ICE US Dollar Index Future March 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 |
80.985 |
80.275 |
-0.710 |
-0.9% |
80.840 |
| High |
81.010 |
80.760 |
-0.250 |
-0.3% |
81.185 |
| Low |
80.515 |
79.890 |
-0.625 |
-0.8% |
80.575 |
| Close |
80.635 |
80.670 |
0.035 |
0.0% |
80.832 |
| Range |
0.495 |
0.870 |
0.375 |
75.8% |
0.610 |
| ATR |
0.723 |
0.733 |
0.011 |
1.5% |
0.000 |
| Volume |
5,060 |
10,889 |
5,829 |
115.2% |
51,906 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.050 |
82.730 |
81.149 |
|
| R3 |
82.180 |
81.860 |
80.909 |
|
| R2 |
81.310 |
81.310 |
80.830 |
|
| R1 |
80.990 |
80.990 |
80.750 |
81.150 |
| PP |
80.440 |
80.440 |
80.440 |
80.520 |
| S1 |
80.120 |
80.120 |
80.590 |
80.280 |
| S2 |
79.570 |
79.570 |
80.511 |
|
| S3 |
78.700 |
79.250 |
80.431 |
|
| S4 |
77.830 |
78.380 |
80.192 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.694 |
82.373 |
81.168 |
|
| R3 |
82.084 |
81.763 |
81.000 |
|
| R2 |
81.474 |
81.474 |
80.944 |
|
| R1 |
81.153 |
81.153 |
80.888 |
81.009 |
| PP |
80.864 |
80.864 |
80.864 |
80.792 |
| S1 |
80.543 |
80.543 |
80.776 |
80.399 |
| S2 |
80.254 |
80.254 |
80.720 |
|
| S3 |
79.644 |
79.933 |
80.664 |
|
| S4 |
79.034 |
79.323 |
80.497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.185 |
79.890 |
1.295 |
1.6% |
0.592 |
0.7% |
60% |
False |
True |
10,442 |
| 10 |
81.185 |
79.145 |
2.040 |
2.5% |
0.663 |
0.8% |
75% |
False |
False |
14,811 |
| 20 |
81.935 |
79.145 |
2.790 |
3.5% |
0.767 |
1.0% |
55% |
False |
False |
11,734 |
| 40 |
81.935 |
76.175 |
5.760 |
7.1% |
0.759 |
0.9% |
78% |
False |
False |
5,953 |
| 60 |
81.935 |
76.175 |
5.760 |
7.1% |
0.727 |
0.9% |
78% |
False |
False |
3,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.458 |
|
2.618 |
83.038 |
|
1.618 |
82.168 |
|
1.000 |
81.630 |
|
0.618 |
81.298 |
|
HIGH |
80.760 |
|
0.618 |
80.428 |
|
0.500 |
80.325 |
|
0.382 |
80.222 |
|
LOW |
79.890 |
|
0.618 |
79.352 |
|
1.000 |
79.020 |
|
1.618 |
78.482 |
|
2.618 |
77.612 |
|
4.250 |
76.193 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.555 |
80.626 |
| PP |
80.440 |
80.582 |
| S1 |
80.325 |
80.538 |
|