ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
81.075 |
80.290 |
-0.785 |
-1.0% |
79.310 |
High |
81.145 |
80.445 |
-0.700 |
-0.9% |
81.455 |
Low |
80.200 |
79.210 |
-0.990 |
-1.2% |
79.115 |
Close |
80.250 |
79.406 |
-0.844 |
-1.1% |
81.321 |
Range |
0.945 |
1.235 |
0.290 |
30.7% |
2.340 |
ATR |
0.686 |
0.725 |
0.039 |
5.7% |
0.000 |
Volume |
33,978 |
33,121 |
-857 |
-2.5% |
123,805 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.392 |
82.634 |
80.085 |
|
R3 |
82.157 |
81.399 |
79.746 |
|
R2 |
80.922 |
80.922 |
79.632 |
|
R1 |
80.164 |
80.164 |
79.519 |
79.926 |
PP |
79.687 |
79.687 |
79.687 |
79.568 |
S1 |
78.929 |
78.929 |
79.293 |
78.691 |
S2 |
78.452 |
78.452 |
79.180 |
|
S3 |
77.217 |
77.694 |
79.066 |
|
S4 |
75.982 |
76.459 |
78.727 |
|
|
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 |
79.210 |
2.425 |
3.1% |
0.717 |
0.9% |
8% |
False |
True |
26,160 |
10 |
81.635 |
79.025 |
2.610 |
3.3% |
0.719 |
0.9% |
15% |
False |
False |
23,744 |
20 |
81.635 |
79.025 |
2.610 |
3.3% |
0.665 |
0.8% |
15% |
False |
False |
18,243 |
40 |
81.935 |
78.440 |
3.495 |
4.4% |
0.727 |
0.9% |
28% |
False |
False |
12,399 |
60 |
81.935 |
76.175 |
5.760 |
7.3% |
0.729 |
0.9% |
56% |
False |
False |
8,301 |
80 |
81.935 |
76.175 |
5.760 |
7.3% |
0.687 |
0.9% |
56% |
False |
False |
6,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.694 |
2.618 |
83.678 |
1.618 |
82.443 |
1.000 |
81.680 |
0.618 |
81.208 |
HIGH |
80.445 |
0.618 |
79.973 |
0.500 |
79.828 |
0.382 |
79.682 |
LOW |
79.210 |
0.618 |
78.447 |
1.000 |
77.975 |
1.618 |
77.212 |
2.618 |
75.977 |
4.250 |
73.961 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
79.828 |
80.330 |
PP |
79.687 |
80.022 |
S1 |
79.547 |
79.714 |
|