ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
77.750 |
77.165 |
-0.585 |
-0.8% |
77.985 |
High |
77.760 |
77.450 |
-0.310 |
-0.4% |
78.655 |
Low |
77.100 |
77.090 |
-0.010 |
0.0% |
77.290 |
Close |
77.236 |
77.408 |
0.172 |
0.2% |
77.630 |
Range |
0.660 |
0.360 |
-0.300 |
-45.5% |
1.365 |
ATR |
0.520 |
0.508 |
-0.011 |
-2.2% |
0.000 |
Volume |
166 |
540 |
374 |
225.3% |
1,828 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.396 |
78.262 |
77.606 |
|
R3 |
78.036 |
77.902 |
77.507 |
|
R2 |
77.676 |
77.676 |
77.474 |
|
R1 |
77.542 |
77.542 |
77.441 |
77.609 |
PP |
77.316 |
77.316 |
77.316 |
77.350 |
S1 |
77.182 |
77.182 |
77.375 |
77.249 |
S2 |
76.956 |
76.956 |
77.342 |
|
S3 |
76.596 |
76.822 |
77.309 |
|
S4 |
76.236 |
76.462 |
77.210 |
|
|
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 |
78.040 |
77.090 |
0.950 |
1.2% |
0.460 |
0.6% |
33% |
False |
True |
442 |
10 |
79.125 |
77.090 |
2.035 |
2.6% |
0.486 |
0.6% |
16% |
False |
True |
310 |
20 |
79.295 |
77.090 |
2.205 |
2.8% |
0.488 |
0.6% |
14% |
False |
True |
207 |
40 |
81.985 |
77.090 |
4.895 |
6.3% |
0.538 |
0.7% |
6% |
False |
True |
185 |
60 |
81.985 |
77.090 |
4.895 |
6.3% |
0.445 |
0.6% |
6% |
False |
True |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.980 |
2.618 |
78.392 |
1.618 |
78.032 |
1.000 |
77.810 |
0.618 |
77.672 |
HIGH |
77.450 |
0.618 |
77.312 |
0.500 |
77.270 |
0.382 |
77.228 |
LOW |
77.090 |
0.618 |
76.868 |
1.000 |
76.730 |
1.618 |
76.508 |
2.618 |
76.148 |
4.250 |
75.560 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
77.362 |
77.425 |
PP |
77.316 |
77.419 |
S1 |
77.270 |
77.414 |
|