ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
77.845 |
78.455 |
0.610 |
0.8% |
78.310 |
High |
78.425 |
78.470 |
0.045 |
0.1% |
78.630 |
Low |
77.705 |
77.665 |
-0.040 |
-0.1% |
77.705 |
Close |
78.280 |
77.850 |
-0.430 |
-0.5% |
78.280 |
Range |
0.720 |
0.805 |
0.085 |
11.8% |
0.925 |
ATR |
0.709 |
0.716 |
0.007 |
1.0% |
0.000 |
Volume |
25,486 |
23,216 |
-2,270 |
-8.9% |
115,262 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.410 |
79.935 |
78.293 |
|
R3 |
79.605 |
79.130 |
78.071 |
|
R2 |
78.800 |
78.800 |
77.998 |
|
R1 |
78.325 |
78.325 |
77.924 |
78.160 |
PP |
77.995 |
77.995 |
77.995 |
77.913 |
S1 |
77.520 |
77.520 |
77.776 |
77.355 |
S2 |
77.190 |
77.190 |
77.702 |
|
S3 |
76.385 |
76.715 |
77.629 |
|
S4 |
75.580 |
75.910 |
77.407 |
|
|
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 |
78.570 |
77.665 |
0.905 |
1.2% |
0.628 |
0.8% |
20% |
False |
True |
22,686 |
10 |
79.665 |
77.665 |
2.000 |
2.6% |
0.722 |
0.9% |
9% |
False |
True |
23,843 |
20 |
81.635 |
77.665 |
3.970 |
5.1% |
0.714 |
0.9% |
5% |
False |
True |
24,326 |
40 |
81.635 |
77.665 |
3.970 |
5.1% |
0.721 |
0.9% |
5% |
False |
True |
18,835 |
60 |
81.935 |
76.330 |
5.605 |
7.2% |
0.733 |
0.9% |
27% |
False |
False |
12,635 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.722 |
0.9% |
29% |
False |
False |
9,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.891 |
2.618 |
80.577 |
1.618 |
79.772 |
1.000 |
79.275 |
0.618 |
78.967 |
HIGH |
78.470 |
0.618 |
78.162 |
0.500 |
78.068 |
0.382 |
77.973 |
LOW |
77.665 |
0.618 |
77.168 |
1.000 |
76.860 |
1.618 |
76.363 |
2.618 |
75.558 |
4.250 |
74.244 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
78.068 |
78.068 |
PP |
77.995 |
77.995 |
S1 |
77.923 |
77.923 |
|