ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
78.280 |
78.035 |
-0.245 |
-0.3% |
78.495 |
High |
78.410 |
78.295 |
-0.115 |
-0.1% |
78.980 |
Low |
77.990 |
77.570 |
-0.420 |
-0.5% |
77.570 |
Close |
78.065 |
77.720 |
-0.345 |
-0.4% |
77.720 |
Range |
0.420 |
0.725 |
0.305 |
72.6% |
1.410 |
ATR |
0.636 |
0.642 |
0.006 |
1.0% |
0.000 |
Volume |
23,410 |
22,965 |
-445 |
-1.9% |
102,119 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.037 |
79.603 |
78.119 |
|
R3 |
79.312 |
78.878 |
77.919 |
|
R2 |
78.587 |
78.587 |
77.853 |
|
R1 |
78.153 |
78.153 |
77.786 |
78.008 |
PP |
77.862 |
77.862 |
77.862 |
77.789 |
S1 |
77.428 |
77.428 |
77.654 |
77.283 |
S2 |
77.137 |
77.137 |
77.587 |
|
S3 |
76.412 |
76.703 |
77.521 |
|
S4 |
75.687 |
75.978 |
77.321 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.320 |
81.430 |
78.496 |
|
R3 |
80.910 |
80.020 |
78.108 |
|
R2 |
79.500 |
79.500 |
77.979 |
|
R1 |
78.610 |
78.610 |
77.849 |
78.350 |
PP |
78.090 |
78.090 |
78.090 |
77.960 |
S1 |
77.200 |
77.200 |
77.591 |
76.940 |
S2 |
76.680 |
76.680 |
77.462 |
|
S3 |
75.270 |
75.790 |
77.332 |
|
S4 |
73.860 |
74.380 |
76.945 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.980 |
77.570 |
1.410 |
1.8% |
0.567 |
0.7% |
11% |
False |
True |
20,423 |
10 |
78.980 |
77.570 |
1.410 |
1.8% |
0.569 |
0.7% |
11% |
False |
True |
20,595 |
20 |
78.980 |
77.000 |
1.980 |
2.5% |
0.615 |
0.8% |
36% |
False |
False |
21,771 |
40 |
81.635 |
77.000 |
4.635 |
6.0% |
0.660 |
0.8% |
16% |
False |
False |
21,087 |
60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.699 |
0.9% |
15% |
False |
False |
17,545 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.712 |
0.9% |
27% |
False |
False |
13,198 |
100 |
81.935 |
76.175 |
5.760 |
7.4% |
0.694 |
0.9% |
27% |
False |
False |
10,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.376 |
2.618 |
80.193 |
1.618 |
79.468 |
1.000 |
79.020 |
0.618 |
78.743 |
HIGH |
78.295 |
0.618 |
78.018 |
0.500 |
77.933 |
0.382 |
77.847 |
LOW |
77.570 |
0.618 |
77.122 |
1.000 |
76.845 |
1.618 |
76.397 |
2.618 |
75.672 |
4.250 |
74.489 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.933 |
78.220 |
PP |
77.862 |
78.053 |
S1 |
77.791 |
77.887 |
|