ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
78.230 |
78.495 |
0.265 |
0.3% |
78.170 |
High |
78.795 |
78.980 |
0.185 |
0.2% |
78.795 |
Low |
78.210 |
78.375 |
0.165 |
0.2% |
77.580 |
Close |
78.565 |
78.717 |
0.152 |
0.2% |
78.565 |
Range |
0.585 |
0.605 |
0.020 |
3.4% |
1.215 |
ATR |
0.674 |
0.669 |
-0.005 |
-0.7% |
0.000 |
Volume |
23,143 |
15,978 |
-7,165 |
-31.0% |
103,838 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.506 |
80.216 |
79.050 |
|
R3 |
79.901 |
79.611 |
78.883 |
|
R2 |
79.296 |
79.296 |
78.828 |
|
R1 |
79.006 |
79.006 |
78.772 |
79.151 |
PP |
78.691 |
78.691 |
78.691 |
78.763 |
S1 |
78.401 |
78.401 |
78.662 |
78.546 |
S2 |
78.086 |
78.086 |
78.606 |
|
S3 |
77.481 |
77.796 |
78.551 |
|
S4 |
76.876 |
77.191 |
78.384 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.958 |
81.477 |
79.233 |
|
R3 |
80.743 |
80.262 |
78.899 |
|
R2 |
79.528 |
79.528 |
78.788 |
|
R1 |
79.047 |
79.047 |
78.676 |
79.288 |
PP |
78.313 |
78.313 |
78.313 |
78.434 |
S1 |
77.832 |
77.832 |
78.454 |
78.073 |
S2 |
77.098 |
77.098 |
78.342 |
|
S3 |
75.883 |
76.617 |
78.231 |
|
S4 |
74.668 |
75.402 |
77.897 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.980 |
77.580 |
1.400 |
1.8% |
0.592 |
0.8% |
81% |
True |
False |
20,685 |
10 |
78.980 |
77.000 |
1.980 |
2.5% |
0.624 |
0.8% |
87% |
True |
False |
21,082 |
20 |
79.665 |
77.000 |
2.665 |
3.4% |
0.673 |
0.9% |
64% |
False |
False |
22,462 |
40 |
81.635 |
77.000 |
4.635 |
5.9% |
0.670 |
0.9% |
37% |
False |
False |
20,477 |
60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.711 |
0.9% |
35% |
False |
False |
16,124 |
80 |
81.935 |
76.175 |
5.760 |
7.3% |
0.714 |
0.9% |
44% |
False |
False |
12,122 |
100 |
81.935 |
76.175 |
5.760 |
7.3% |
0.689 |
0.9% |
44% |
False |
False |
9,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.551 |
2.618 |
80.564 |
1.618 |
79.959 |
1.000 |
79.585 |
0.618 |
79.354 |
HIGH |
78.980 |
0.618 |
78.749 |
0.500 |
78.678 |
0.382 |
78.606 |
LOW |
78.375 |
0.618 |
78.001 |
1.000 |
77.770 |
1.618 |
77.396 |
2.618 |
76.791 |
4.250 |
75.804 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
78.704 |
78.600 |
PP |
78.691 |
78.482 |
S1 |
78.678 |
78.365 |
|