ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
80.570 |
81.140 |
0.570 |
0.7% |
79.310 |
High |
81.220 |
81.455 |
0.235 |
0.3% |
81.455 |
Low |
80.460 |
80.985 |
0.525 |
0.7% |
79.115 |
Close |
81.093 |
81.321 |
0.228 |
0.3% |
81.321 |
Range |
0.760 |
0.470 |
-0.290 |
-38.2% |
2.340 |
ATR |
0.716 |
0.698 |
-0.018 |
-2.5% |
0.000 |
Volume |
31,378 |
29,038 |
-2,340 |
-7.5% |
123,805 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.664 |
82.462 |
81.580 |
|
R3 |
82.194 |
81.992 |
81.450 |
|
R2 |
81.724 |
81.724 |
81.407 |
|
R1 |
81.522 |
81.522 |
81.364 |
81.623 |
PP |
81.254 |
81.254 |
81.254 |
81.304 |
S1 |
81.052 |
81.052 |
81.278 |
81.153 |
S2 |
80.784 |
80.784 |
81.235 |
|
S3 |
80.314 |
80.582 |
81.192 |
|
S4 |
79.844 |
80.112 |
81.063 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.650 |
86.826 |
82.608 |
|
R3 |
85.310 |
84.486 |
81.965 |
|
R2 |
82.970 |
82.970 |
81.750 |
|
R1 |
82.146 |
82.146 |
81.536 |
82.558 |
PP |
80.630 |
80.630 |
80.630 |
80.837 |
S1 |
79.806 |
79.806 |
81.107 |
80.218 |
S2 |
78.290 |
78.290 |
80.892 |
|
S3 |
75.950 |
77.466 |
80.678 |
|
S4 |
73.610 |
75.126 |
80.034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.455 |
79.115 |
2.340 |
2.9% |
0.663 |
0.8% |
94% |
True |
False |
24,761 |
10 |
81.455 |
79.025 |
2.430 |
3.0% |
0.648 |
0.8% |
94% |
True |
False |
17,367 |
20 |
81.455 |
79.025 |
2.430 |
3.0% |
0.675 |
0.8% |
94% |
True |
False |
17,269 |
40 |
81.935 |
78.330 |
3.605 |
4.4% |
0.724 |
0.9% |
83% |
False |
False |
9,871 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.740 |
0.9% |
89% |
False |
False |
6,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.453 |
2.618 |
82.685 |
1.618 |
82.215 |
1.000 |
81.925 |
0.618 |
81.745 |
HIGH |
81.455 |
0.618 |
81.275 |
0.500 |
81.220 |
0.382 |
81.165 |
LOW |
80.985 |
0.618 |
80.695 |
1.000 |
80.515 |
1.618 |
80.225 |
2.618 |
79.755 |
4.250 |
78.988 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
81.287 |
81.075 |
PP |
81.254 |
80.829 |
S1 |
81.220 |
80.583 |
|