ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
79.635 |
79.120 |
-0.515 |
-0.6% |
81.460 |
High |
79.665 |
79.120 |
-0.545 |
-0.7% |
81.635 |
Low |
78.755 |
78.470 |
-0.285 |
-0.4% |
78.970 |
Close |
79.160 |
78.811 |
-0.349 |
-0.4% |
79.366 |
Range |
0.910 |
0.650 |
-0.260 |
-28.6% |
2.665 |
ATR |
0.732 |
0.729 |
-0.003 |
-0.4% |
0.000 |
Volume |
33,044 |
22,266 |
-10,778 |
-32.6% |
124,281 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.750 |
80.431 |
79.169 |
|
R3 |
80.100 |
79.781 |
78.990 |
|
R2 |
79.450 |
79.450 |
78.930 |
|
R1 |
79.131 |
79.131 |
78.871 |
78.966 |
PP |
78.800 |
78.800 |
78.800 |
78.718 |
S1 |
78.481 |
78.481 |
78.751 |
78.316 |
S2 |
78.150 |
78.150 |
78.692 |
|
S3 |
77.500 |
77.831 |
78.632 |
|
S4 |
76.850 |
77.181 |
78.454 |
|
|
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 |
81.145 |
78.470 |
2.675 |
3.4% |
0.875 |
1.1% |
13% |
False |
True |
28,985 |
10 |
81.635 |
78.470 |
3.165 |
4.0% |
0.747 |
0.9% |
11% |
False |
True |
26,932 |
20 |
81.635 |
78.470 |
3.165 |
4.0% |
0.669 |
0.8% |
11% |
False |
True |
19,476 |
40 |
81.935 |
78.470 |
3.465 |
4.4% |
0.735 |
0.9% |
10% |
False |
True |
14,328 |
60 |
81.935 |
76.175 |
5.760 |
7.3% |
0.736 |
0.9% |
46% |
False |
False |
9,596 |
80 |
81.935 |
76.175 |
5.760 |
7.3% |
0.699 |
0.9% |
46% |
False |
False |
7,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.883 |
2.618 |
80.822 |
1.618 |
80.172 |
1.000 |
79.770 |
0.618 |
79.522 |
HIGH |
79.120 |
0.618 |
78.872 |
0.500 |
78.795 |
0.382 |
78.718 |
LOW |
78.470 |
0.618 |
78.068 |
1.000 |
77.820 |
1.618 |
77.418 |
2.618 |
76.768 |
4.250 |
75.708 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
78.806 |
79.068 |
PP |
78.800 |
78.982 |
S1 |
78.795 |
78.897 |
|