ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
78.885 |
79.015 |
0.130 |
0.2% |
79.635 |
| High |
79.340 |
79.095 |
-0.245 |
-0.3% |
79.665 |
| Low |
78.600 |
78.010 |
-0.590 |
-0.8% |
78.010 |
| Close |
78.984 |
78.370 |
-0.614 |
-0.8% |
78.370 |
| Range |
0.740 |
1.085 |
0.345 |
46.6% |
1.655 |
| ATR |
0.730 |
0.755 |
0.025 |
3.5% |
0.000 |
| Volume |
24,532 |
20,115 |
-4,417 |
-18.0% |
99,957 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.747 |
81.143 |
78.967 |
|
| R3 |
80.662 |
80.058 |
78.668 |
|
| R2 |
79.577 |
79.577 |
78.569 |
|
| R1 |
78.973 |
78.973 |
78.469 |
78.733 |
| PP |
78.492 |
78.492 |
78.492 |
78.371 |
| S1 |
77.888 |
77.888 |
78.271 |
77.648 |
| S2 |
77.407 |
77.407 |
78.171 |
|
| S3 |
76.322 |
76.803 |
78.072 |
|
| S4 |
75.237 |
75.718 |
77.773 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.647 |
82.663 |
79.280 |
|
| R3 |
81.992 |
81.008 |
78.825 |
|
| R2 |
80.337 |
80.337 |
78.673 |
|
| R1 |
79.353 |
79.353 |
78.522 |
79.018 |
| PP |
78.682 |
78.682 |
78.682 |
78.514 |
| S1 |
77.698 |
77.698 |
78.218 |
77.363 |
| S2 |
77.027 |
77.027 |
78.067 |
|
| S3 |
75.372 |
76.043 |
77.915 |
|
| S4 |
73.717 |
74.388 |
77.460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.665 |
78.010 |
1.655 |
2.1% |
0.804 |
1.0% |
22% |
False |
True |
24,494 |
| 10 |
81.635 |
78.010 |
3.625 |
4.6% |
0.761 |
1.0% |
10% |
False |
True |
25,327 |
| 20 |
81.635 |
78.010 |
3.625 |
4.6% |
0.705 |
0.9% |
10% |
False |
True |
20,403 |
| 40 |
81.935 |
78.010 |
3.925 |
5.0% |
0.741 |
0.9% |
9% |
False |
True |
15,432 |
| 60 |
81.935 |
76.175 |
5.760 |
7.3% |
0.744 |
0.9% |
38% |
False |
False |
10,340 |
| 80 |
81.935 |
76.175 |
5.760 |
7.3% |
0.714 |
0.9% |
38% |
False |
False |
7,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.706 |
|
2.618 |
81.936 |
|
1.618 |
80.851 |
|
1.000 |
80.180 |
|
0.618 |
79.766 |
|
HIGH |
79.095 |
|
0.618 |
78.681 |
|
0.500 |
78.553 |
|
0.382 |
78.424 |
|
LOW |
78.010 |
|
0.618 |
77.339 |
|
1.000 |
76.925 |
|
1.618 |
76.254 |
|
2.618 |
75.169 |
|
4.250 |
73.399 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
78.553 |
78.675 |
| PP |
78.492 |
78.573 |
| S1 |
78.431 |
78.472 |
|