ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.965 |
77.460 |
0.495 |
0.6% |
76.605 |
High |
77.640 |
77.675 |
0.035 |
0.0% |
77.675 |
Low |
76.910 |
76.925 |
0.015 |
0.0% |
76.405 |
Close |
77.557 |
77.055 |
-0.502 |
-0.6% |
77.055 |
Range |
0.730 |
0.750 |
0.020 |
2.7% |
1.270 |
ATR |
0.514 |
0.531 |
0.017 |
3.3% |
0.000 |
Volume |
28,404 |
29,038 |
634 |
2.2% |
97,746 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.468 |
79.012 |
77.468 |
|
R3 |
78.718 |
78.262 |
77.261 |
|
R2 |
77.968 |
77.968 |
77.193 |
|
R1 |
77.512 |
77.512 |
77.124 |
77.365 |
PP |
77.218 |
77.218 |
77.218 |
77.145 |
S1 |
76.762 |
76.762 |
76.986 |
76.615 |
S2 |
76.468 |
76.468 |
76.918 |
|
S3 |
75.718 |
76.012 |
76.849 |
|
S4 |
74.968 |
75.262 |
76.643 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.855 |
80.225 |
77.754 |
|
R3 |
79.585 |
78.955 |
77.404 |
|
R2 |
78.315 |
78.315 |
77.288 |
|
R1 |
77.685 |
77.685 |
77.171 |
78.000 |
PP |
77.045 |
77.045 |
77.045 |
77.203 |
S1 |
76.415 |
76.415 |
76.939 |
76.730 |
S2 |
75.775 |
75.775 |
76.822 |
|
S3 |
74.505 |
75.145 |
76.706 |
|
S4 |
73.235 |
73.875 |
76.357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.675 |
76.405 |
1.270 |
1.6% |
0.585 |
0.8% |
51% |
True |
False |
19,549 |
10 |
77.760 |
76.405 |
1.355 |
1.8% |
0.539 |
0.7% |
48% |
False |
False |
10,209 |
20 |
79.295 |
76.405 |
2.890 |
3.8% |
0.508 |
0.7% |
22% |
False |
False |
5,235 |
40 |
80.085 |
76.405 |
3.680 |
4.8% |
0.524 |
0.7% |
18% |
False |
False |
2,658 |
60 |
81.985 |
76.405 |
5.580 |
7.2% |
0.498 |
0.6% |
12% |
False |
False |
1,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.863 |
2.618 |
79.639 |
1.618 |
78.889 |
1.000 |
78.425 |
0.618 |
78.139 |
HIGH |
77.675 |
0.618 |
77.389 |
0.500 |
77.300 |
0.382 |
77.212 |
LOW |
76.925 |
0.618 |
76.462 |
1.000 |
76.175 |
1.618 |
75.712 |
2.618 |
74.962 |
4.250 |
73.738 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
77.300 |
77.243 |
PP |
77.218 |
77.180 |
S1 |
77.137 |
77.118 |
|