ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
78.590 |
78.280 |
-0.310 |
-0.4% |
78.170 |
High |
78.870 |
78.410 |
-0.460 |
-0.6% |
78.795 |
Low |
78.220 |
77.990 |
-0.230 |
-0.3% |
77.580 |
Close |
78.277 |
78.065 |
-0.212 |
-0.3% |
78.565 |
Range |
0.650 |
0.420 |
-0.230 |
-35.4% |
1.215 |
ATR |
0.652 |
0.636 |
-0.017 |
-2.5% |
0.000 |
Volume |
25,516 |
23,410 |
-2,106 |
-8.3% |
103,838 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.415 |
79.160 |
78.296 |
|
R3 |
78.995 |
78.740 |
78.181 |
|
R2 |
78.575 |
78.575 |
78.142 |
|
R1 |
78.320 |
78.320 |
78.104 |
78.238 |
PP |
78.155 |
78.155 |
78.155 |
78.114 |
S1 |
77.900 |
77.900 |
78.027 |
77.818 |
S2 |
77.735 |
77.735 |
77.988 |
|
S3 |
77.315 |
77.480 |
77.950 |
|
S4 |
76.895 |
77.060 |
77.834 |
|
|
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 |
77.990 |
0.990 |
1.3% |
0.539 |
0.7% |
8% |
False |
True |
20,459 |
10 |
78.980 |
77.565 |
1.415 |
1.8% |
0.573 |
0.7% |
35% |
False |
False |
20,922 |
20 |
79.095 |
77.000 |
2.095 |
2.7% |
0.633 |
0.8% |
51% |
False |
False |
21,629 |
40 |
81.635 |
77.000 |
4.635 |
5.9% |
0.654 |
0.8% |
23% |
False |
False |
20,805 |
60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.697 |
0.9% |
22% |
False |
False |
17,168 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.711 |
0.9% |
33% |
False |
False |
12,911 |
100 |
81.935 |
76.175 |
5.760 |
7.4% |
0.689 |
0.9% |
33% |
False |
False |
10,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.195 |
2.618 |
79.510 |
1.618 |
79.090 |
1.000 |
78.830 |
0.618 |
78.670 |
HIGH |
78.410 |
0.618 |
78.250 |
0.500 |
78.200 |
0.382 |
78.150 |
LOW |
77.990 |
0.618 |
77.730 |
1.000 |
77.570 |
1.618 |
77.310 |
2.618 |
76.890 |
4.250 |
76.205 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
78.200 |
78.430 |
PP |
78.155 |
78.308 |
S1 |
78.110 |
78.187 |
|