ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
78.455 |
77.760 |
-0.695 |
-0.9% |
78.310 |
High |
78.470 |
77.790 |
-0.680 |
-0.9% |
78.630 |
Low |
77.665 |
77.065 |
-0.600 |
-0.8% |
77.705 |
Close |
77.850 |
77.193 |
-0.657 |
-0.8% |
78.280 |
Range |
0.805 |
0.725 |
-0.080 |
-9.9% |
0.925 |
ATR |
0.716 |
0.721 |
0.005 |
0.7% |
0.000 |
Volume |
23,216 |
23,582 |
366 |
1.6% |
115,262 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.524 |
79.084 |
77.592 |
|
R3 |
78.799 |
78.359 |
77.392 |
|
R2 |
78.074 |
78.074 |
77.326 |
|
R1 |
77.634 |
77.634 |
77.259 |
77.492 |
PP |
77.349 |
77.349 |
77.349 |
77.278 |
S1 |
76.909 |
76.909 |
77.127 |
76.767 |
S2 |
76.624 |
76.624 |
77.060 |
|
S3 |
75.899 |
76.184 |
76.994 |
|
S4 |
75.174 |
75.459 |
76.794 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.980 |
80.555 |
78.789 |
|
R3 |
80.055 |
79.630 |
78.534 |
|
R2 |
79.130 |
79.130 |
78.450 |
|
R1 |
78.705 |
78.705 |
78.365 |
78.455 |
PP |
78.205 |
78.205 |
78.205 |
78.080 |
S1 |
77.780 |
77.780 |
78.195 |
77.530 |
S2 |
77.280 |
77.280 |
78.110 |
|
S3 |
76.355 |
76.855 |
78.026 |
|
S4 |
75.430 |
75.930 |
77.771 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.470 |
77.065 |
1.405 |
1.8% |
0.649 |
0.8% |
9% |
False |
True |
23,080 |
10 |
79.340 |
77.065 |
2.275 |
2.9% |
0.703 |
0.9% |
6% |
False |
True |
22,897 |
20 |
81.635 |
77.065 |
4.570 |
5.9% |
0.725 |
0.9% |
3% |
False |
True |
24,569 |
40 |
81.635 |
77.065 |
4.570 |
5.9% |
0.708 |
0.9% |
3% |
False |
True |
19,403 |
60 |
81.935 |
76.965 |
4.970 |
6.4% |
0.731 |
0.9% |
5% |
False |
False |
13,027 |
80 |
81.935 |
76.175 |
5.760 |
7.5% |
0.725 |
0.9% |
18% |
False |
False |
9,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.871 |
2.618 |
79.688 |
1.618 |
78.963 |
1.000 |
78.515 |
0.618 |
78.238 |
HIGH |
77.790 |
0.618 |
77.513 |
0.500 |
77.428 |
0.382 |
77.342 |
LOW |
77.065 |
0.618 |
76.617 |
1.000 |
76.340 |
1.618 |
75.892 |
2.618 |
75.167 |
4.250 |
73.984 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.428 |
77.768 |
PP |
77.349 |
77.576 |
S1 |
77.271 |
77.385 |
|