ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.780 |
76.605 |
-0.175 |
-0.2% |
77.750 |
High |
76.905 |
76.835 |
-0.070 |
-0.1% |
77.760 |
Low |
76.600 |
76.405 |
-0.195 |
-0.3% |
76.600 |
Close |
76.706 |
76.779 |
0.073 |
0.1% |
76.706 |
Range |
0.305 |
0.430 |
0.125 |
41.0% |
1.160 |
ATR |
0.501 |
0.496 |
-0.005 |
-1.0% |
0.000 |
Volume |
1,993 |
7,176 |
5,183 |
260.1% |
4,353 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.963 |
77.801 |
77.016 |
|
R3 |
77.533 |
77.371 |
76.897 |
|
R2 |
77.103 |
77.103 |
76.858 |
|
R1 |
76.941 |
76.941 |
76.818 |
77.022 |
PP |
76.673 |
76.673 |
76.673 |
76.714 |
S1 |
76.511 |
76.511 |
76.740 |
76.592 |
S2 |
76.243 |
76.243 |
76.700 |
|
S3 |
75.813 |
76.081 |
76.661 |
|
S4 |
75.383 |
75.651 |
76.543 |
|
|
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 |
77.525 |
76.405 |
1.120 |
1.5% |
0.446 |
0.6% |
33% |
False |
True |
2,272 |
10 |
78.655 |
76.405 |
2.250 |
2.9% |
0.484 |
0.6% |
17% |
False |
True |
1,317 |
20 |
79.295 |
76.405 |
2.890 |
3.8% |
0.478 |
0.6% |
13% |
False |
True |
725 |
40 |
81.760 |
76.405 |
5.355 |
7.0% |
0.529 |
0.7% |
7% |
False |
True |
404 |
60 |
81.985 |
76.405 |
5.580 |
7.3% |
0.474 |
0.6% |
7% |
False |
True |
313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.663 |
2.618 |
77.961 |
1.618 |
77.531 |
1.000 |
77.265 |
0.618 |
77.101 |
HIGH |
76.835 |
0.618 |
76.671 |
0.500 |
76.620 |
0.382 |
76.569 |
LOW |
76.405 |
0.618 |
76.139 |
1.000 |
75.975 |
1.618 |
75.709 |
2.618 |
75.279 |
4.250 |
74.578 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.726 |
76.790 |
PP |
76.673 |
76.786 |
S1 |
76.620 |
76.783 |
|