ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
80.375 |
80.130 |
-0.245 |
-0.3% |
81.300 |
| High |
80.395 |
80.160 |
-0.235 |
-0.3% |
81.300 |
| Low |
80.005 |
79.525 |
-0.480 |
-0.6% |
79.525 |
| Close |
80.198 |
79.703 |
-0.495 |
-0.6% |
79.703 |
| Range |
0.390 |
0.635 |
0.245 |
62.8% |
1.775 |
| ATR |
0.381 |
0.402 |
0.021 |
5.5% |
0.000 |
| Volume |
4 |
33 |
29 |
725.0% |
109 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.701 |
81.337 |
80.052 |
|
| R3 |
81.066 |
80.702 |
79.878 |
|
| R2 |
80.431 |
80.431 |
79.819 |
|
| R1 |
80.067 |
80.067 |
79.761 |
79.932 |
| PP |
79.796 |
79.796 |
79.796 |
79.728 |
| S1 |
79.432 |
79.432 |
79.645 |
79.297 |
| S2 |
79.161 |
79.161 |
79.587 |
|
| S3 |
78.526 |
78.797 |
79.528 |
|
| S4 |
77.891 |
78.162 |
79.354 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.501 |
84.377 |
80.679 |
|
| R3 |
83.726 |
82.602 |
80.191 |
|
| R2 |
81.951 |
81.951 |
80.028 |
|
| R1 |
80.827 |
80.827 |
79.866 |
80.502 |
| PP |
80.176 |
80.176 |
80.176 |
80.013 |
| S1 |
79.052 |
79.052 |
79.540 |
78.727 |
| S2 |
78.401 |
78.401 |
79.378 |
|
| S3 |
76.626 |
77.277 |
79.215 |
|
| S4 |
74.851 |
75.502 |
78.727 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.859 |
|
2.618 |
81.822 |
|
1.618 |
81.187 |
|
1.000 |
80.795 |
|
0.618 |
80.552 |
|
HIGH |
80.160 |
|
0.618 |
79.917 |
|
0.500 |
79.843 |
|
0.382 |
79.768 |
|
LOW |
79.525 |
|
0.618 |
79.133 |
|
1.000 |
78.890 |
|
1.618 |
78.498 |
|
2.618 |
77.863 |
|
4.250 |
76.826 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.843 |
80.245 |
| PP |
79.796 |
80.064 |
| S1 |
79.750 |
79.884 |
|