ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.855 |
77.080 |
0.225 |
0.3% |
77.880 |
High |
77.130 |
77.210 |
0.080 |
0.1% |
78.390 |
Low |
76.765 |
76.540 |
-0.225 |
-0.3% |
76.975 |
Close |
77.083 |
76.689 |
-0.394 |
-0.5% |
77.300 |
Range |
0.365 |
0.670 |
0.305 |
83.6% |
1.415 |
ATR |
0.607 |
0.611 |
0.005 |
0.7% |
0.000 |
Volume |
19,643 |
32,448 |
12,805 |
65.2% |
60,027 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.823 |
78.426 |
77.058 |
|
R3 |
78.153 |
77.756 |
76.873 |
|
R2 |
77.483 |
77.483 |
76.812 |
|
R1 |
77.086 |
77.086 |
76.750 |
76.950 |
PP |
76.813 |
76.813 |
76.813 |
76.745 |
S1 |
76.416 |
76.416 |
76.628 |
76.280 |
S2 |
76.143 |
76.143 |
76.566 |
|
S3 |
75.473 |
75.746 |
76.505 |
|
S4 |
74.803 |
75.076 |
76.321 |
|
|
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 |
77.520 |
76.540 |
0.980 |
1.3% |
0.533 |
0.7% |
15% |
False |
True |
21,436 |
10 |
78.870 |
76.540 |
2.330 |
3.0% |
0.567 |
0.7% |
6% |
False |
True |
20,332 |
20 |
78.980 |
76.540 |
2.440 |
3.2% |
0.581 |
0.8% |
6% |
False |
True |
20,240 |
40 |
81.635 |
76.540 |
5.095 |
6.6% |
0.653 |
0.9% |
3% |
False |
True |
22,405 |
60 |
81.635 |
76.540 |
5.095 |
6.6% |
0.665 |
0.9% |
3% |
False |
True |
19,682 |
80 |
81.935 |
76.540 |
5.395 |
7.0% |
0.693 |
0.9% |
3% |
False |
True |
14,830 |
100 |
81.935 |
76.175 |
5.760 |
7.5% |
0.696 |
0.9% |
9% |
False |
False |
11,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.058 |
2.618 |
78.964 |
1.618 |
78.294 |
1.000 |
77.880 |
0.618 |
77.624 |
HIGH |
77.210 |
0.618 |
76.954 |
0.500 |
76.875 |
0.382 |
76.796 |
LOW |
76.540 |
0.618 |
76.126 |
1.000 |
75.870 |
1.618 |
75.456 |
2.618 |
74.786 |
4.250 |
73.693 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.875 |
76.988 |
PP |
76.813 |
76.888 |
S1 |
76.751 |
76.789 |
|