ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
78.495 |
78.630 |
0.135 |
0.2% |
78.170 |
High |
78.980 |
78.830 |
-0.150 |
-0.2% |
78.795 |
Low |
78.375 |
78.395 |
0.020 |
0.0% |
77.580 |
Close |
78.717 |
78.660 |
-0.057 |
-0.1% |
78.565 |
Range |
0.605 |
0.435 |
-0.170 |
-28.1% |
1.215 |
ATR |
0.669 |
0.652 |
-0.017 |
-2.5% |
0.000 |
Volume |
15,978 |
14,250 |
-1,728 |
-10.8% |
103,838 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.933 |
79.732 |
78.899 |
|
R3 |
79.498 |
79.297 |
78.780 |
|
R2 |
79.063 |
79.063 |
78.740 |
|
R1 |
78.862 |
78.862 |
78.700 |
78.963 |
PP |
78.628 |
78.628 |
78.628 |
78.679 |
S1 |
78.427 |
78.427 |
78.620 |
78.528 |
S2 |
78.193 |
78.193 |
78.580 |
|
S3 |
77.758 |
77.992 |
78.540 |
|
S4 |
77.323 |
77.557 |
78.421 |
|
|
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% |
0.583 |
0.7% |
77% |
False |
False |
19,614 |
10 |
78.980 |
77.000 |
1.980 |
2.5% |
0.595 |
0.8% |
84% |
False |
False |
20,148 |
20 |
79.340 |
77.000 |
2.340 |
3.0% |
0.649 |
0.8% |
71% |
False |
False |
21,523 |
40 |
81.635 |
77.000 |
4.635 |
5.9% |
0.653 |
0.8% |
36% |
False |
False |
20,334 |
60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.710 |
0.9% |
34% |
False |
False |
16,358 |
80 |
81.935 |
76.175 |
5.760 |
7.3% |
0.708 |
0.9% |
43% |
False |
False |
12,300 |
100 |
81.935 |
76.175 |
5.760 |
7.3% |
0.686 |
0.9% |
43% |
False |
False |
9,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.679 |
2.618 |
79.969 |
1.618 |
79.534 |
1.000 |
79.265 |
0.618 |
79.099 |
HIGH |
78.830 |
0.618 |
78.664 |
0.500 |
78.613 |
0.382 |
78.561 |
LOW |
78.395 |
0.618 |
78.126 |
1.000 |
77.960 |
1.618 |
77.691 |
2.618 |
77.256 |
4.250 |
76.546 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
78.644 |
78.638 |
PP |
78.628 |
78.617 |
S1 |
78.613 |
78.595 |
|