ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
78.220 |
77.950 |
-0.270 |
-0.3% |
78.930 |
High |
78.655 |
78.040 |
-0.615 |
-0.8% |
79.295 |
Low |
77.985 |
77.650 |
-0.335 |
-0.4% |
77.900 |
Close |
78.143 |
77.754 |
-0.389 |
-0.5% |
78.040 |
Range |
0.670 |
0.390 |
-0.280 |
-41.8% |
1.395 |
ATR |
0.521 |
0.519 |
-0.002 |
-0.4% |
0.000 |
Volume |
145 |
1,001 |
856 |
590.3% |
784 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.985 |
78.759 |
77.969 |
|
R3 |
78.595 |
78.369 |
77.861 |
|
R2 |
78.205 |
78.205 |
77.826 |
|
R1 |
77.979 |
77.979 |
77.790 |
77.897 |
PP |
77.815 |
77.815 |
77.815 |
77.774 |
S1 |
77.589 |
77.589 |
77.718 |
77.507 |
S2 |
77.425 |
77.425 |
77.683 |
|
S3 |
77.035 |
77.199 |
77.647 |
|
S4 |
76.645 |
76.809 |
77.540 |
|
|
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 |
78.745 |
77.650 |
1.095 |
1.4% |
0.476 |
0.6% |
9% |
False |
True |
343 |
10 |
79.295 |
77.650 |
1.645 |
2.1% |
0.491 |
0.6% |
6% |
False |
True |
232 |
20 |
79.295 |
77.375 |
1.920 |
2.5% |
0.505 |
0.6% |
20% |
False |
False |
156 |
40 |
81.985 |
77.375 |
4.610 |
5.9% |
0.535 |
0.7% |
8% |
False |
False |
163 |
60 |
82.000 |
77.375 |
4.625 |
5.9% |
0.435 |
0.6% |
8% |
False |
False |
124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.698 |
2.618 |
79.061 |
1.618 |
78.671 |
1.000 |
78.430 |
0.618 |
78.281 |
HIGH |
78.040 |
0.618 |
77.891 |
0.500 |
77.845 |
0.382 |
77.799 |
LOW |
77.650 |
0.618 |
77.409 |
1.000 |
77.260 |
1.618 |
77.019 |
2.618 |
76.629 |
4.250 |
75.993 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.845 |
78.153 |
PP |
77.815 |
78.020 |
S1 |
77.784 |
77.887 |
|