ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.710 |
77.280 |
-0.430 |
-0.6% |
78.495 |
High |
77.745 |
77.520 |
-0.225 |
-0.3% |
78.980 |
Low |
77.295 |
77.030 |
-0.265 |
-0.3% |
77.570 |
Close |
77.444 |
77.096 |
-0.348 |
-0.4% |
77.720 |
Range |
0.450 |
0.490 |
0.040 |
8.9% |
1.410 |
ATR |
0.645 |
0.634 |
-0.011 |
-1.7% |
0.000 |
Volume |
24,250 |
18,508 |
-5,742 |
-23.7% |
102,119 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.685 |
78.381 |
77.366 |
|
R3 |
78.195 |
77.891 |
77.231 |
|
R2 |
77.705 |
77.705 |
77.186 |
|
R1 |
77.401 |
77.401 |
77.141 |
77.308 |
PP |
77.215 |
77.215 |
77.215 |
77.169 |
S1 |
76.911 |
76.911 |
77.051 |
76.818 |
S2 |
76.725 |
76.725 |
77.006 |
|
S3 |
76.235 |
76.421 |
76.961 |
|
S4 |
75.745 |
75.931 |
76.827 |
|
|
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 |
78.410 |
77.030 |
1.380 |
1.8% |
0.568 |
0.7% |
5% |
False |
True |
17,826 |
10 |
78.980 |
77.030 |
1.950 |
2.5% |
0.580 |
0.8% |
3% |
False |
True |
19,034 |
20 |
78.980 |
77.000 |
1.980 |
2.6% |
0.613 |
0.8% |
5% |
False |
False |
20,528 |
40 |
81.635 |
77.000 |
4.635 |
6.0% |
0.656 |
0.9% |
2% |
False |
False |
21,504 |
60 |
81.935 |
77.000 |
4.935 |
6.4% |
0.693 |
0.9% |
2% |
False |
False |
18,247 |
80 |
81.935 |
76.175 |
5.760 |
7.5% |
0.707 |
0.9% |
16% |
False |
False |
13,729 |
100 |
81.935 |
76.175 |
5.760 |
7.5% |
0.699 |
0.9% |
16% |
False |
False |
10,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.603 |
2.618 |
78.803 |
1.618 |
78.313 |
1.000 |
78.010 |
0.618 |
77.823 |
HIGH |
77.520 |
0.618 |
77.333 |
0.500 |
77.275 |
0.382 |
77.217 |
LOW |
77.030 |
0.618 |
76.727 |
1.000 |
76.540 |
1.618 |
76.237 |
2.618 |
75.747 |
4.250 |
74.948 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.275 |
77.710 |
PP |
77.215 |
77.505 |
S1 |
77.156 |
77.301 |
|