ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.760 |
77.140 |
-0.620 |
-0.8% |
78.310 |
High |
77.790 |
77.430 |
-0.360 |
-0.5% |
78.630 |
Low |
77.065 |
77.000 |
-0.065 |
-0.1% |
77.705 |
Close |
77.193 |
77.278 |
0.085 |
0.1% |
78.280 |
Range |
0.725 |
0.430 |
-0.295 |
-40.7% |
0.925 |
ATR |
0.721 |
0.700 |
-0.021 |
-2.9% |
0.000 |
Volume |
23,582 |
16,004 |
-7,578 |
-32.1% |
115,262 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.526 |
78.332 |
77.515 |
|
R3 |
78.096 |
77.902 |
77.396 |
|
R2 |
77.666 |
77.666 |
77.357 |
|
R1 |
77.472 |
77.472 |
77.317 |
77.569 |
PP |
77.236 |
77.236 |
77.236 |
77.285 |
S1 |
77.042 |
77.042 |
77.239 |
77.139 |
S2 |
76.806 |
76.806 |
77.199 |
|
S3 |
76.376 |
76.612 |
77.160 |
|
S4 |
75.946 |
76.182 |
77.042 |
|
|
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 |
77.000 |
1.470 |
1.9% |
0.650 |
0.8% |
19% |
False |
True |
22,086 |
10 |
79.340 |
77.000 |
2.340 |
3.0% |
0.681 |
0.9% |
12% |
False |
True |
22,271 |
20 |
81.635 |
77.000 |
4.635 |
6.0% |
0.714 |
0.9% |
6% |
False |
True |
24,601 |
40 |
81.635 |
77.000 |
4.635 |
6.0% |
0.696 |
0.9% |
6% |
False |
True |
19,707 |
60 |
81.935 |
77.000 |
4.935 |
6.4% |
0.727 |
0.9% |
6% |
False |
True |
13,291 |
80 |
81.935 |
76.175 |
5.760 |
7.5% |
0.724 |
0.9% |
19% |
False |
False |
9,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.258 |
2.618 |
78.556 |
1.618 |
78.126 |
1.000 |
77.860 |
0.618 |
77.696 |
HIGH |
77.430 |
0.618 |
77.266 |
0.500 |
77.215 |
0.382 |
77.164 |
LOW |
77.000 |
0.618 |
76.734 |
1.000 |
76.570 |
1.618 |
76.304 |
2.618 |
75.874 |
4.250 |
75.173 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.257 |
77.735 |
PP |
77.236 |
77.583 |
S1 |
77.215 |
77.430 |
|