ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
77.390 |
77.010 |
-0.380 |
-0.5% |
77.985 |
High |
77.525 |
77.175 |
-0.350 |
-0.5% |
78.655 |
Low |
76.860 |
76.705 |
-0.155 |
-0.2% |
77.290 |
Close |
76.994 |
76.785 |
-0.209 |
-0.3% |
77.630 |
Range |
0.665 |
0.470 |
-0.195 |
-29.3% |
1.365 |
ATR |
0.520 |
0.516 |
-0.004 |
-0.7% |
0.000 |
Volume |
682 |
972 |
290 |
42.5% |
1,828 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.298 |
78.012 |
77.044 |
|
R3 |
77.828 |
77.542 |
76.914 |
|
R2 |
77.358 |
77.358 |
76.871 |
|
R1 |
77.072 |
77.072 |
76.828 |
76.980 |
PP |
76.888 |
76.888 |
76.888 |
76.843 |
S1 |
76.602 |
76.602 |
76.742 |
76.510 |
S2 |
76.418 |
76.418 |
76.699 |
|
S3 |
75.948 |
76.132 |
76.656 |
|
S4 |
75.478 |
75.662 |
76.527 |
|
|
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 |
77.760 |
76.705 |
1.055 |
1.4% |
0.523 |
0.7% |
8% |
False |
True |
520 |
10 |
78.655 |
76.705 |
1.950 |
2.5% |
0.503 |
0.7% |
4% |
False |
True |
443 |
20 |
79.295 |
76.705 |
2.590 |
3.4% |
0.488 |
0.6% |
3% |
False |
True |
286 |
40 |
81.985 |
76.705 |
5.280 |
6.9% |
0.531 |
0.7% |
2% |
False |
True |
206 |
60 |
81.985 |
76.705 |
5.280 |
6.9% |
0.461 |
0.6% |
2% |
False |
True |
160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.173 |
2.618 |
78.405 |
1.618 |
77.935 |
1.000 |
77.645 |
0.618 |
77.465 |
HIGH |
77.175 |
0.618 |
76.995 |
0.500 |
76.940 |
0.382 |
76.885 |
LOW |
76.705 |
0.618 |
76.415 |
1.000 |
76.235 |
1.618 |
75.945 |
2.618 |
75.475 |
4.250 |
74.708 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.940 |
77.115 |
PP |
76.888 |
77.005 |
S1 |
76.837 |
76.895 |
|