ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
77.165 |
77.390 |
0.225 |
0.3% |
77.985 |
High |
77.450 |
77.525 |
0.075 |
0.1% |
78.655 |
Low |
77.090 |
76.860 |
-0.230 |
-0.3% |
77.290 |
Close |
77.408 |
76.994 |
-0.414 |
-0.5% |
77.630 |
Range |
0.360 |
0.665 |
0.305 |
84.7% |
1.365 |
ATR |
0.508 |
0.520 |
0.011 |
2.2% |
0.000 |
Volume |
540 |
682 |
142 |
26.3% |
1,828 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.121 |
78.723 |
77.360 |
|
R3 |
78.456 |
78.058 |
77.177 |
|
R2 |
77.791 |
77.791 |
77.116 |
|
R1 |
77.393 |
77.393 |
77.055 |
77.260 |
PP |
77.126 |
77.126 |
77.126 |
77.060 |
S1 |
76.728 |
76.728 |
76.933 |
76.595 |
S2 |
76.461 |
76.461 |
76.872 |
|
S3 |
75.796 |
76.063 |
76.811 |
|
S4 |
75.131 |
75.398 |
76.628 |
|
|
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 |
77.790 |
76.860 |
0.930 |
1.2% |
0.515 |
0.7% |
14% |
False |
True |
378 |
10 |
78.745 |
76.860 |
1.885 |
2.4% |
0.496 |
0.6% |
7% |
False |
True |
360 |
20 |
79.295 |
76.860 |
2.435 |
3.2% |
0.503 |
0.7% |
6% |
False |
True |
239 |
40 |
81.985 |
76.860 |
5.125 |
6.7% |
0.536 |
0.7% |
3% |
False |
True |
201 |
60 |
81.985 |
76.860 |
5.125 |
6.7% |
0.454 |
0.6% |
3% |
False |
True |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.351 |
2.618 |
79.266 |
1.618 |
78.601 |
1.000 |
78.190 |
0.618 |
77.936 |
HIGH |
77.525 |
0.618 |
77.271 |
0.500 |
77.193 |
0.382 |
77.114 |
LOW |
76.860 |
0.618 |
76.449 |
1.000 |
76.195 |
1.618 |
75.784 |
2.618 |
75.119 |
4.250 |
74.034 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
77.193 |
77.310 |
PP |
77.126 |
77.205 |
S1 |
77.060 |
77.099 |
|