ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
77.080 |
76.710 |
-0.370 |
-0.5% |
77.880 |
High |
77.210 |
76.875 |
-0.335 |
-0.4% |
78.390 |
Low |
76.540 |
76.375 |
-0.165 |
-0.2% |
76.975 |
Close |
76.689 |
76.495 |
-0.194 |
-0.3% |
77.300 |
Range |
0.670 |
0.500 |
-0.170 |
-25.4% |
1.415 |
ATR |
0.611 |
0.603 |
-0.008 |
-1.3% |
0.000 |
Volume |
32,448 |
29,963 |
-2,485 |
-7.7% |
60,027 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.082 |
77.788 |
76.770 |
|
R3 |
77.582 |
77.288 |
76.633 |
|
R2 |
77.082 |
77.082 |
76.587 |
|
R1 |
76.788 |
76.788 |
76.541 |
76.685 |
PP |
76.582 |
76.582 |
76.582 |
76.530 |
S1 |
76.288 |
76.288 |
76.449 |
76.185 |
S2 |
76.082 |
76.082 |
76.403 |
|
S3 |
75.582 |
75.788 |
76.358 |
|
S4 |
75.082 |
75.288 |
76.220 |
|
|
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 |
77.460 |
76.375 |
1.085 |
1.4% |
0.535 |
0.7% |
11% |
False |
True |
23,727 |
10 |
78.410 |
76.375 |
2.035 |
2.7% |
0.552 |
0.7% |
6% |
False |
True |
20,776 |
20 |
78.980 |
76.375 |
2.605 |
3.4% |
0.584 |
0.8% |
5% |
False |
True |
20,938 |
40 |
81.635 |
76.375 |
5.260 |
6.9% |
0.649 |
0.8% |
2% |
False |
True |
22,770 |
60 |
81.635 |
76.375 |
5.260 |
6.9% |
0.659 |
0.9% |
2% |
False |
True |
20,117 |
80 |
81.935 |
76.375 |
5.560 |
7.3% |
0.691 |
0.9% |
2% |
False |
True |
15,203 |
100 |
81.935 |
76.175 |
5.760 |
7.5% |
0.696 |
0.9% |
6% |
False |
False |
12,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.000 |
2.618 |
78.184 |
1.618 |
77.684 |
1.000 |
77.375 |
0.618 |
77.184 |
HIGH |
76.875 |
0.618 |
76.684 |
0.500 |
76.625 |
0.382 |
76.566 |
LOW |
76.375 |
0.618 |
76.066 |
1.000 |
75.875 |
1.618 |
75.566 |
2.618 |
75.066 |
4.250 |
74.250 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.625 |
76.793 |
PP |
76.582 |
76.693 |
S1 |
76.538 |
76.594 |
|