ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.880 |
77.710 |
-0.170 |
-0.2% |
78.495 |
High |
78.390 |
77.745 |
-0.645 |
-0.8% |
78.980 |
Low |
77.635 |
77.295 |
-0.340 |
-0.4% |
77.570 |
Close |
77.870 |
77.444 |
-0.426 |
-0.5% |
77.720 |
Range |
0.755 |
0.450 |
-0.305 |
-40.4% |
1.410 |
ATR |
0.650 |
0.645 |
-0.005 |
-0.8% |
0.000 |
Volume |
0 |
24,250 |
24,250 |
|
102,119 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.845 |
78.594 |
77.692 |
|
R3 |
78.395 |
78.144 |
77.568 |
|
R2 |
77.945 |
77.945 |
77.527 |
|
R1 |
77.694 |
77.694 |
77.485 |
77.595 |
PP |
77.495 |
77.495 |
77.495 |
77.445 |
S1 |
77.244 |
77.244 |
77.403 |
77.145 |
S2 |
77.045 |
77.045 |
77.362 |
|
S3 |
76.595 |
76.794 |
77.320 |
|
S4 |
76.145 |
76.344 |
77.197 |
|
|
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 |
77.295 |
1.575 |
2.0% |
0.600 |
0.8% |
9% |
False |
True |
19,228 |
10 |
78.980 |
77.295 |
1.685 |
2.2% |
0.592 |
0.8% |
9% |
False |
True |
19,421 |
20 |
78.980 |
77.000 |
1.980 |
2.6% |
0.610 |
0.8% |
22% |
False |
False |
20,651 |
40 |
81.635 |
77.000 |
4.635 |
6.0% |
0.666 |
0.9% |
10% |
False |
False |
21,313 |
60 |
81.935 |
77.000 |
4.935 |
6.4% |
0.702 |
0.9% |
9% |
False |
False |
17,942 |
80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.707 |
0.9% |
22% |
False |
False |
13,498 |
100 |
81.935 |
76.175 |
5.760 |
7.4% |
0.697 |
0.9% |
22% |
False |
False |
10,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.658 |
2.618 |
78.923 |
1.618 |
78.473 |
1.000 |
78.195 |
0.618 |
78.023 |
HIGH |
77.745 |
0.618 |
77.573 |
0.500 |
77.520 |
0.382 |
77.467 |
LOW |
77.295 |
0.618 |
77.017 |
1.000 |
76.845 |
1.618 |
76.567 |
2.618 |
76.117 |
4.250 |
75.383 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.520 |
77.843 |
PP |
77.495 |
77.710 |
S1 |
77.469 |
77.577 |
|