ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.985 |
78.220 |
0.235 |
0.3% |
78.930 |
High |
78.200 |
78.655 |
0.455 |
0.6% |
79.295 |
Low |
77.950 |
77.985 |
0.035 |
0.0% |
77.900 |
Close |
78.085 |
78.143 |
0.058 |
0.1% |
78.040 |
Range |
0.250 |
0.670 |
0.420 |
168.0% |
1.395 |
ATR |
0.510 |
0.521 |
0.011 |
2.2% |
0.000 |
Volume |
179 |
145 |
-34 |
-19.0% |
784 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.271 |
79.877 |
78.512 |
|
R3 |
79.601 |
79.207 |
78.327 |
|
R2 |
78.931 |
78.931 |
78.266 |
|
R1 |
78.537 |
78.537 |
78.204 |
78.399 |
PP |
78.261 |
78.261 |
78.261 |
78.192 |
S1 |
77.867 |
77.867 |
78.082 |
77.729 |
S2 |
77.591 |
77.591 |
78.020 |
|
S3 |
76.921 |
77.197 |
77.959 |
|
S4 |
76.251 |
76.527 |
77.775 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.597 |
81.713 |
78.807 |
|
R3 |
81.202 |
80.318 |
78.424 |
|
R2 |
79.807 |
79.807 |
78.296 |
|
R1 |
78.923 |
78.923 |
78.168 |
78.668 |
PP |
78.412 |
78.412 |
78.412 |
78.284 |
S1 |
77.528 |
77.528 |
77.912 |
77.273 |
S2 |
77.017 |
77.017 |
77.784 |
|
S3 |
75.622 |
76.133 |
77.656 |
|
S4 |
74.227 |
74.738 |
77.273 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.125 |
77.900 |
1.225 |
1.6% |
0.512 |
0.7% |
20% |
False |
False |
179 |
10 |
79.295 |
77.900 |
1.395 |
1.8% |
0.501 |
0.6% |
17% |
False |
False |
140 |
20 |
79.295 |
77.375 |
1.920 |
2.5% |
0.502 |
0.6% |
40% |
False |
False |
108 |
40 |
81.985 |
77.375 |
4.610 |
5.9% |
0.527 |
0.7% |
17% |
False |
False |
139 |
60 |
82.150 |
77.375 |
4.775 |
6.1% |
0.428 |
0.5% |
16% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.503 |
2.618 |
80.409 |
1.618 |
79.739 |
1.000 |
79.325 |
0.618 |
79.069 |
HIGH |
78.655 |
0.618 |
78.399 |
0.500 |
78.320 |
0.382 |
78.241 |
LOW |
77.985 |
0.618 |
77.571 |
1.000 |
77.315 |
1.618 |
76.901 |
2.618 |
76.231 |
4.250 |
75.138 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
78.320 |
78.278 |
PP |
78.261 |
78.233 |
S1 |
78.202 |
78.188 |
|