ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
81.460 |
81.265 |
-0.195 |
-0.2% |
79.310 |
High |
81.635 |
81.450 |
-0.185 |
-0.2% |
81.455 |
Low |
81.115 |
81.035 |
-0.080 |
-0.1% |
79.115 |
Close |
81.163 |
81.085 |
-0.078 |
-0.1% |
81.321 |
Range |
0.520 |
0.415 |
-0.105 |
-20.2% |
2.340 |
ATR |
0.685 |
0.666 |
-0.019 |
-2.8% |
0.000 |
Volume |
19,035 |
15,631 |
-3,404 |
-17.9% |
123,805 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.435 |
82.175 |
81.313 |
|
R3 |
82.020 |
81.760 |
81.199 |
|
R2 |
81.605 |
81.605 |
81.161 |
|
R1 |
81.345 |
81.345 |
81.123 |
81.268 |
PP |
81.190 |
81.190 |
81.190 |
81.151 |
S1 |
80.930 |
80.930 |
81.047 |
80.853 |
S2 |
80.775 |
80.775 |
81.009 |
|
S3 |
80.360 |
80.515 |
80.971 |
|
S4 |
79.945 |
80.100 |
80.857 |
|
|
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 |
79.710 |
1.925 |
2.4% |
0.618 |
0.8% |
71% |
False |
False |
24,880 |
10 |
81.635 |
79.025 |
2.610 |
3.2% |
0.605 |
0.7% |
79% |
False |
False |
19,239 |
20 |
81.635 |
79.025 |
2.610 |
3.2% |
0.634 |
0.8% |
79% |
False |
False |
17,025 |
40 |
81.935 |
78.440 |
3.495 |
4.3% |
0.711 |
0.9% |
76% |
False |
False |
10,731 |
60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.729 |
0.9% |
85% |
False |
False |
7,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.214 |
2.618 |
82.536 |
1.618 |
82.121 |
1.000 |
81.865 |
0.618 |
81.706 |
HIGH |
81.450 |
0.618 |
81.291 |
0.500 |
81.243 |
0.382 |
81.194 |
LOW |
81.035 |
0.618 |
80.779 |
1.000 |
80.620 |
1.618 |
80.364 |
2.618 |
79.949 |
4.250 |
79.271 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
81.243 |
81.310 |
PP |
81.190 |
81.235 |
S1 |
81.138 |
81.160 |
|