ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
78.155 |
78.135 |
-0.020 |
0.0% |
79.635 |
High |
78.570 |
78.235 |
-0.335 |
-0.4% |
79.665 |
Low |
77.950 |
77.810 |
-0.140 |
-0.2% |
78.010 |
Close |
78.145 |
77.880 |
-0.265 |
-0.3% |
78.370 |
Range |
0.620 |
0.425 |
-0.195 |
-31.5% |
1.655 |
ATR |
0.741 |
0.719 |
-0.023 |
-3.0% |
0.000 |
Volume |
21,612 |
20,975 |
-637 |
-2.9% |
99,957 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.250 |
78.990 |
78.114 |
|
R3 |
78.825 |
78.565 |
77.997 |
|
R2 |
78.400 |
78.400 |
77.958 |
|
R1 |
78.140 |
78.140 |
77.919 |
78.058 |
PP |
77.975 |
77.975 |
77.975 |
77.934 |
S1 |
77.715 |
77.715 |
77.841 |
77.633 |
S2 |
77.550 |
77.550 |
77.802 |
|
S3 |
77.125 |
77.290 |
77.763 |
|
S4 |
76.700 |
76.865 |
77.646 |
|
|
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 |
77.810 |
1.530 |
2.0% |
0.712 |
0.9% |
5% |
False |
True |
22,456 |
10 |
81.145 |
77.810 |
3.335 |
4.3% |
0.794 |
1.0% |
2% |
False |
True |
25,720 |
20 |
81.635 |
77.810 |
3.825 |
4.9% |
0.699 |
0.9% |
2% |
False |
True |
22,480 |
40 |
81.935 |
77.810 |
4.125 |
5.3% |
0.733 |
0.9% |
2% |
False |
True |
17,107 |
60 |
81.935 |
76.175 |
5.760 |
7.4% |
0.739 |
0.9% |
30% |
False |
False |
11,462 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.720 |
0.9% |
30% |
False |
False |
8,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.041 |
2.618 |
79.348 |
1.618 |
78.923 |
1.000 |
78.660 |
0.618 |
78.498 |
HIGH |
78.235 |
0.618 |
78.073 |
0.500 |
78.023 |
0.382 |
77.972 |
LOW |
77.810 |
0.618 |
77.547 |
1.000 |
77.385 |
1.618 |
77.122 |
2.618 |
76.697 |
4.250 |
76.004 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
78.023 |
78.220 |
PP |
77.975 |
78.107 |
S1 |
77.928 |
77.993 |
|