ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.940 |
78.170 |
0.230 |
0.3% |
78.455 |
High |
78.325 |
78.440 |
0.115 |
0.1% |
78.470 |
Low |
77.565 |
77.940 |
0.375 |
0.5% |
77.000 |
Close |
78.180 |
78.122 |
-0.058 |
-0.1% |
78.180 |
Range |
0.760 |
0.500 |
-0.260 |
-34.2% |
1.470 |
ATR |
0.715 |
0.700 |
-0.015 |
-2.1% |
0.000 |
Volume |
26,228 |
16,389 |
-9,839 |
-37.5% |
114,220 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.667 |
79.395 |
78.397 |
|
R3 |
79.167 |
78.895 |
78.260 |
|
R2 |
78.667 |
78.667 |
78.214 |
|
R1 |
78.395 |
78.395 |
78.168 |
78.281 |
PP |
78.167 |
78.167 |
78.167 |
78.111 |
S1 |
77.895 |
77.895 |
78.076 |
77.781 |
S2 |
77.667 |
77.667 |
78.030 |
|
S3 |
77.167 |
77.395 |
77.985 |
|
S4 |
76.667 |
76.895 |
77.847 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.293 |
81.707 |
78.989 |
|
R3 |
80.823 |
80.237 |
78.584 |
|
R2 |
79.353 |
79.353 |
78.450 |
|
R1 |
78.767 |
78.767 |
78.315 |
78.325 |
PP |
77.883 |
77.883 |
77.883 |
77.663 |
S1 |
77.297 |
77.297 |
78.045 |
76.855 |
S2 |
76.413 |
76.413 |
77.911 |
|
S3 |
74.943 |
75.827 |
77.776 |
|
S4 |
73.473 |
74.357 |
77.372 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.440 |
77.000 |
1.440 |
1.8% |
0.655 |
0.8% |
78% |
True |
False |
21,478 |
10 |
78.570 |
77.000 |
1.570 |
2.0% |
0.642 |
0.8% |
71% |
False |
False |
22,082 |
20 |
81.635 |
77.000 |
4.635 |
5.9% |
0.712 |
0.9% |
24% |
False |
False |
23,505 |
40 |
81.635 |
77.000 |
4.635 |
5.9% |
0.694 |
0.9% |
24% |
False |
False |
20,387 |
60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.720 |
0.9% |
23% |
False |
False |
14,416 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.733 |
0.9% |
34% |
False |
False |
10,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.565 |
2.618 |
79.749 |
1.618 |
79.249 |
1.000 |
78.940 |
0.618 |
78.749 |
HIGH |
78.440 |
0.618 |
78.249 |
0.500 |
78.190 |
0.382 |
78.131 |
LOW |
77.940 |
0.618 |
77.631 |
1.000 |
77.440 |
1.618 |
77.131 |
2.618 |
76.631 |
4.250 |
75.815 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
78.190 |
78.011 |
PP |
78.167 |
77.899 |
S1 |
78.145 |
77.788 |
|