ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.790 |
77.200 |
0.410 |
0.5% |
77.750 |
High |
77.270 |
77.245 |
-0.025 |
0.0% |
77.760 |
Low |
76.690 |
76.810 |
0.120 |
0.2% |
76.600 |
Close |
77.065 |
76.994 |
-0.071 |
-0.1% |
76.706 |
Range |
0.580 |
0.435 |
-0.145 |
-25.0% |
1.160 |
ATR |
0.502 |
0.497 |
-0.005 |
-1.0% |
0.000 |
Volume |
12,531 |
20,597 |
8,066 |
64.4% |
4,353 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.321 |
78.093 |
77.233 |
|
R3 |
77.886 |
77.658 |
77.114 |
|
R2 |
77.451 |
77.451 |
77.074 |
|
R1 |
77.223 |
77.223 |
77.034 |
77.120 |
PP |
77.016 |
77.016 |
77.016 |
76.965 |
S1 |
76.788 |
76.788 |
76.954 |
76.685 |
S2 |
76.581 |
76.581 |
76.914 |
|
S3 |
76.146 |
76.353 |
76.874 |
|
S4 |
75.711 |
75.918 |
76.755 |
|
|
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 |
77.270 |
76.405 |
0.865 |
1.1% |
0.444 |
0.6% |
68% |
False |
False |
8,653 |
10 |
77.790 |
76.405 |
1.385 |
1.8% |
0.480 |
0.6% |
43% |
False |
False |
4,516 |
20 |
79.295 |
76.405 |
2.890 |
3.8% |
0.485 |
0.6% |
20% |
False |
False |
2,374 |
40 |
80.670 |
76.405 |
4.265 |
5.5% |
0.525 |
0.7% |
14% |
False |
False |
1,229 |
60 |
81.985 |
76.405 |
5.580 |
7.2% |
0.474 |
0.6% |
11% |
False |
False |
863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.094 |
2.618 |
78.384 |
1.618 |
77.949 |
1.000 |
77.680 |
0.618 |
77.514 |
HIGH |
77.245 |
0.618 |
77.079 |
0.500 |
77.028 |
0.382 |
76.976 |
LOW |
76.810 |
0.618 |
76.541 |
1.000 |
76.375 |
1.618 |
76.106 |
2.618 |
75.671 |
4.250 |
74.961 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
77.028 |
76.942 |
PP |
77.016 |
76.890 |
S1 |
77.005 |
76.838 |
|