ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
80.485 |
80.550 |
0.065 |
0.1% |
79.600 |
| High |
80.710 |
80.685 |
-0.025 |
0.0% |
80.820 |
| Low |
80.210 |
79.425 |
-0.785 |
-1.0% |
79.530 |
| Close |
80.454 |
79.606 |
-0.848 |
-1.1% |
80.454 |
| Range |
0.500 |
1.260 |
0.760 |
152.0% |
1.290 |
| ATR |
0.781 |
0.815 |
0.034 |
4.4% |
0.000 |
| Volume |
18,914 |
20,625 |
1,711 |
9.0% |
63,375 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.685 |
82.906 |
80.299 |
|
| R3 |
82.425 |
81.646 |
79.953 |
|
| R2 |
81.165 |
81.165 |
79.837 |
|
| R1 |
80.386 |
80.386 |
79.722 |
80.146 |
| PP |
79.905 |
79.905 |
79.905 |
79.785 |
| S1 |
79.126 |
79.126 |
79.491 |
78.886 |
| S2 |
78.645 |
78.645 |
79.375 |
|
| S3 |
77.385 |
77.866 |
79.260 |
|
| S4 |
76.125 |
76.606 |
78.913 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.138 |
83.586 |
81.164 |
|
| R3 |
82.848 |
82.296 |
80.809 |
|
| R2 |
81.558 |
81.558 |
80.691 |
|
| R1 |
81.006 |
81.006 |
80.572 |
81.282 |
| PP |
80.268 |
80.268 |
80.268 |
80.406 |
| S1 |
79.716 |
79.716 |
80.336 |
79.992 |
| S2 |
78.978 |
78.978 |
80.218 |
|
| S3 |
77.688 |
78.426 |
80.099 |
|
| S4 |
76.398 |
77.136 |
79.745 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.040 |
|
2.618 |
83.984 |
|
1.618 |
82.724 |
|
1.000 |
81.945 |
|
0.618 |
81.464 |
|
HIGH |
80.685 |
|
0.618 |
80.204 |
|
0.500 |
80.055 |
|
0.382 |
79.906 |
|
LOW |
79.425 |
|
0.618 |
78.646 |
|
1.000 |
78.165 |
|
1.618 |
77.386 |
|
2.618 |
76.126 |
|
4.250 |
74.070 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.055 |
80.123 |
| PP |
79.905 |
79.950 |
| S1 |
79.756 |
79.778 |
|