ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
78.135 |
78.055 |
-0.080 |
-0.1% |
78.455 |
High |
78.195 |
78.185 |
-0.010 |
0.0% |
78.470 |
Low |
77.715 |
77.580 |
-0.135 |
-0.2% |
77.000 |
Close |
78.094 |
77.721 |
-0.373 |
-0.5% |
78.180 |
Range |
0.480 |
0.605 |
0.125 |
26.0% |
1.470 |
ATR |
0.684 |
0.678 |
-0.006 |
-0.8% |
0.000 |
Volume |
19,607 |
22,374 |
2,767 |
14.1% |
114,220 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.644 |
79.287 |
78.054 |
|
R3 |
79.039 |
78.682 |
77.887 |
|
R2 |
78.434 |
78.434 |
77.832 |
|
R1 |
78.077 |
78.077 |
77.776 |
77.953 |
PP |
77.829 |
77.829 |
77.829 |
77.767 |
S1 |
77.472 |
77.472 |
77.666 |
77.348 |
S2 |
77.224 |
77.224 |
77.610 |
|
S3 |
76.619 |
76.867 |
77.555 |
|
S4 |
76.014 |
76.262 |
77.388 |
|
|
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 |
77.135 |
1.305 |
1.7% |
0.641 |
0.8% |
45% |
False |
False |
21,957 |
10 |
78.470 |
77.000 |
1.470 |
1.9% |
0.646 |
0.8% |
49% |
False |
False |
22,021 |
20 |
81.145 |
77.000 |
4.145 |
5.3% |
0.720 |
0.9% |
17% |
False |
False |
23,871 |
40 |
81.635 |
77.000 |
4.635 |
6.0% |
0.677 |
0.9% |
16% |
False |
False |
20,448 |
60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.714 |
0.9% |
15% |
False |
False |
15,111 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.727 |
0.9% |
27% |
False |
False |
11,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.756 |
2.618 |
79.769 |
1.618 |
79.164 |
1.000 |
78.790 |
0.618 |
78.559 |
HIGH |
78.185 |
0.618 |
77.954 |
0.500 |
77.883 |
0.382 |
77.811 |
LOW |
77.580 |
0.618 |
77.206 |
1.000 |
76.975 |
1.618 |
76.601 |
2.618 |
75.996 |
4.250 |
75.009 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.883 |
78.010 |
PP |
77.829 |
77.914 |
S1 |
77.775 |
77.817 |
|