ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
78.310 |
78.155 |
-0.155 |
-0.2% |
79.635 |
High |
78.630 |
78.570 |
-0.060 |
-0.1% |
79.665 |
Low |
77.940 |
77.950 |
0.010 |
0.0% |
78.010 |
Close |
78.193 |
78.145 |
-0.048 |
-0.1% |
78.370 |
Range |
0.690 |
0.620 |
-0.070 |
-10.1% |
1.655 |
ATR |
0.751 |
0.741 |
-0.009 |
-1.2% |
0.000 |
Volume |
25,047 |
21,612 |
-3,435 |
-13.7% |
99,957 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.082 |
79.733 |
78.486 |
|
R3 |
79.462 |
79.113 |
78.316 |
|
R2 |
78.842 |
78.842 |
78.259 |
|
R1 |
78.493 |
78.493 |
78.202 |
78.358 |
PP |
78.222 |
78.222 |
78.222 |
78.154 |
S1 |
77.873 |
77.873 |
78.088 |
77.738 |
S2 |
77.602 |
77.602 |
78.031 |
|
S3 |
76.982 |
77.253 |
77.975 |
|
S4 |
76.362 |
76.633 |
77.804 |
|
|
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 |
79.340 |
77.940 |
1.400 |
1.8% |
0.757 |
1.0% |
15% |
False |
False |
22,714 |
10 |
81.450 |
77.940 |
3.510 |
4.5% |
0.793 |
1.0% |
6% |
False |
False |
25,186 |
20 |
81.635 |
77.940 |
3.695 |
4.7% |
0.722 |
0.9% |
6% |
False |
False |
21,975 |
40 |
81.935 |
77.940 |
3.995 |
5.1% |
0.748 |
1.0% |
5% |
False |
False |
16,588 |
60 |
81.935 |
76.175 |
5.760 |
7.4% |
0.740 |
0.9% |
34% |
False |
False |
11,114 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.719 |
0.9% |
34% |
False |
False |
8,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.205 |
2.618 |
80.193 |
1.618 |
79.573 |
1.000 |
79.190 |
0.618 |
78.953 |
HIGH |
78.570 |
0.618 |
78.333 |
0.500 |
78.260 |
0.382 |
78.187 |
LOW |
77.950 |
0.618 |
77.567 |
1.000 |
77.330 |
1.618 |
76.947 |
2.618 |
76.327 |
4.250 |
75.315 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
78.260 |
78.518 |
PP |
78.222 |
78.393 |
S1 |
78.183 |
78.269 |
|