ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.710 |
76.510 |
-0.200 |
-0.3% |
77.255 |
High |
76.875 |
76.640 |
-0.235 |
-0.3% |
77.435 |
Low |
76.375 |
76.285 |
-0.090 |
-0.1% |
76.285 |
Close |
76.495 |
76.416 |
-0.079 |
-0.1% |
76.416 |
Range |
0.500 |
0.355 |
-0.145 |
-29.0% |
1.150 |
ATR |
0.603 |
0.586 |
-0.018 |
-2.9% |
0.000 |
Volume |
29,963 |
32,455 |
2,492 |
8.3% |
133,821 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.512 |
77.319 |
76.611 |
|
R3 |
77.157 |
76.964 |
76.514 |
|
R2 |
76.802 |
76.802 |
76.481 |
|
R1 |
76.609 |
76.609 |
76.449 |
76.528 |
PP |
76.447 |
76.447 |
76.447 |
76.407 |
S1 |
76.254 |
76.254 |
76.383 |
76.173 |
S2 |
76.092 |
76.092 |
76.351 |
|
S3 |
75.737 |
75.899 |
76.318 |
|
S4 |
75.382 |
75.544 |
76.221 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.162 |
79.439 |
77.049 |
|
R3 |
79.012 |
78.289 |
76.732 |
|
R2 |
77.862 |
77.862 |
76.627 |
|
R1 |
77.139 |
77.139 |
76.521 |
76.926 |
PP |
76.712 |
76.712 |
76.712 |
76.605 |
S1 |
75.989 |
75.989 |
76.311 |
75.776 |
S2 |
75.562 |
75.562 |
76.205 |
|
S3 |
74.412 |
74.839 |
76.100 |
|
S4 |
73.262 |
73.689 |
75.784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.435 |
76.285 |
1.150 |
1.5% |
0.509 |
0.7% |
11% |
False |
True |
26,764 |
10 |
78.390 |
76.285 |
2.105 |
2.8% |
0.545 |
0.7% |
6% |
False |
True |
21,681 |
20 |
78.980 |
76.285 |
2.695 |
3.5% |
0.559 |
0.7% |
5% |
False |
True |
21,301 |
40 |
81.635 |
76.285 |
5.350 |
7.0% |
0.635 |
0.8% |
2% |
False |
True |
22,848 |
60 |
81.635 |
76.285 |
5.350 |
7.0% |
0.649 |
0.8% |
2% |
False |
True |
20,583 |
80 |
81.935 |
76.285 |
5.650 |
7.4% |
0.681 |
0.9% |
2% |
False |
True |
15,608 |
100 |
81.935 |
76.175 |
5.760 |
7.5% |
0.694 |
0.9% |
4% |
False |
False |
12,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.149 |
2.618 |
77.569 |
1.618 |
77.214 |
1.000 |
76.995 |
0.618 |
76.859 |
HIGH |
76.640 |
0.618 |
76.504 |
0.500 |
76.463 |
0.382 |
76.421 |
LOW |
76.285 |
0.618 |
76.066 |
1.000 |
75.930 |
1.618 |
75.711 |
2.618 |
75.356 |
4.250 |
74.776 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.463 |
76.748 |
PP |
76.447 |
76.637 |
S1 |
76.432 |
76.527 |
|