ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
79.120 |
78.885 |
-0.235 |
-0.3% |
81.460 |
High |
79.120 |
79.340 |
0.220 |
0.3% |
81.635 |
Low |
78.470 |
78.600 |
0.130 |
0.2% |
78.970 |
Close |
78.811 |
78.984 |
0.173 |
0.2% |
79.366 |
Range |
0.650 |
0.740 |
0.090 |
13.8% |
2.665 |
ATR |
0.729 |
0.730 |
0.001 |
0.1% |
0.000 |
Volume |
22,266 |
24,532 |
2,266 |
10.2% |
124,281 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.195 |
80.829 |
79.391 |
|
R3 |
80.455 |
80.089 |
79.188 |
|
R2 |
79.715 |
79.715 |
79.120 |
|
R1 |
79.349 |
79.349 |
79.052 |
79.532 |
PP |
78.975 |
78.975 |
78.975 |
79.066 |
S1 |
78.609 |
78.609 |
78.916 |
78.792 |
S2 |
78.235 |
78.235 |
78.848 |
|
S3 |
77.495 |
77.869 |
78.781 |
|
S4 |
76.755 |
77.129 |
78.577 |
|
|
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 |
80.445 |
78.470 |
1.975 |
2.5% |
0.834 |
1.1% |
26% |
False |
False |
27,095 |
10 |
81.635 |
78.470 |
3.165 |
4.0% |
0.728 |
0.9% |
16% |
False |
False |
26,453 |
20 |
81.635 |
78.470 |
3.165 |
4.0% |
0.676 |
0.9% |
16% |
False |
False |
19,981 |
40 |
81.935 |
78.470 |
3.465 |
4.4% |
0.729 |
0.9% |
15% |
False |
False |
14,937 |
60 |
81.935 |
76.175 |
5.760 |
7.3% |
0.737 |
0.9% |
49% |
False |
False |
10,005 |
80 |
81.935 |
76.175 |
5.760 |
7.3% |
0.703 |
0.9% |
49% |
False |
False |
7,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.485 |
2.618 |
81.277 |
1.618 |
80.537 |
1.000 |
80.080 |
0.618 |
79.797 |
HIGH |
79.340 |
0.618 |
79.057 |
0.500 |
78.970 |
0.382 |
78.883 |
LOW |
78.600 |
0.618 |
78.143 |
1.000 |
77.860 |
1.618 |
77.403 |
2.618 |
76.663 |
4.250 |
75.455 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
78.979 |
79.068 |
PP |
78.975 |
79.040 |
S1 |
78.970 |
79.012 |
|