ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
78.035 |
77.880 |
-0.155 |
-0.2% |
78.495 |
High |
78.295 |
78.390 |
0.095 |
0.1% |
78.980 |
Low |
77.570 |
77.635 |
0.065 |
0.1% |
77.570 |
Close |
77.720 |
77.870 |
0.150 |
0.2% |
77.720 |
Range |
0.725 |
0.755 |
0.030 |
4.1% |
1.410 |
ATR |
0.642 |
0.650 |
0.008 |
1.3% |
0.000 |
Volume |
22,965 |
0 |
-22,965 |
-100.0% |
102,119 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.230 |
79.805 |
78.285 |
|
R3 |
79.475 |
79.050 |
78.078 |
|
R2 |
78.720 |
78.720 |
78.008 |
|
R1 |
78.295 |
78.295 |
77.939 |
78.130 |
PP |
77.965 |
77.965 |
77.965 |
77.883 |
S1 |
77.540 |
77.540 |
77.801 |
77.375 |
S2 |
77.210 |
77.210 |
77.732 |
|
S3 |
76.455 |
76.785 |
77.662 |
|
S4 |
75.700 |
76.030 |
77.455 |
|
|
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 |
78.870 |
77.570 |
1.300 |
1.7% |
0.597 |
0.8% |
23% |
False |
False |
17,228 |
10 |
78.980 |
77.570 |
1.410 |
1.8% |
0.595 |
0.8% |
21% |
False |
False |
18,956 |
20 |
78.980 |
77.000 |
1.980 |
2.5% |
0.618 |
0.8% |
44% |
False |
False |
20,519 |
40 |
81.635 |
77.000 |
4.635 |
6.0% |
0.667 |
0.9% |
19% |
False |
False |
20,833 |
60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.706 |
0.9% |
18% |
False |
False |
17,539 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.713 |
0.9% |
29% |
False |
False |
13,197 |
100 |
81.935 |
76.175 |
5.760 |
7.4% |
0.696 |
0.9% |
29% |
False |
False |
10,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.599 |
2.618 |
80.367 |
1.618 |
79.612 |
1.000 |
79.145 |
0.618 |
78.857 |
HIGH |
78.390 |
0.618 |
78.102 |
0.500 |
78.013 |
0.382 |
77.923 |
LOW |
77.635 |
0.618 |
77.168 |
1.000 |
76.880 |
1.618 |
76.413 |
2.618 |
75.658 |
4.250 |
74.426 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
78.013 |
77.990 |
PP |
77.965 |
77.950 |
S1 |
77.918 |
77.910 |
|