ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
81.420 |
81.300 |
-0.120 |
-0.1% |
81.320 |
High |
81.505 |
81.300 |
-0.205 |
-0.3% |
81.505 |
Low |
81.210 |
80.970 |
-0.240 |
-0.3% |
81.100 |
Close |
81.242 |
81.094 |
-0.148 |
-0.2% |
81.242 |
Range |
0.295 |
0.330 |
0.035 |
11.9% |
0.405 |
ATR |
0.373 |
0.370 |
-0.003 |
-0.8% |
0.000 |
Volume |
1 |
6 |
5 |
500.0% |
37 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.111 |
81.933 |
81.276 |
|
R3 |
81.781 |
81.603 |
81.185 |
|
R2 |
81.451 |
81.451 |
81.155 |
|
R1 |
81.273 |
81.273 |
81.124 |
81.197 |
PP |
81.121 |
81.121 |
81.121 |
81.084 |
S1 |
80.943 |
80.943 |
81.064 |
80.867 |
S2 |
80.791 |
80.791 |
81.034 |
|
S3 |
80.461 |
80.613 |
81.003 |
|
S4 |
80.131 |
80.283 |
80.913 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.497 |
82.275 |
81.465 |
|
R3 |
82.092 |
81.870 |
81.353 |
|
R2 |
81.687 |
81.687 |
81.316 |
|
R1 |
81.465 |
81.465 |
81.279 |
81.374 |
PP |
81.282 |
81.282 |
81.282 |
81.237 |
S1 |
81.060 |
81.060 |
81.205 |
80.969 |
S2 |
80.877 |
80.877 |
81.168 |
|
S3 |
80.472 |
80.655 |
81.131 |
|
S4 |
80.067 |
80.250 |
81.019 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.703 |
2.618 |
82.164 |
1.618 |
81.834 |
1.000 |
81.630 |
0.618 |
81.504 |
HIGH |
81.300 |
0.618 |
81.174 |
0.500 |
81.135 |
0.382 |
81.096 |
LOW |
80.970 |
0.618 |
80.766 |
1.000 |
80.640 |
1.618 |
80.436 |
2.618 |
80.106 |
4.250 |
79.568 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
81.135 |
81.238 |
PP |
81.121 |
81.190 |
S1 |
81.108 |
81.142 |
|