ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.810 |
76.655 |
-0.155 |
-0.2% |
76.605 |
High |
77.040 |
77.390 |
0.350 |
0.5% |
77.675 |
Low |
76.470 |
76.585 |
0.115 |
0.2% |
76.405 |
Close |
76.635 |
76.656 |
0.021 |
0.0% |
77.055 |
Range |
0.570 |
0.805 |
0.235 |
41.2% |
1.270 |
ATR |
0.535 |
0.554 |
0.019 |
3.6% |
0.000 |
Volume |
22,433 |
29,747 |
7,314 |
32.6% |
97,746 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.292 |
78.779 |
77.099 |
|
R3 |
78.487 |
77.974 |
76.877 |
|
R2 |
77.682 |
77.682 |
76.804 |
|
R1 |
77.169 |
77.169 |
76.730 |
77.426 |
PP |
76.877 |
76.877 |
76.877 |
77.005 |
S1 |
76.364 |
76.364 |
76.582 |
76.621 |
S2 |
76.072 |
76.072 |
76.508 |
|
S3 |
75.267 |
75.559 |
76.435 |
|
S4 |
74.462 |
74.754 |
76.213 |
|
|
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% |
0.658 |
0.9% |
15% |
False |
False |
26,043 |
10 |
77.675 |
76.405 |
1.270 |
1.7% |
0.574 |
0.7% |
20% |
False |
False |
15,357 |
20 |
79.125 |
76.405 |
2.720 |
3.5% |
0.530 |
0.7% |
9% |
False |
False |
7,834 |
40 |
79.705 |
76.405 |
3.300 |
4.3% |
0.527 |
0.7% |
8% |
False |
False |
3,959 |
60 |
81.985 |
76.405 |
5.580 |
7.3% |
0.501 |
0.7% |
4% |
False |
False |
2,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.811 |
2.618 |
79.497 |
1.618 |
78.692 |
1.000 |
78.195 |
0.618 |
77.887 |
HIGH |
77.390 |
0.618 |
77.082 |
0.500 |
76.988 |
0.382 |
76.893 |
LOW |
76.585 |
0.618 |
76.088 |
1.000 |
75.780 |
1.618 |
75.283 |
2.618 |
74.478 |
4.250 |
73.164 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.988 |
77.073 |
PP |
76.877 |
76.934 |
S1 |
76.767 |
76.795 |
|