ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.555 |
77.520 |
-0.035 |
0.0% |
77.985 |
High |
77.790 |
77.750 |
-0.040 |
-0.1% |
78.655 |
Low |
77.360 |
77.290 |
-0.070 |
-0.1% |
77.290 |
Close |
77.416 |
77.630 |
0.214 |
0.3% |
77.630 |
Range |
0.430 |
0.460 |
0.030 |
7.0% |
1.365 |
ATR |
0.513 |
0.509 |
-0.004 |
-0.7% |
0.000 |
Volume |
260 |
243 |
-17 |
-6.5% |
1,828 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.937 |
78.743 |
77.883 |
|
R3 |
78.477 |
78.283 |
77.757 |
|
R2 |
78.017 |
78.017 |
77.714 |
|
R1 |
77.823 |
77.823 |
77.672 |
77.920 |
PP |
77.557 |
77.557 |
77.557 |
77.605 |
S1 |
77.363 |
77.363 |
77.588 |
77.460 |
S2 |
77.097 |
77.097 |
77.546 |
|
S3 |
76.637 |
76.903 |
77.504 |
|
S4 |
76.177 |
76.443 |
77.377 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.953 |
81.157 |
78.381 |
|
R3 |
80.588 |
79.792 |
78.005 |
|
R2 |
79.223 |
79.223 |
77.880 |
|
R1 |
78.427 |
78.427 |
77.755 |
78.143 |
PP |
77.858 |
77.858 |
77.858 |
77.716 |
S1 |
77.062 |
77.062 |
77.505 |
76.778 |
S2 |
76.493 |
76.493 |
77.380 |
|
S3 |
75.128 |
75.697 |
77.255 |
|
S4 |
73.763 |
74.332 |
76.879 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.655 |
77.290 |
1.365 |
1.8% |
0.440 |
0.6% |
25% |
False |
True |
365 |
10 |
79.295 |
77.290 |
2.005 |
2.6% |
0.477 |
0.6% |
17% |
False |
True |
261 |
20 |
79.295 |
77.290 |
2.005 |
2.6% |
0.505 |
0.6% |
17% |
False |
True |
178 |
40 |
81.985 |
77.290 |
4.695 |
6.0% |
0.532 |
0.7% |
7% |
False |
True |
174 |
60 |
81.985 |
77.290 |
4.695 |
6.0% |
0.442 |
0.6% |
7% |
False |
True |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.705 |
2.618 |
78.954 |
1.618 |
78.494 |
1.000 |
78.210 |
0.618 |
78.034 |
HIGH |
77.750 |
0.618 |
77.574 |
0.500 |
77.520 |
0.382 |
77.466 |
LOW |
77.290 |
0.618 |
77.006 |
1.000 |
76.830 |
1.618 |
76.546 |
2.618 |
76.086 |
4.250 |
75.335 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.593 |
77.665 |
PP |
77.557 |
77.653 |
S1 |
77.520 |
77.642 |
|