ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.280 |
77.115 |
-0.165 |
-0.2% |
77.880 |
High |
77.520 |
77.460 |
-0.060 |
-0.1% |
78.390 |
Low |
77.030 |
76.975 |
-0.055 |
-0.1% |
76.975 |
Close |
77.096 |
77.300 |
0.204 |
0.3% |
77.300 |
Range |
0.490 |
0.485 |
-0.005 |
-1.0% |
1.415 |
ATR |
0.634 |
0.623 |
-0.011 |
-1.7% |
0.000 |
Volume |
18,508 |
17,269 |
-1,239 |
-6.7% |
60,027 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.700 |
78.485 |
77.567 |
|
R3 |
78.215 |
78.000 |
77.433 |
|
R2 |
77.730 |
77.730 |
77.389 |
|
R1 |
77.515 |
77.515 |
77.344 |
77.623 |
PP |
77.245 |
77.245 |
77.245 |
77.299 |
S1 |
77.030 |
77.030 |
77.256 |
77.138 |
S2 |
76.760 |
76.760 |
77.211 |
|
S3 |
76.275 |
76.545 |
77.167 |
|
S4 |
75.790 |
76.060 |
77.033 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.800 |
80.965 |
78.078 |
|
R3 |
80.385 |
79.550 |
77.689 |
|
R2 |
78.970 |
78.970 |
77.559 |
|
R1 |
78.135 |
78.135 |
77.430 |
77.845 |
PP |
77.555 |
77.555 |
77.555 |
77.410 |
S1 |
76.720 |
76.720 |
77.170 |
76.430 |
S2 |
76.140 |
76.140 |
77.041 |
|
S3 |
74.725 |
75.305 |
76.911 |
|
S4 |
73.310 |
73.890 |
76.522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.390 |
76.975 |
1.415 |
1.8% |
0.581 |
0.8% |
23% |
False |
True |
16,598 |
10 |
78.980 |
76.975 |
2.005 |
2.6% |
0.560 |
0.7% |
16% |
False |
True |
18,528 |
20 |
78.980 |
76.975 |
2.005 |
2.6% |
0.609 |
0.8% |
16% |
False |
True |
20,284 |
40 |
81.635 |
76.975 |
4.660 |
6.0% |
0.650 |
0.8% |
7% |
False |
True |
21,704 |
60 |
81.820 |
76.975 |
4.845 |
6.3% |
0.689 |
0.9% |
7% |
False |
True |
18,528 |
80 |
81.935 |
76.175 |
5.760 |
7.5% |
0.706 |
0.9% |
20% |
False |
False |
13,944 |
100 |
81.935 |
76.175 |
5.760 |
7.5% |
0.695 |
0.9% |
20% |
False |
False |
11,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.521 |
2.618 |
78.730 |
1.618 |
78.245 |
1.000 |
77.945 |
0.618 |
77.760 |
HIGH |
77.460 |
0.618 |
77.275 |
0.500 |
77.218 |
0.382 |
77.160 |
LOW |
76.975 |
0.618 |
76.675 |
1.000 |
76.490 |
1.618 |
76.190 |
2.618 |
75.705 |
4.250 |
74.914 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.273 |
77.360 |
PP |
77.245 |
77.340 |
S1 |
77.218 |
77.320 |
|