ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.510 |
76.350 |
-0.160 |
-0.2% |
77.255 |
High |
76.640 |
76.570 |
-0.070 |
-0.1% |
77.435 |
Low |
76.285 |
76.145 |
-0.140 |
-0.2% |
76.285 |
Close |
76.416 |
76.514 |
0.098 |
0.1% |
76.416 |
Range |
0.355 |
0.425 |
0.070 |
19.7% |
1.150 |
ATR |
0.586 |
0.574 |
-0.011 |
-2.0% |
0.000 |
Volume |
32,455 |
24,840 |
-7,615 |
-23.5% |
133,821 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.685 |
77.524 |
76.748 |
|
R3 |
77.260 |
77.099 |
76.631 |
|
R2 |
76.835 |
76.835 |
76.592 |
|
R1 |
76.674 |
76.674 |
76.553 |
76.755 |
PP |
76.410 |
76.410 |
76.410 |
76.450 |
S1 |
76.249 |
76.249 |
76.475 |
76.330 |
S2 |
75.985 |
75.985 |
76.436 |
|
S3 |
75.560 |
75.824 |
76.397 |
|
S4 |
75.135 |
75.399 |
76.280 |
|
|
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 |
77.210 |
76.145 |
1.065 |
1.4% |
0.463 |
0.6% |
35% |
False |
True |
27,869 |
10 |
78.390 |
76.145 |
2.245 |
2.9% |
0.515 |
0.7% |
16% |
False |
True |
21,868 |
20 |
78.980 |
76.145 |
2.835 |
3.7% |
0.542 |
0.7% |
13% |
False |
True |
21,232 |
40 |
81.635 |
76.145 |
5.490 |
7.2% |
0.626 |
0.8% |
7% |
False |
True |
22,685 |
60 |
81.635 |
76.145 |
5.490 |
7.2% |
0.647 |
0.8% |
7% |
False |
True |
20,747 |
80 |
81.935 |
76.145 |
5.790 |
7.6% |
0.679 |
0.9% |
6% |
False |
True |
15,917 |
100 |
81.935 |
76.145 |
5.790 |
7.6% |
0.697 |
0.9% |
6% |
False |
True |
12,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.376 |
2.618 |
77.683 |
1.618 |
77.258 |
1.000 |
76.995 |
0.618 |
76.833 |
HIGH |
76.570 |
0.618 |
76.408 |
0.500 |
76.358 |
0.382 |
76.307 |
LOW |
76.145 |
0.618 |
75.882 |
1.000 |
75.720 |
1.618 |
75.457 |
2.618 |
75.032 |
4.250 |
74.339 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.462 |
76.513 |
PP |
76.410 |
76.511 |
S1 |
76.358 |
76.510 |
|