ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.680 |
77.175 |
0.495 |
0.6% |
76.350 |
High |
77.355 |
77.550 |
0.195 |
0.3% |
77.550 |
Low |
76.660 |
76.660 |
0.000 |
0.0% |
76.145 |
Close |
77.274 |
76.770 |
-0.504 |
-0.7% |
76.770 |
Range |
0.695 |
0.890 |
0.195 |
28.1% |
1.405 |
ATR |
0.573 |
0.596 |
0.023 |
3.9% |
0.000 |
Volume |
36,034 |
14,943 |
-21,091 |
-58.5% |
138,124 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.663 |
79.107 |
77.260 |
|
R3 |
78.773 |
78.217 |
77.015 |
|
R2 |
77.883 |
77.883 |
76.933 |
|
R1 |
77.327 |
77.327 |
76.852 |
77.160 |
PP |
76.993 |
76.993 |
76.993 |
76.910 |
S1 |
76.437 |
76.437 |
76.688 |
76.270 |
S2 |
76.103 |
76.103 |
76.607 |
|
S3 |
75.213 |
75.547 |
76.525 |
|
S4 |
74.323 |
74.657 |
76.281 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.037 |
80.308 |
77.543 |
|
R3 |
79.632 |
78.903 |
77.156 |
|
R2 |
78.227 |
78.227 |
77.028 |
|
R1 |
77.498 |
77.498 |
76.899 |
77.863 |
PP |
76.822 |
76.822 |
76.822 |
77.004 |
S1 |
76.093 |
76.093 |
76.641 |
76.458 |
S2 |
75.417 |
75.417 |
76.512 |
|
S3 |
74.012 |
74.688 |
76.384 |
|
S4 |
72.607 |
73.283 |
75.997 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.550 |
76.145 |
1.405 |
1.8% |
0.603 |
0.8% |
44% |
True |
False |
27,624 |
10 |
77.550 |
76.145 |
1.405 |
1.8% |
0.556 |
0.7% |
44% |
True |
False |
27,194 |
20 |
78.980 |
76.145 |
2.835 |
3.7% |
0.558 |
0.7% |
22% |
False |
False |
22,861 |
40 |
80.445 |
76.145 |
4.300 |
5.6% |
0.632 |
0.8% |
15% |
False |
False |
23,075 |
60 |
81.635 |
76.145 |
5.490 |
7.2% |
0.637 |
0.8% |
11% |
False |
False |
21,271 |
80 |
81.935 |
76.145 |
5.790 |
7.5% |
0.671 |
0.9% |
11% |
False |
False |
17,326 |
100 |
81.935 |
76.145 |
5.790 |
7.5% |
0.687 |
0.9% |
11% |
False |
False |
13,880 |
120 |
81.935 |
76.145 |
5.790 |
7.5% |
0.663 |
0.9% |
11% |
False |
False |
11,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.333 |
2.618 |
79.880 |
1.618 |
78.990 |
1.000 |
78.440 |
0.618 |
78.100 |
HIGH |
77.550 |
0.618 |
77.210 |
0.500 |
77.105 |
0.382 |
77.000 |
LOW |
76.660 |
0.618 |
76.110 |
1.000 |
75.770 |
1.618 |
75.220 |
2.618 |
74.330 |
4.250 |
72.878 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
77.105 |
77.045 |
PP |
76.993 |
76.953 |
S1 |
76.882 |
76.862 |
|