ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.740 |
76.910 |
0.170 |
0.2% |
76.605 |
High |
77.135 |
76.980 |
-0.155 |
-0.2% |
77.675 |
Low |
76.635 |
76.150 |
-0.485 |
-0.6% |
76.405 |
Close |
76.986 |
76.340 |
-0.646 |
-0.8% |
77.055 |
Range |
0.500 |
0.830 |
0.330 |
66.0% |
1.270 |
ATR |
0.550 |
0.570 |
0.020 |
3.7% |
0.000 |
Volume |
38,320 |
29,144 |
-9,176 |
-23.9% |
97,746 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.980 |
78.490 |
76.797 |
|
R3 |
78.150 |
77.660 |
76.568 |
|
R2 |
77.320 |
77.320 |
76.492 |
|
R1 |
76.830 |
76.830 |
76.416 |
76.660 |
PP |
76.490 |
76.490 |
76.490 |
76.405 |
S1 |
76.000 |
76.000 |
76.264 |
75.830 |
S2 |
75.660 |
75.660 |
76.188 |
|
S3 |
74.830 |
75.170 |
76.112 |
|
S4 |
74.000 |
74.340 |
75.884 |
|
|
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 |
76.150 |
1.525 |
2.0% |
0.691 |
0.9% |
12% |
False |
True |
29,736 |
10 |
77.675 |
76.150 |
1.525 |
2.0% |
0.594 |
0.8% |
12% |
False |
True |
21,938 |
20 |
78.655 |
76.150 |
2.505 |
3.3% |
0.548 |
0.7% |
8% |
False |
True |
11,191 |
40 |
79.295 |
76.150 |
3.145 |
4.1% |
0.528 |
0.7% |
6% |
False |
True |
5,639 |
60 |
81.985 |
76.150 |
5.835 |
7.6% |
0.523 |
0.7% |
3% |
False |
True |
3,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.508 |
2.618 |
79.153 |
1.618 |
78.323 |
1.000 |
77.810 |
0.618 |
77.493 |
HIGH |
76.980 |
0.618 |
76.663 |
0.500 |
76.565 |
0.382 |
76.467 |
LOW |
76.150 |
0.618 |
75.637 |
1.000 |
75.320 |
1.618 |
74.807 |
2.618 |
73.977 |
4.250 |
72.623 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.565 |
76.770 |
PP |
76.490 |
76.627 |
S1 |
76.415 |
76.483 |
|