ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.910 |
76.290 |
-0.620 |
-0.8% |
76.810 |
High |
76.980 |
76.765 |
-0.215 |
-0.3% |
77.390 |
Low |
76.150 |
75.790 |
-0.360 |
-0.5% |
75.790 |
Close |
76.340 |
75.971 |
-0.369 |
-0.5% |
75.971 |
Range |
0.830 |
0.975 |
0.145 |
17.5% |
1.600 |
ATR |
0.570 |
0.599 |
0.029 |
5.1% |
0.000 |
Volume |
29,144 |
25,155 |
-3,989 |
-13.7% |
144,799 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.100 |
78.511 |
76.507 |
|
R3 |
78.125 |
77.536 |
76.239 |
|
R2 |
77.150 |
77.150 |
76.150 |
|
R1 |
76.561 |
76.561 |
76.060 |
76.368 |
PP |
76.175 |
76.175 |
76.175 |
76.079 |
S1 |
75.586 |
75.586 |
75.882 |
75.393 |
S2 |
75.200 |
75.200 |
75.792 |
|
S3 |
74.225 |
74.611 |
75.703 |
|
S4 |
73.250 |
73.636 |
75.435 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.184 |
80.177 |
76.851 |
|
R3 |
79.584 |
78.577 |
76.411 |
|
R2 |
77.984 |
77.984 |
76.264 |
|
R1 |
76.977 |
76.977 |
76.118 |
76.681 |
PP |
76.384 |
76.384 |
76.384 |
76.235 |
S1 |
75.377 |
75.377 |
75.824 |
75.081 |
S2 |
74.784 |
74.784 |
75.678 |
|
S3 |
73.184 |
73.777 |
75.531 |
|
S4 |
71.584 |
72.177 |
75.091 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.390 |
75.790 |
1.600 |
2.1% |
0.736 |
1.0% |
11% |
False |
True |
28,959 |
10 |
77.675 |
75.790 |
1.885 |
2.5% |
0.661 |
0.9% |
10% |
False |
True |
24,254 |
20 |
78.655 |
75.790 |
2.865 |
3.8% |
0.563 |
0.7% |
6% |
False |
True |
12,436 |
40 |
79.295 |
75.790 |
3.505 |
4.6% |
0.537 |
0.7% |
5% |
False |
True |
6,267 |
60 |
81.985 |
75.790 |
6.195 |
8.2% |
0.534 |
0.7% |
3% |
False |
True |
4,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.909 |
2.618 |
79.318 |
1.618 |
78.343 |
1.000 |
77.740 |
0.618 |
77.368 |
HIGH |
76.765 |
0.618 |
76.393 |
0.500 |
76.278 |
0.382 |
76.162 |
LOW |
75.790 |
0.618 |
75.187 |
1.000 |
74.815 |
1.618 |
74.212 |
2.618 |
73.237 |
4.250 |
71.646 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.278 |
76.463 |
PP |
76.175 |
76.299 |
S1 |
76.073 |
76.135 |
|