ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
78.055 |
77.760 |
-0.295 |
-0.4% |
78.455 |
High |
78.185 |
78.435 |
0.250 |
0.3% |
78.470 |
Low |
77.580 |
77.750 |
0.170 |
0.2% |
77.000 |
Close |
77.721 |
78.327 |
0.606 |
0.8% |
78.180 |
Range |
0.605 |
0.685 |
0.080 |
13.2% |
1.470 |
ATR |
0.678 |
0.681 |
0.003 |
0.4% |
0.000 |
Volume |
22,374 |
22,325 |
-49 |
-0.2% |
114,220 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.226 |
79.961 |
78.704 |
|
R3 |
79.541 |
79.276 |
78.515 |
|
R2 |
78.856 |
78.856 |
78.453 |
|
R1 |
78.591 |
78.591 |
78.390 |
78.724 |
PP |
78.171 |
78.171 |
78.171 |
78.237 |
S1 |
77.906 |
77.906 |
78.264 |
78.039 |
S2 |
77.486 |
77.486 |
78.201 |
|
S3 |
76.801 |
77.221 |
78.139 |
|
S4 |
76.116 |
76.536 |
77.950 |
|
|
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 |
77.565 |
0.875 |
1.1% |
0.606 |
0.8% |
87% |
False |
False |
21,384 |
10 |
78.470 |
77.000 |
1.470 |
1.9% |
0.657 |
0.8% |
90% |
False |
False |
22,040 |
20 |
80.445 |
77.000 |
3.445 |
4.4% |
0.707 |
0.9% |
39% |
False |
False |
23,288 |
40 |
81.635 |
77.000 |
4.635 |
5.9% |
0.676 |
0.9% |
29% |
False |
False |
20,476 |
60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.708 |
0.9% |
27% |
False |
False |
15,481 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.720 |
0.9% |
37% |
False |
False |
11,634 |
100 |
81.935 |
76.175 |
5.760 |
7.4% |
0.684 |
0.9% |
37% |
False |
False |
9,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.346 |
2.618 |
80.228 |
1.618 |
79.543 |
1.000 |
79.120 |
0.618 |
78.858 |
HIGH |
78.435 |
0.618 |
78.173 |
0.500 |
78.093 |
0.382 |
78.012 |
LOW |
77.750 |
0.618 |
77.327 |
1.000 |
77.065 |
1.618 |
76.642 |
2.618 |
75.957 |
4.250 |
74.839 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
78.249 |
78.221 |
PP |
78.171 |
78.114 |
S1 |
78.093 |
78.008 |
|