ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
77.010 |
76.780 |
-0.230 |
-0.3% |
77.750 |
High |
77.175 |
76.905 |
-0.270 |
-0.3% |
77.760 |
Low |
76.705 |
76.600 |
-0.105 |
-0.1% |
76.600 |
Close |
76.785 |
76.706 |
-0.079 |
-0.1% |
76.706 |
Range |
0.470 |
0.305 |
-0.165 |
-35.1% |
1.160 |
ATR |
0.516 |
0.501 |
-0.015 |
-2.9% |
0.000 |
Volume |
972 |
1,993 |
1,021 |
105.0% |
4,353 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.652 |
77.484 |
76.874 |
|
R3 |
77.347 |
77.179 |
76.790 |
|
R2 |
77.042 |
77.042 |
76.762 |
|
R1 |
76.874 |
76.874 |
76.734 |
76.806 |
PP |
76.737 |
76.737 |
76.737 |
76.703 |
S1 |
76.569 |
76.569 |
76.678 |
76.501 |
S2 |
76.432 |
76.432 |
76.650 |
|
S3 |
76.127 |
76.264 |
76.622 |
|
S4 |
75.822 |
75.959 |
76.538 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.502 |
79.764 |
77.344 |
|
R3 |
79.342 |
78.604 |
77.025 |
|
R2 |
78.182 |
78.182 |
76.919 |
|
R1 |
77.444 |
77.444 |
76.812 |
77.233 |
PP |
77.022 |
77.022 |
77.022 |
76.917 |
S1 |
76.284 |
76.284 |
76.600 |
76.073 |
S2 |
75.862 |
75.862 |
76.493 |
|
S3 |
74.702 |
75.124 |
76.387 |
|
S4 |
73.542 |
73.964 |
76.068 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.760 |
76.600 |
1.160 |
1.5% |
0.492 |
0.6% |
9% |
False |
True |
870 |
10 |
78.655 |
76.600 |
2.055 |
2.7% |
0.466 |
0.6% |
5% |
False |
True |
618 |
20 |
79.295 |
76.600 |
2.695 |
3.5% |
0.479 |
0.6% |
4% |
False |
True |
374 |
40 |
81.985 |
76.600 |
5.385 |
7.0% |
0.531 |
0.7% |
2% |
False |
True |
230 |
60 |
81.985 |
76.600 |
5.385 |
7.0% |
0.467 |
0.6% |
2% |
False |
True |
193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.201 |
2.618 |
77.703 |
1.618 |
77.398 |
1.000 |
77.210 |
0.618 |
77.093 |
HIGH |
76.905 |
0.618 |
76.788 |
0.500 |
76.753 |
0.382 |
76.717 |
LOW |
76.600 |
0.618 |
76.412 |
1.000 |
76.295 |
1.618 |
76.107 |
2.618 |
75.802 |
4.250 |
75.304 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.753 |
77.063 |
PP |
76.737 |
76.944 |
S1 |
76.722 |
76.825 |
|