ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.950 |
77.555 |
-0.395 |
-0.5% |
78.930 |
High |
78.040 |
77.790 |
-0.250 |
-0.3% |
79.295 |
Low |
77.650 |
77.360 |
-0.290 |
-0.4% |
77.900 |
Close |
77.754 |
77.416 |
-0.338 |
-0.4% |
78.040 |
Range |
0.390 |
0.430 |
0.040 |
10.3% |
1.395 |
ATR |
0.519 |
0.513 |
-0.006 |
-1.2% |
0.000 |
Volume |
1,001 |
260 |
-741 |
-74.0% |
784 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.812 |
78.544 |
77.653 |
|
R3 |
78.382 |
78.114 |
77.534 |
|
R2 |
77.952 |
77.952 |
77.495 |
|
R1 |
77.684 |
77.684 |
77.455 |
77.603 |
PP |
77.522 |
77.522 |
77.522 |
77.482 |
S1 |
77.254 |
77.254 |
77.377 |
77.173 |
S2 |
77.092 |
77.092 |
77.337 |
|
S3 |
76.662 |
76.824 |
77.298 |
|
S4 |
76.232 |
76.394 |
77.180 |
|
|
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 |
78.655 |
77.360 |
1.295 |
1.7% |
0.483 |
0.6% |
4% |
False |
True |
367 |
10 |
79.295 |
77.360 |
1.935 |
2.5% |
0.472 |
0.6% |
3% |
False |
True |
251 |
20 |
79.295 |
77.360 |
1.935 |
2.5% |
0.510 |
0.7% |
3% |
False |
True |
168 |
40 |
81.985 |
77.360 |
4.625 |
6.0% |
0.536 |
0.7% |
1% |
False |
True |
169 |
60 |
81.985 |
77.360 |
4.625 |
6.0% |
0.442 |
0.6% |
1% |
False |
True |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.618 |
2.618 |
78.916 |
1.618 |
78.486 |
1.000 |
78.220 |
0.618 |
78.056 |
HIGH |
77.790 |
0.618 |
77.626 |
0.500 |
77.575 |
0.382 |
77.524 |
LOW |
77.360 |
0.618 |
77.094 |
1.000 |
76.930 |
1.618 |
76.664 |
2.618 |
76.234 |
4.250 |
75.533 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.575 |
78.008 |
PP |
77.522 |
77.810 |
S1 |
77.469 |
77.613 |
|