ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 03-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
79.735 |
79.310 |
-0.425 |
-0.5% |
80.985 |
High |
79.785 |
79.730 |
-0.055 |
-0.1% |
81.010 |
Low |
79.025 |
79.230 |
0.205 |
0.3% |
79.025 |
Close |
79.288 |
79.384 |
0.096 |
0.1% |
79.288 |
Range |
0.760 |
0.500 |
-0.260 |
-34.2% |
1.985 |
ATR |
0.713 |
0.698 |
-0.015 |
-2.1% |
0.000 |
Volume |
11,870 |
18,709 |
6,839 |
57.6% |
49,872 |
|
Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.948 |
80.666 |
79.659 |
|
R3 |
80.448 |
80.166 |
79.522 |
|
R2 |
79.948 |
79.948 |
79.476 |
|
R1 |
79.666 |
79.666 |
79.430 |
79.807 |
PP |
79.448 |
79.448 |
79.448 |
79.519 |
S1 |
79.166 |
79.166 |
79.338 |
79.307 |
S2 |
78.948 |
78.948 |
79.292 |
|
S3 |
78.448 |
78.666 |
79.247 |
|
S4 |
77.948 |
78.166 |
79.109 |
|
|
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 |
80.760 |
79.025 |
1.735 |
2.2% |
0.634 |
0.8% |
21% |
False |
False |
12,704 |
10 |
81.185 |
79.025 |
2.160 |
2.7% |
0.568 |
0.7% |
17% |
False |
False |
12,048 |
20 |
81.185 |
79.025 |
2.160 |
2.7% |
0.690 |
0.9% |
17% |
False |
False |
14,237 |
40 |
81.935 |
76.965 |
4.970 |
6.3% |
0.734 |
0.9% |
49% |
False |
False |
7,255 |
60 |
81.935 |
76.175 |
5.760 |
7.3% |
0.725 |
0.9% |
56% |
False |
False |
4,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.855 |
2.618 |
81.039 |
1.618 |
80.539 |
1.000 |
80.230 |
0.618 |
80.039 |
HIGH |
79.730 |
0.618 |
79.539 |
0.500 |
79.480 |
0.382 |
79.421 |
LOW |
79.230 |
0.618 |
78.921 |
1.000 |
78.730 |
1.618 |
78.421 |
2.618 |
77.921 |
4.250 |
77.105 |
|
|
Fisher Pivots for day following 03-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
79.480 |
79.525 |
PP |
79.448 |
79.478 |
S1 |
79.416 |
79.431 |
|