ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
81.140 |
81.460 |
0.320 |
0.4% |
79.310 |
High |
81.455 |
81.635 |
0.180 |
0.2% |
81.455 |
Low |
80.985 |
81.115 |
0.130 |
0.2% |
79.115 |
Close |
81.321 |
81.163 |
-0.158 |
-0.2% |
81.321 |
Range |
0.470 |
0.520 |
0.050 |
10.6% |
2.340 |
ATR |
0.698 |
0.685 |
-0.013 |
-1.8% |
0.000 |
Volume |
29,038 |
19,035 |
-10,003 |
-34.4% |
123,805 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.864 |
82.534 |
81.449 |
|
R3 |
82.344 |
82.014 |
81.306 |
|
R2 |
81.824 |
81.824 |
81.258 |
|
R1 |
81.494 |
81.494 |
81.211 |
81.399 |
PP |
81.304 |
81.304 |
81.304 |
81.257 |
S1 |
80.974 |
80.974 |
81.115 |
80.879 |
S2 |
80.784 |
80.784 |
81.068 |
|
S3 |
80.264 |
80.454 |
81.020 |
|
S4 |
79.744 |
79.934 |
80.877 |
|
|
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 |
81.635 |
79.115 |
2.520 |
3.1% |
0.667 |
0.8% |
81% |
True |
False |
24,826 |
10 |
81.635 |
79.025 |
2.610 |
3.2% |
0.651 |
0.8% |
82% |
True |
False |
18,765 |
20 |
81.635 |
79.025 |
2.610 |
3.2% |
0.676 |
0.8% |
82% |
True |
False |
17,275 |
40 |
81.935 |
78.440 |
3.495 |
4.3% |
0.719 |
0.9% |
78% |
False |
False |
10,345 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.734 |
0.9% |
87% |
False |
False |
6,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.845 |
2.618 |
82.996 |
1.618 |
82.476 |
1.000 |
82.155 |
0.618 |
81.956 |
HIGH |
81.635 |
0.618 |
81.436 |
0.500 |
81.375 |
0.382 |
81.314 |
LOW |
81.115 |
0.618 |
80.794 |
1.000 |
80.595 |
1.618 |
80.274 |
2.618 |
79.754 |
4.250 |
78.905 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
81.375 |
81.125 |
PP |
81.304 |
81.086 |
S1 |
81.234 |
81.048 |
|