ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
77.520 |
77.750 |
0.230 |
0.3% |
77.985 |
High |
77.750 |
77.760 |
0.010 |
0.0% |
78.655 |
Low |
77.290 |
77.100 |
-0.190 |
-0.2% |
77.290 |
Close |
77.630 |
77.236 |
-0.394 |
-0.5% |
77.630 |
Range |
0.460 |
0.660 |
0.200 |
43.5% |
1.365 |
ATR |
0.509 |
0.520 |
0.011 |
2.1% |
0.000 |
Volume |
243 |
166 |
-77 |
-31.7% |
1,828 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.345 |
78.951 |
77.599 |
|
R3 |
78.685 |
78.291 |
77.418 |
|
R2 |
78.025 |
78.025 |
77.357 |
|
R1 |
77.631 |
77.631 |
77.297 |
77.498 |
PP |
77.365 |
77.365 |
77.365 |
77.299 |
S1 |
76.971 |
76.971 |
77.176 |
76.838 |
S2 |
76.705 |
76.705 |
77.115 |
|
S3 |
76.045 |
76.311 |
77.055 |
|
S4 |
75.385 |
75.651 |
76.873 |
|
|
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 |
77.100 |
1.555 |
2.0% |
0.522 |
0.7% |
9% |
False |
True |
363 |
10 |
79.125 |
77.100 |
2.025 |
2.6% |
0.485 |
0.6% |
7% |
False |
True |
264 |
20 |
79.295 |
77.100 |
2.195 |
2.8% |
0.502 |
0.7% |
6% |
False |
True |
186 |
40 |
81.985 |
77.100 |
4.885 |
6.3% |
0.539 |
0.7% |
3% |
False |
True |
177 |
60 |
81.985 |
77.100 |
4.885 |
6.3% |
0.439 |
0.6% |
3% |
False |
True |
135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.565 |
2.618 |
79.488 |
1.618 |
78.828 |
1.000 |
78.420 |
0.618 |
78.168 |
HIGH |
77.760 |
0.618 |
77.508 |
0.500 |
77.430 |
0.382 |
77.352 |
LOW |
77.100 |
0.618 |
76.692 |
1.000 |
76.440 |
1.618 |
76.032 |
2.618 |
75.372 |
4.250 |
74.295 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
77.430 |
77.445 |
PP |
77.365 |
77.375 |
S1 |
77.301 |
77.306 |
|