ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.290 |
75.870 |
-0.420 |
-0.6% |
76.810 |
High |
76.765 |
76.005 |
-0.760 |
-1.0% |
77.390 |
Low |
75.790 |
75.590 |
-0.200 |
-0.3% |
75.790 |
Close |
75.971 |
75.655 |
-0.316 |
-0.4% |
75.971 |
Range |
0.975 |
0.415 |
-0.560 |
-57.4% |
1.600 |
ATR |
0.599 |
0.586 |
-0.013 |
-2.2% |
0.000 |
Volume |
25,155 |
20,854 |
-4,301 |
-17.1% |
144,799 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.995 |
76.740 |
75.883 |
|
R3 |
76.580 |
76.325 |
75.769 |
|
R2 |
76.165 |
76.165 |
75.731 |
|
R1 |
75.910 |
75.910 |
75.693 |
75.830 |
PP |
75.750 |
75.750 |
75.750 |
75.710 |
S1 |
75.495 |
75.495 |
75.617 |
75.415 |
S2 |
75.335 |
75.335 |
75.579 |
|
S3 |
74.920 |
75.080 |
75.541 |
|
S4 |
74.505 |
74.665 |
75.427 |
|
|
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 |
75.590 |
1.800 |
2.4% |
0.705 |
0.9% |
4% |
False |
True |
28,644 |
10 |
77.675 |
75.590 |
2.085 |
2.8% |
0.659 |
0.9% |
3% |
False |
True |
25,622 |
20 |
78.655 |
75.590 |
3.065 |
4.1% |
0.572 |
0.8% |
2% |
False |
True |
13,470 |
40 |
79.295 |
75.590 |
3.705 |
4.9% |
0.533 |
0.7% |
2% |
False |
True |
6,786 |
60 |
81.985 |
75.590 |
6.395 |
8.5% |
0.535 |
0.7% |
1% |
False |
True |
4,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.769 |
2.618 |
77.091 |
1.618 |
76.676 |
1.000 |
76.420 |
0.618 |
76.261 |
HIGH |
76.005 |
0.618 |
75.846 |
0.500 |
75.798 |
0.382 |
75.749 |
LOW |
75.590 |
0.618 |
75.334 |
1.000 |
75.175 |
1.618 |
74.919 |
2.618 |
74.504 |
4.250 |
73.826 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
75.798 |
76.285 |
PP |
75.750 |
76.075 |
S1 |
75.703 |
75.865 |
|