ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
79.015 |
78.310 |
-0.705 |
-0.9% |
79.635 |
High |
79.095 |
78.630 |
-0.465 |
-0.6% |
79.665 |
Low |
78.010 |
77.940 |
-0.070 |
-0.1% |
78.010 |
Close |
78.370 |
78.193 |
-0.177 |
-0.2% |
78.370 |
Range |
1.085 |
0.690 |
-0.395 |
-36.4% |
1.655 |
ATR |
0.755 |
0.751 |
-0.005 |
-0.6% |
0.000 |
Volume |
20,115 |
25,047 |
4,932 |
24.5% |
99,957 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.324 |
79.949 |
78.573 |
|
R3 |
79.634 |
79.259 |
78.383 |
|
R2 |
78.944 |
78.944 |
78.320 |
|
R1 |
78.569 |
78.569 |
78.256 |
78.412 |
PP |
78.254 |
78.254 |
78.254 |
78.176 |
S1 |
77.879 |
77.879 |
78.130 |
77.722 |
S2 |
77.564 |
77.564 |
78.067 |
|
S3 |
76.874 |
77.189 |
78.003 |
|
S4 |
76.184 |
76.499 |
77.814 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.647 |
82.663 |
79.280 |
|
R3 |
81.992 |
81.008 |
78.825 |
|
R2 |
80.337 |
80.337 |
78.673 |
|
R1 |
79.353 |
79.353 |
78.522 |
79.018 |
PP |
78.682 |
78.682 |
78.682 |
78.514 |
S1 |
77.698 |
77.698 |
78.218 |
77.363 |
S2 |
77.027 |
77.027 |
78.067 |
|
S3 |
75.372 |
76.043 |
77.915 |
|
S4 |
73.717 |
74.388 |
77.460 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.665 |
77.940 |
1.725 |
2.2% |
0.815 |
1.0% |
15% |
False |
True |
25,000 |
10 |
81.635 |
77.940 |
3.695 |
4.7% |
0.783 |
1.0% |
7% |
False |
True |
24,928 |
20 |
81.635 |
77.940 |
3.695 |
4.7% |
0.715 |
0.9% |
7% |
False |
True |
21,148 |
40 |
81.935 |
77.940 |
3.995 |
5.1% |
0.751 |
1.0% |
6% |
False |
True |
16,049 |
60 |
81.935 |
76.175 |
5.760 |
7.4% |
0.744 |
1.0% |
35% |
False |
False |
10,756 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.715 |
0.9% |
35% |
False |
False |
8,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.563 |
2.618 |
80.436 |
1.618 |
79.746 |
1.000 |
79.320 |
0.618 |
79.056 |
HIGH |
78.630 |
0.618 |
78.366 |
0.500 |
78.285 |
0.382 |
78.204 |
LOW |
77.940 |
0.618 |
77.514 |
1.000 |
77.250 |
1.618 |
76.824 |
2.618 |
76.134 |
4.250 |
75.008 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
78.285 |
78.640 |
PP |
78.254 |
78.491 |
S1 |
78.224 |
78.342 |
|