ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
79.470 |
79.305 |
-0.165 |
-0.2% |
81.845 |
High |
79.470 |
79.705 |
0.235 |
0.3% |
81.985 |
Low |
78.875 |
79.015 |
0.140 |
0.2% |
79.415 |
Close |
79.181 |
79.349 |
0.168 |
0.2% |
79.756 |
Range |
0.595 |
0.690 |
0.095 |
16.0% |
2.570 |
ATR |
0.536 |
0.547 |
0.011 |
2.1% |
0.000 |
Volume |
136 |
120 |
-16 |
-11.8% |
645 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.426 |
81.078 |
79.729 |
|
R3 |
80.736 |
80.388 |
79.539 |
|
R2 |
80.046 |
80.046 |
79.476 |
|
R1 |
79.698 |
79.698 |
79.412 |
79.872 |
PP |
79.356 |
79.356 |
79.356 |
79.444 |
S1 |
79.008 |
79.008 |
79.286 |
79.182 |
S2 |
78.666 |
78.666 |
79.223 |
|
S3 |
77.976 |
78.318 |
79.159 |
|
S4 |
77.286 |
77.628 |
78.970 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.095 |
86.496 |
81.170 |
|
R3 |
85.525 |
83.926 |
80.463 |
|
R2 |
82.955 |
82.955 |
80.227 |
|
R1 |
81.356 |
81.356 |
79.992 |
80.871 |
PP |
80.385 |
80.385 |
80.385 |
80.143 |
S1 |
78.786 |
78.786 |
79.520 |
78.301 |
S2 |
77.815 |
77.815 |
79.285 |
|
S3 |
75.245 |
76.216 |
79.049 |
|
S4 |
72.675 |
73.646 |
78.343 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.638 |
2.618 |
81.511 |
1.618 |
80.821 |
1.000 |
80.395 |
0.618 |
80.131 |
HIGH |
79.705 |
0.618 |
79.441 |
0.500 |
79.360 |
0.382 |
79.279 |
LOW |
79.015 |
0.618 |
78.589 |
1.000 |
78.325 |
1.618 |
77.899 |
2.618 |
77.209 |
4.250 |
76.083 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
79.360 |
79.480 |
PP |
79.356 |
79.436 |
S1 |
79.353 |
79.393 |
|