ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 28-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
77.855 |
77.845 |
-0.010 |
0.0% |
78.310 |
High |
78.280 |
78.425 |
0.145 |
0.2% |
78.630 |
Low |
77.710 |
77.705 |
-0.005 |
0.0% |
77.705 |
Close |
77.854 |
78.280 |
0.426 |
0.5% |
78.280 |
Range |
0.570 |
0.720 |
0.150 |
26.3% |
0.925 |
ATR |
0.708 |
0.709 |
0.001 |
0.1% |
0.000 |
Volume |
22,142 |
25,486 |
3,344 |
15.1% |
115,262 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.297 |
80.008 |
78.676 |
|
R3 |
79.577 |
79.288 |
78.478 |
|
R2 |
78.857 |
78.857 |
78.412 |
|
R1 |
78.568 |
78.568 |
78.346 |
78.713 |
PP |
78.137 |
78.137 |
78.137 |
78.209 |
S1 |
77.848 |
77.848 |
78.214 |
77.993 |
S2 |
77.417 |
77.417 |
78.148 |
|
S3 |
76.697 |
77.128 |
78.082 |
|
S4 |
75.977 |
76.408 |
77.884 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.980 |
80.555 |
78.789 |
|
R3 |
80.055 |
79.630 |
78.534 |
|
R2 |
79.130 |
79.130 |
78.450 |
|
R1 |
78.705 |
78.705 |
78.365 |
78.455 |
PP |
78.205 |
78.205 |
78.205 |
78.080 |
S1 |
77.780 |
77.780 |
78.195 |
77.530 |
S2 |
77.280 |
77.280 |
78.110 |
|
S3 |
76.355 |
76.855 |
78.026 |
|
S4 |
75.430 |
75.930 |
77.771 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.630 |
77.705 |
0.925 |
1.2% |
0.605 |
0.8% |
62% |
False |
True |
23,052 |
10 |
79.665 |
77.705 |
1.960 |
2.5% |
0.705 |
0.9% |
29% |
False |
True |
23,773 |
20 |
81.635 |
77.705 |
3.930 |
5.0% |
0.712 |
0.9% |
15% |
False |
True |
23,758 |
40 |
81.635 |
77.705 |
3.930 |
5.0% |
0.725 |
0.9% |
15% |
False |
True |
18,272 |
60 |
81.935 |
76.175 |
5.760 |
7.4% |
0.733 |
0.9% |
37% |
False |
False |
12,251 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.719 |
0.9% |
37% |
False |
False |
9,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.485 |
2.618 |
80.310 |
1.618 |
79.590 |
1.000 |
79.145 |
0.618 |
78.870 |
HIGH |
78.425 |
0.618 |
78.150 |
0.500 |
78.065 |
0.382 |
77.980 |
LOW |
77.705 |
0.618 |
77.260 |
1.000 |
76.985 |
1.618 |
76.540 |
2.618 |
75.820 |
4.250 |
74.645 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
78.208 |
78.208 |
PP |
78.137 |
78.137 |
S1 |
78.065 |
78.065 |
|