ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
80.290 |
79.415 |
-0.875 |
-1.1% |
81.460 |
High |
80.445 |
79.605 |
-0.840 |
-1.0% |
81.635 |
Low |
79.210 |
78.970 |
-0.240 |
-0.3% |
78.970 |
Close |
79.406 |
79.366 |
-0.040 |
-0.1% |
79.366 |
Range |
1.235 |
0.635 |
-0.600 |
-48.6% |
2.665 |
ATR |
0.725 |
0.719 |
-0.006 |
-0.9% |
0.000 |
Volume |
33,121 |
22,516 |
-10,605 |
-32.0% |
124,281 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.219 |
80.927 |
79.715 |
|
R3 |
80.584 |
80.292 |
79.541 |
|
R2 |
79.949 |
79.949 |
79.482 |
|
R1 |
79.657 |
79.657 |
79.424 |
79.486 |
PP |
79.314 |
79.314 |
79.314 |
79.228 |
S1 |
79.022 |
79.022 |
79.308 |
78.851 |
S2 |
78.679 |
78.679 |
79.250 |
|
S3 |
78.044 |
78.387 |
79.191 |
|
S4 |
77.409 |
77.752 |
79.017 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.985 |
86.341 |
80.832 |
|
R3 |
85.320 |
83.676 |
80.099 |
|
R2 |
82.655 |
82.655 |
79.855 |
|
R1 |
81.011 |
81.011 |
79.610 |
80.501 |
PP |
79.990 |
79.990 |
79.990 |
79.735 |
S1 |
78.346 |
78.346 |
79.122 |
77.836 |
S2 |
77.325 |
77.325 |
78.877 |
|
S3 |
74.660 |
75.681 |
78.633 |
|
S4 |
71.995 |
73.016 |
77.900 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.635 |
78.970 |
2.665 |
3.4% |
0.750 |
0.9% |
15% |
False |
True |
24,856 |
10 |
81.635 |
78.970 |
2.665 |
3.4% |
0.707 |
0.9% |
15% |
False |
True |
24,808 |
20 |
81.635 |
78.970 |
2.665 |
3.4% |
0.668 |
0.8% |
15% |
False |
True |
18,492 |
40 |
81.935 |
78.440 |
3.495 |
4.4% |
0.730 |
0.9% |
26% |
False |
False |
12,955 |
60 |
81.935 |
76.175 |
5.760 |
7.3% |
0.728 |
0.9% |
55% |
False |
False |
8,675 |
80 |
81.935 |
76.175 |
5.760 |
7.3% |
0.693 |
0.9% |
55% |
False |
False |
6,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.304 |
2.618 |
81.267 |
1.618 |
80.632 |
1.000 |
80.240 |
0.618 |
79.997 |
HIGH |
79.605 |
0.618 |
79.362 |
0.500 |
79.288 |
0.382 |
79.213 |
LOW |
78.970 |
0.618 |
78.578 |
1.000 |
78.335 |
1.618 |
77.943 |
2.618 |
77.308 |
4.250 |
76.271 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
79.340 |
80.058 |
PP |
79.314 |
79.827 |
S1 |
79.288 |
79.597 |
|