ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
77.460 |
76.810 |
-0.650 |
-0.8% |
76.605 |
High |
77.675 |
77.040 |
-0.635 |
-0.8% |
77.675 |
Low |
76.925 |
76.470 |
-0.455 |
-0.6% |
76.405 |
Close |
77.055 |
76.635 |
-0.420 |
-0.5% |
77.055 |
Range |
0.750 |
0.570 |
-0.180 |
-24.0% |
1.270 |
ATR |
0.531 |
0.535 |
0.004 |
0.7% |
0.000 |
Volume |
29,038 |
22,433 |
-6,605 |
-22.7% |
97,746 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.425 |
78.100 |
76.949 |
|
R3 |
77.855 |
77.530 |
76.792 |
|
R2 |
77.285 |
77.285 |
76.740 |
|
R1 |
76.960 |
76.960 |
76.687 |
76.838 |
PP |
76.715 |
76.715 |
76.715 |
76.654 |
S1 |
76.390 |
76.390 |
76.583 |
76.268 |
S2 |
76.145 |
76.145 |
76.531 |
|
S3 |
75.575 |
75.820 |
76.478 |
|
S4 |
75.005 |
75.250 |
76.322 |
|
|
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 |
76.470 |
1.205 |
1.6% |
0.613 |
0.8% |
14% |
False |
True |
22,600 |
10 |
77.675 |
76.405 |
1.270 |
1.7% |
0.530 |
0.7% |
18% |
False |
False |
12,436 |
20 |
79.125 |
76.405 |
2.720 |
3.5% |
0.507 |
0.7% |
8% |
False |
False |
6,350 |
40 |
80.085 |
76.405 |
3.680 |
4.8% |
0.529 |
0.7% |
6% |
False |
False |
3,216 |
60 |
81.985 |
76.405 |
5.580 |
7.3% |
0.493 |
0.6% |
4% |
False |
False |
2,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.463 |
2.618 |
78.532 |
1.618 |
77.962 |
1.000 |
77.610 |
0.618 |
77.392 |
HIGH |
77.040 |
0.618 |
76.822 |
0.500 |
76.755 |
0.382 |
76.688 |
LOW |
76.470 |
0.618 |
76.118 |
1.000 |
75.900 |
1.618 |
75.548 |
2.618 |
74.978 |
4.250 |
74.048 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.755 |
77.073 |
PP |
76.715 |
76.927 |
S1 |
76.675 |
76.781 |
|