ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
77.200 |
76.965 |
-0.235 |
-0.3% |
77.750 |
High |
77.245 |
77.640 |
0.395 |
0.5% |
77.760 |
Low |
76.810 |
76.910 |
0.100 |
0.1% |
76.600 |
Close |
76.994 |
77.557 |
0.563 |
0.7% |
76.706 |
Range |
0.435 |
0.730 |
0.295 |
67.8% |
1.160 |
ATR |
0.497 |
0.514 |
0.017 |
3.3% |
0.000 |
Volume |
20,597 |
28,404 |
7,807 |
37.9% |
4,353 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.559 |
79.288 |
77.959 |
|
R3 |
78.829 |
78.558 |
77.758 |
|
R2 |
78.099 |
78.099 |
77.691 |
|
R1 |
77.828 |
77.828 |
77.624 |
77.964 |
PP |
77.369 |
77.369 |
77.369 |
77.437 |
S1 |
77.098 |
77.098 |
77.490 |
77.234 |
S2 |
76.639 |
76.639 |
77.423 |
|
S3 |
75.909 |
76.368 |
77.356 |
|
S4 |
75.179 |
75.638 |
77.156 |
|
|
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 |
77.640 |
76.405 |
1.235 |
1.6% |
0.496 |
0.6% |
93% |
True |
False |
14,140 |
10 |
77.760 |
76.405 |
1.355 |
1.7% |
0.510 |
0.7% |
85% |
False |
False |
7,330 |
20 |
79.295 |
76.405 |
2.890 |
3.7% |
0.491 |
0.6% |
40% |
False |
False |
3,790 |
40 |
80.085 |
76.405 |
3.680 |
4.7% |
0.518 |
0.7% |
31% |
False |
False |
1,935 |
60 |
81.985 |
76.405 |
5.580 |
7.2% |
0.486 |
0.6% |
21% |
False |
False |
1,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.743 |
2.618 |
79.551 |
1.618 |
78.821 |
1.000 |
78.370 |
0.618 |
78.091 |
HIGH |
77.640 |
0.618 |
77.361 |
0.500 |
77.275 |
0.382 |
77.189 |
LOW |
76.910 |
0.618 |
76.459 |
1.000 |
76.180 |
1.618 |
75.729 |
2.618 |
74.999 |
4.250 |
73.808 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
77.463 |
77.426 |
PP |
77.369 |
77.296 |
S1 |
77.275 |
77.165 |
|