ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.140 |
77.225 |
0.085 |
0.1% |
78.310 |
High |
77.430 |
77.995 |
0.565 |
0.7% |
78.630 |
Low |
77.000 |
77.135 |
0.135 |
0.2% |
77.705 |
Close |
77.278 |
77.867 |
0.589 |
0.8% |
78.280 |
Range |
0.430 |
0.860 |
0.430 |
100.0% |
0.925 |
ATR |
0.700 |
0.711 |
0.011 |
1.6% |
0.000 |
Volume |
16,004 |
25,190 |
9,186 |
57.4% |
115,262 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.246 |
79.916 |
78.340 |
|
R3 |
79.386 |
79.056 |
78.104 |
|
R2 |
78.526 |
78.526 |
78.025 |
|
R1 |
78.196 |
78.196 |
77.946 |
78.361 |
PP |
77.666 |
77.666 |
77.666 |
77.748 |
S1 |
77.336 |
77.336 |
77.788 |
77.501 |
S2 |
76.806 |
76.806 |
77.709 |
|
S3 |
75.946 |
76.476 |
77.631 |
|
S4 |
75.086 |
75.616 |
77.394 |
|
|
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% |
0.708 |
0.9% |
59% |
False |
False |
22,695 |
10 |
79.095 |
77.000 |
2.095 |
2.7% |
0.693 |
0.9% |
41% |
False |
False |
22,336 |
20 |
81.635 |
77.000 |
4.635 |
6.0% |
0.711 |
0.9% |
19% |
False |
False |
24,395 |
40 |
81.635 |
77.000 |
4.635 |
6.0% |
0.694 |
0.9% |
19% |
False |
False |
20,223 |
60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.722 |
0.9% |
18% |
False |
False |
13,710 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.728 |
0.9% |
29% |
False |
False |
10,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.650 |
2.618 |
80.246 |
1.618 |
79.386 |
1.000 |
78.855 |
0.618 |
78.526 |
HIGH |
77.995 |
0.618 |
77.666 |
0.500 |
77.565 |
0.382 |
77.464 |
LOW |
77.135 |
0.618 |
76.604 |
1.000 |
76.275 |
1.618 |
75.744 |
2.618 |
74.884 |
4.250 |
73.480 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.766 |
77.744 |
PP |
77.666 |
77.621 |
S1 |
77.565 |
77.498 |
|