ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
77.255 |
76.855 |
-0.400 |
-0.5% |
77.880 |
High |
77.435 |
77.130 |
-0.305 |
-0.4% |
78.390 |
Low |
76.780 |
76.765 |
-0.015 |
0.0% |
76.975 |
Close |
76.921 |
77.083 |
0.162 |
0.2% |
77.300 |
Range |
0.655 |
0.365 |
-0.290 |
-44.3% |
1.415 |
ATR |
0.625 |
0.607 |
-0.019 |
-3.0% |
0.000 |
Volume |
19,312 |
19,643 |
331 |
1.7% |
60,027 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.088 |
77.950 |
77.284 |
|
R3 |
77.723 |
77.585 |
77.183 |
|
R2 |
77.358 |
77.358 |
77.150 |
|
R1 |
77.220 |
77.220 |
77.116 |
77.289 |
PP |
76.993 |
76.993 |
76.993 |
77.027 |
S1 |
76.855 |
76.855 |
77.050 |
76.924 |
S2 |
76.628 |
76.628 |
77.016 |
|
S3 |
76.263 |
76.490 |
76.983 |
|
S4 |
75.898 |
76.125 |
76.882 |
|
|
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 |
77.745 |
76.765 |
0.980 |
1.3% |
0.489 |
0.6% |
32% |
False |
True |
19,796 |
10 |
78.870 |
76.765 |
2.105 |
2.7% |
0.543 |
0.7% |
15% |
False |
True |
18,512 |
20 |
78.980 |
76.765 |
2.215 |
2.9% |
0.583 |
0.8% |
14% |
False |
True |
19,797 |
40 |
81.635 |
76.765 |
4.870 |
6.3% |
0.649 |
0.8% |
7% |
False |
True |
22,061 |
60 |
81.635 |
76.765 |
4.870 |
6.3% |
0.675 |
0.9% |
7% |
False |
True |
19,156 |
80 |
81.935 |
76.330 |
5.605 |
7.3% |
0.695 |
0.9% |
13% |
False |
False |
14,425 |
100 |
81.935 |
76.175 |
5.760 |
7.5% |
0.694 |
0.9% |
16% |
False |
False |
11,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.681 |
2.618 |
78.086 |
1.618 |
77.721 |
1.000 |
77.495 |
0.618 |
77.356 |
HIGH |
77.130 |
0.618 |
76.991 |
0.500 |
76.948 |
0.382 |
76.904 |
LOW |
76.765 |
0.618 |
76.539 |
1.000 |
76.400 |
1.618 |
76.174 |
2.618 |
75.809 |
4.250 |
75.214 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
77.038 |
77.113 |
PP |
76.993 |
77.103 |
S1 |
76.948 |
77.093 |
|