ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 04-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
79.310 |
79.500 |
0.190 |
0.2% |
80.985 |
High |
79.730 |
79.775 |
0.045 |
0.1% |
81.010 |
Low |
79.230 |
79.115 |
-0.115 |
-0.1% |
79.025 |
Close |
79.384 |
79.699 |
0.315 |
0.4% |
79.288 |
Range |
0.500 |
0.660 |
0.160 |
32.0% |
1.985 |
ATR |
0.698 |
0.695 |
-0.003 |
-0.4% |
0.000 |
Volume |
18,709 |
15,361 |
-3,348 |
-17.9% |
49,872 |
|
Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.510 |
81.264 |
80.062 |
|
R3 |
80.850 |
80.604 |
79.881 |
|
R2 |
80.190 |
80.190 |
79.820 |
|
R1 |
79.944 |
79.944 |
79.760 |
80.067 |
PP |
79.530 |
79.530 |
79.530 |
79.591 |
S1 |
79.284 |
79.284 |
79.639 |
79.407 |
S2 |
78.870 |
78.870 |
79.578 |
|
S3 |
78.210 |
78.624 |
79.518 |
|
S4 |
77.550 |
77.964 |
79.336 |
|
|
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 |
80.715 |
79.025 |
1.690 |
2.1% |
0.592 |
0.7% |
40% |
False |
False |
13,598 |
10 |
81.185 |
79.025 |
2.160 |
2.7% |
0.592 |
0.7% |
31% |
False |
False |
12,020 |
20 |
81.185 |
79.025 |
2.160 |
2.7% |
0.679 |
0.9% |
31% |
False |
False |
14,812 |
40 |
81.935 |
77.220 |
4.715 |
5.9% |
0.733 |
0.9% |
53% |
False |
False |
7,636 |
60 |
81.935 |
76.175 |
5.760 |
7.2% |
0.727 |
0.9% |
61% |
False |
False |
5,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.580 |
2.618 |
81.503 |
1.618 |
80.843 |
1.000 |
80.435 |
0.618 |
80.183 |
HIGH |
79.775 |
0.618 |
79.523 |
0.500 |
79.445 |
0.382 |
79.367 |
LOW |
79.115 |
0.618 |
78.707 |
1.000 |
78.455 |
1.618 |
78.047 |
2.618 |
77.387 |
4.250 |
76.310 |
|
|
Fisher Pivots for day following 04-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
79.614 |
79.601 |
PP |
79.530 |
79.503 |
S1 |
79.445 |
79.405 |
|