ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
79.710 |
80.570 |
0.860 |
1.1% |
80.985 |
High |
80.635 |
81.220 |
0.585 |
0.7% |
81.010 |
Low |
79.710 |
80.460 |
0.750 |
0.9% |
79.025 |
Close |
80.538 |
81.093 |
0.555 |
0.7% |
79.288 |
Range |
0.925 |
0.760 |
-0.165 |
-17.8% |
1.985 |
ATR |
0.712 |
0.716 |
0.003 |
0.5% |
0.000 |
Volume |
29,319 |
31,378 |
2,059 |
7.0% |
49,872 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.204 |
82.909 |
81.511 |
|
R3 |
82.444 |
82.149 |
81.302 |
|
R2 |
81.684 |
81.684 |
81.232 |
|
R1 |
81.389 |
81.389 |
81.163 |
81.537 |
PP |
80.924 |
80.924 |
80.924 |
80.998 |
S1 |
80.629 |
80.629 |
81.023 |
80.777 |
S2 |
80.164 |
80.164 |
80.954 |
|
S3 |
79.404 |
79.869 |
80.884 |
|
S4 |
78.644 |
79.109 |
80.675 |
|
|
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 |
81.220 |
79.025 |
2.195 |
2.7% |
0.721 |
0.9% |
94% |
True |
False |
21,327 |
10 |
81.220 |
79.025 |
2.195 |
2.7% |
0.650 |
0.8% |
94% |
True |
False |
15,479 |
20 |
81.220 |
79.025 |
2.195 |
2.7% |
0.690 |
0.9% |
94% |
True |
False |
16,871 |
40 |
81.935 |
78.025 |
3.910 |
4.8% |
0.732 |
0.9% |
78% |
False |
False |
9,149 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.744 |
0.9% |
85% |
False |
False |
6,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.450 |
2.618 |
83.210 |
1.618 |
82.450 |
1.000 |
81.980 |
0.618 |
81.690 |
HIGH |
81.220 |
0.618 |
80.930 |
0.500 |
80.840 |
0.382 |
80.750 |
LOW |
80.460 |
0.618 |
79.990 |
1.000 |
79.700 |
1.618 |
79.230 |
2.618 |
78.470 |
4.250 |
77.230 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
81.009 |
80.785 |
PP |
80.924 |
80.476 |
S1 |
80.840 |
80.168 |
|