ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.655 |
76.740 |
0.085 |
0.1% |
76.605 |
High |
77.390 |
77.135 |
-0.255 |
-0.3% |
77.675 |
Low |
76.585 |
76.635 |
0.050 |
0.1% |
76.405 |
Close |
76.656 |
76.986 |
0.330 |
0.4% |
77.055 |
Range |
0.805 |
0.500 |
-0.305 |
-37.9% |
1.270 |
ATR |
0.554 |
0.550 |
-0.004 |
-0.7% |
0.000 |
Volume |
29,747 |
38,320 |
8,573 |
28.8% |
97,746 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.419 |
78.202 |
77.261 |
|
R3 |
77.919 |
77.702 |
77.124 |
|
R2 |
77.419 |
77.419 |
77.078 |
|
R1 |
77.202 |
77.202 |
77.032 |
77.311 |
PP |
76.919 |
76.919 |
76.919 |
76.973 |
S1 |
76.702 |
76.702 |
76.940 |
76.811 |
S2 |
76.419 |
76.419 |
76.894 |
|
S3 |
75.919 |
76.202 |
76.849 |
|
S4 |
75.419 |
75.702 |
76.711 |
|
|
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% |
0.671 |
0.9% |
43% |
False |
False |
29,588 |
10 |
77.675 |
76.405 |
1.270 |
1.6% |
0.558 |
0.7% |
46% |
False |
False |
19,121 |
20 |
78.745 |
76.405 |
2.340 |
3.0% |
0.527 |
0.7% |
25% |
False |
False |
9,740 |
40 |
79.705 |
76.405 |
3.300 |
4.3% |
0.525 |
0.7% |
18% |
False |
False |
4,913 |
60 |
81.985 |
76.405 |
5.580 |
7.2% |
0.509 |
0.7% |
10% |
False |
False |
3,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.260 |
2.618 |
78.444 |
1.618 |
77.944 |
1.000 |
77.635 |
0.618 |
77.444 |
HIGH |
77.135 |
0.618 |
76.944 |
0.500 |
76.885 |
0.382 |
76.826 |
LOW |
76.635 |
0.618 |
76.326 |
1.000 |
76.135 |
1.618 |
75.826 |
2.618 |
75.326 |
4.250 |
74.510 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.952 |
76.967 |
PP |
76.919 |
76.949 |
S1 |
76.885 |
76.930 |
|