |
|
S3 |
75.804 |
76.554 |
78.742 |
|
S4 |
73.819 |
74.569 |
78.196 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.010 |
79.025 |
1.985 |
2.5% |
0.633 |
0.8% |
13% |
False |
True |
9,974 |
10 |
81.185 |
79.025 |
2.160 |
2.7% |
0.629 |
0.8% |
12% |
False |
True |
12,176 |
20 |
81.185 |
79.025 |
2.160 |
2.7% |
0.729 |
0.9% |
12% |
False |
True |
13,345 |
40 |
81.935 |
76.330 |
5.605 |
7.1% |
0.742 |
0.9% |
53% |
False |
False |
6,790 |
60 |
81.935 |
76.175 |
5.760 |
7.3% |
0.724 |
0.9% |
54% |
False |
False |
4,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.015 |
2.618 |
81.775 |
1.618 |
81.015 |
1.000 |
80.545 |
0.618 |
80.255 |
HIGH |
79.785 |
0.618 |
79.495 |
0.500 |
79.405 |
0.382 |
79.315 |
LOW |
79.025 |
0.618 |
78.555 |
1.000 |
78.265 |
1.618 |
77.795 |
2.618 |
77.035 |
4.250 |
75.795 |
|
|
Fisher Pivots for day following 31-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
79.405 |
79.870 |
PP |
79.366 |
79.676 |
S1 |
79.327 |
79.482 |
|