ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 12-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
81.265 |
81.075 |
-0.190 |
-0.2% |
79.310 |
High |
81.450 |
81.145 |
-0.305 |
-0.4% |
81.455 |
Low |
81.035 |
80.200 |
-0.835 |
-1.0% |
79.115 |
Close |
81.085 |
80.250 |
-0.835 |
-1.0% |
81.321 |
Range |
0.415 |
0.945 |
0.530 |
127.7% |
2.340 |
ATR |
0.666 |
0.686 |
0.020 |
3.0% |
0.000 |
Volume |
15,631 |
33,978 |
18,347 |
117.4% |
123,805 |
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.367 |
82.753 |
80.770 |
|
R3 |
82.422 |
81.808 |
80.510 |
|
R2 |
81.477 |
81.477 |
80.423 |
|
R1 |
80.863 |
80.863 |
80.337 |
80.698 |
PP |
80.532 |
80.532 |
80.532 |
80.449 |
S1 |
79.918 |
79.918 |
80.163 |
79.753 |
S2 |
79.587 |
79.587 |
80.077 |
|
S3 |
78.642 |
78.973 |
79.990 |
|
S4 |
77.697 |
78.028 |
79.730 |
|
|
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 |
80.200 |
1.435 |
1.8% |
0.622 |
0.8% |
3% |
False |
True |
25,812 |
10 |
81.635 |
79.025 |
2.610 |
3.3% |
0.628 |
0.8% |
47% |
False |
False |
21,710 |
20 |
81.635 |
79.025 |
2.610 |
3.3% |
0.645 |
0.8% |
47% |
False |
False |
17,665 |
40 |
81.935 |
78.440 |
3.495 |
4.4% |
0.709 |
0.9% |
52% |
False |
False |
11,578 |
60 |
81.935 |
76.175 |
5.760 |
7.2% |
0.724 |
0.9% |
71% |
False |
False |
7,749 |
80 |
81.935 |
76.175 |
5.760 |
7.2% |
0.679 |
0.8% |
71% |
False |
False |
5,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.161 |
2.618 |
83.619 |
1.618 |
82.674 |
1.000 |
82.090 |
0.618 |
81.729 |
HIGH |
81.145 |
0.618 |
80.784 |
0.500 |
80.673 |
0.382 |
80.561 |
LOW |
80.200 |
0.618 |
79.616 |
1.000 |
79.255 |
1.618 |
78.671 |
2.618 |
77.726 |
4.250 |
76.184 |
|
|
Fisher Pivots for day following 12-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
80.673 |
80.918 |
PP |
80.532 |
80.695 |
S1 |
80.391 |
80.473 |
|