ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.605 |
76.790 |
0.185 |
0.2% |
77.750 |
High |
76.835 |
77.270 |
0.435 |
0.6% |
77.760 |
Low |
76.405 |
76.690 |
0.285 |
0.4% |
76.600 |
Close |
76.779 |
77.065 |
0.286 |
0.4% |
76.706 |
Range |
0.430 |
0.580 |
0.150 |
34.9% |
1.160 |
ATR |
0.496 |
0.502 |
0.006 |
1.2% |
0.000 |
Volume |
7,176 |
12,531 |
5,355 |
74.6% |
4,353 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.748 |
78.487 |
77.384 |
|
R3 |
78.168 |
77.907 |
77.225 |
|
R2 |
77.588 |
77.588 |
77.171 |
|
R1 |
77.327 |
77.327 |
77.118 |
77.458 |
PP |
77.008 |
77.008 |
77.008 |
77.074 |
S1 |
76.747 |
76.747 |
77.012 |
76.878 |
S2 |
76.428 |
76.428 |
76.959 |
|
S3 |
75.848 |
76.167 |
76.906 |
|
S4 |
75.268 |
75.587 |
76.746 |
|
|
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% |
0.490 |
0.6% |
59% |
False |
False |
4,670 |
10 |
78.040 |
76.405 |
1.635 |
2.1% |
0.475 |
0.6% |
40% |
False |
False |
2,556 |
20 |
79.295 |
76.405 |
2.890 |
3.8% |
0.488 |
0.6% |
23% |
False |
False |
1,348 |
40 |
81.480 |
76.405 |
5.075 |
6.6% |
0.536 |
0.7% |
13% |
False |
False |
715 |
60 |
81.985 |
76.405 |
5.580 |
7.2% |
0.472 |
0.6% |
12% |
False |
False |
521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.735 |
2.618 |
78.788 |
1.618 |
78.208 |
1.000 |
77.850 |
0.618 |
77.628 |
HIGH |
77.270 |
0.618 |
77.048 |
0.500 |
76.980 |
0.382 |
76.912 |
LOW |
76.690 |
0.618 |
76.332 |
1.000 |
76.110 |
1.618 |
75.752 |
2.618 |
75.172 |
4.250 |
74.225 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
77.037 |
76.989 |
PP |
77.008 |
76.913 |
S1 |
76.980 |
76.838 |
|