ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
81.300 |
80.760 |
-0.540 |
-0.7% |
81.320 |
| High |
81.300 |
80.760 |
-0.540 |
-0.7% |
81.505 |
| Low |
80.970 |
80.495 |
-0.475 |
-0.6% |
81.100 |
| Close |
81.094 |
81.080 |
-0.014 |
0.0% |
81.242 |
| Range |
0.330 |
0.265 |
-0.065 |
-19.7% |
0.405 |
| ATR |
0.370 |
0.387 |
0.016 |
4.4% |
0.000 |
| Volume |
6 |
5 |
-1 |
-16.7% |
37 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.573 |
81.592 |
81.226 |
|
| R3 |
81.308 |
81.327 |
81.153 |
|
| R2 |
81.043 |
81.043 |
81.129 |
|
| R1 |
81.062 |
81.062 |
81.104 |
81.053 |
| PP |
80.778 |
80.778 |
80.778 |
80.774 |
| S1 |
80.797 |
80.797 |
81.056 |
80.788 |
| S2 |
80.513 |
80.513 |
81.031 |
|
| S3 |
80.248 |
80.532 |
81.007 |
|
| S4 |
79.983 |
80.267 |
80.934 |
|
|
| 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 |
81.886 |
|
2.618 |
81.454 |
|
1.618 |
81.189 |
|
1.000 |
81.025 |
|
0.618 |
80.924 |
|
HIGH |
80.760 |
|
0.618 |
80.659 |
|
0.500 |
80.628 |
|
0.382 |
80.596 |
|
LOW |
80.495 |
|
0.618 |
80.331 |
|
1.000 |
80.230 |
|
1.618 |
80.066 |
|
2.618 |
79.801 |
|
4.250 |
79.369 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.929 |
81.053 |
| PP |
80.778 |
81.027 |
| S1 |
80.628 |
81.000 |
|