ICE US Dollar Index Future March 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
77.175 |
76.550 |
-0.625 |
-0.8% |
76.350 |
High |
77.550 |
76.725 |
-0.825 |
-1.1% |
77.550 |
Low |
76.660 |
76.270 |
-0.390 |
-0.5% |
76.145 |
Close |
76.770 |
76.462 |
-0.308 |
-0.4% |
76.770 |
Range |
0.890 |
0.455 |
-0.435 |
-48.9% |
1.405 |
ATR |
0.596 |
0.589 |
-0.007 |
-1.1% |
0.000 |
Volume |
14,943 |
1,632 |
-13,311 |
-89.1% |
138,124 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.851 |
77.611 |
76.712 |
|
R3 |
77.396 |
77.156 |
76.587 |
|
R2 |
76.941 |
76.941 |
76.545 |
|
R1 |
76.701 |
76.701 |
76.504 |
76.594 |
PP |
76.486 |
76.486 |
76.486 |
76.432 |
S1 |
76.246 |
76.246 |
76.420 |
76.139 |
S2 |
76.031 |
76.031 |
76.379 |
|
S3 |
75.576 |
75.791 |
76.337 |
|
S4 |
75.121 |
75.336 |
76.212 |
|
|
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 |
76.270 |
1.280 |
1.7% |
0.609 |
0.8% |
15% |
False |
True |
22,983 |
10 |
77.550 |
76.145 |
1.405 |
1.8% |
0.536 |
0.7% |
23% |
False |
False |
25,426 |
20 |
78.980 |
76.145 |
2.835 |
3.7% |
0.552 |
0.7% |
11% |
False |
False |
21,786 |
40 |
79.665 |
76.145 |
3.520 |
4.6% |
0.613 |
0.8% |
9% |
False |
False |
22,287 |
60 |
81.635 |
76.145 |
5.490 |
7.2% |
0.630 |
0.8% |
6% |
False |
False |
20,939 |
80 |
81.935 |
76.145 |
5.790 |
7.6% |
0.670 |
0.9% |
5% |
False |
False |
17,343 |
100 |
81.935 |
76.145 |
5.790 |
7.6% |
0.683 |
0.9% |
5% |
False |
False |
13,895 |
120 |
81.935 |
76.145 |
5.790 |
7.6% |
0.662 |
0.9% |
5% |
False |
False |
11,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.659 |
2.618 |
77.916 |
1.618 |
77.461 |
1.000 |
77.180 |
0.618 |
77.006 |
HIGH |
76.725 |
0.618 |
76.551 |
0.500 |
76.498 |
0.382 |
76.444 |
LOW |
76.270 |
0.618 |
75.989 |
1.000 |
75.815 |
1.618 |
75.534 |
2.618 |
75.079 |
4.250 |
74.336 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.498 |
76.910 |
PP |
76.486 |
76.761 |
S1 |
76.474 |
76.611 |
|