ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.900 |
76.680 |
-0.220 |
-0.3% |
77.255 |
High |
76.975 |
77.355 |
0.380 |
0.5% |
77.435 |
Low |
76.540 |
76.660 |
0.120 |
0.2% |
76.285 |
Close |
76.719 |
77.274 |
0.555 |
0.7% |
76.416 |
Range |
0.435 |
0.695 |
0.260 |
59.8% |
1.150 |
ATR |
0.564 |
0.573 |
0.009 |
1.7% |
0.000 |
Volume |
34,972 |
36,034 |
1,062 |
3.0% |
133,821 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.181 |
78.923 |
77.656 |
|
R3 |
78.486 |
78.228 |
77.465 |
|
R2 |
77.791 |
77.791 |
77.401 |
|
R1 |
77.533 |
77.533 |
77.338 |
77.662 |
PP |
77.096 |
77.096 |
77.096 |
77.161 |
S1 |
76.838 |
76.838 |
77.210 |
76.967 |
S2 |
76.401 |
76.401 |
77.147 |
|
S3 |
75.706 |
76.143 |
77.083 |
|
S4 |
75.011 |
75.448 |
76.892 |
|
|
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 |
77.355 |
76.145 |
1.210 |
1.6% |
0.496 |
0.6% |
93% |
True |
False |
31,127 |
10 |
77.460 |
76.145 |
1.315 |
1.7% |
0.516 |
0.7% |
86% |
False |
False |
27,427 |
20 |
78.980 |
76.145 |
2.835 |
3.7% |
0.548 |
0.7% |
40% |
False |
False |
23,230 |
40 |
81.145 |
76.145 |
5.000 |
6.5% |
0.634 |
0.8% |
23% |
False |
False |
23,551 |
60 |
81.635 |
76.145 |
5.490 |
7.1% |
0.634 |
0.8% |
21% |
False |
False |
21,375 |
80 |
81.935 |
76.145 |
5.790 |
7.5% |
0.672 |
0.9% |
19% |
False |
False |
17,141 |
100 |
81.935 |
76.145 |
5.790 |
7.5% |
0.691 |
0.9% |
19% |
False |
False |
13,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.309 |
2.618 |
79.175 |
1.618 |
78.480 |
1.000 |
78.050 |
0.618 |
77.785 |
HIGH |
77.355 |
0.618 |
77.090 |
0.500 |
77.008 |
0.382 |
76.925 |
LOW |
76.660 |
0.618 |
76.230 |
1.000 |
75.965 |
1.618 |
75.535 |
2.618 |
74.840 |
4.250 |
73.706 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
77.185 |
77.146 |
PP |
77.096 |
77.018 |
S1 |
77.008 |
76.890 |
|