ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
75.705 |
75.830 |
0.125 |
0.2% |
76.810 |
High |
75.805 |
76.190 |
0.385 |
0.5% |
77.390 |
Low |
75.505 |
75.670 |
0.165 |
0.2% |
75.790 |
Close |
75.673 |
76.046 |
0.373 |
0.5% |
75.971 |
Range |
0.300 |
0.520 |
0.220 |
73.3% |
1.600 |
ATR |
0.566 |
0.562 |
-0.003 |
-0.6% |
0.000 |
Volume |
21,642 |
25,032 |
3,390 |
15.7% |
144,799 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.529 |
77.307 |
76.332 |
|
R3 |
77.009 |
76.787 |
76.189 |
|
R2 |
76.489 |
76.489 |
76.141 |
|
R1 |
76.267 |
76.267 |
76.094 |
76.378 |
PP |
75.969 |
75.969 |
75.969 |
76.024 |
S1 |
75.747 |
75.747 |
75.998 |
75.858 |
S2 |
75.449 |
75.449 |
75.951 |
|
S3 |
74.929 |
75.227 |
75.903 |
|
S4 |
74.409 |
74.707 |
75.760 |
|
|
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 |
76.980 |
75.505 |
1.475 |
1.9% |
0.608 |
0.8% |
37% |
False |
False |
24,365 |
10 |
77.675 |
75.505 |
2.170 |
2.9% |
0.640 |
0.8% |
25% |
False |
False |
26,976 |
20 |
77.790 |
75.505 |
2.285 |
3.0% |
0.560 |
0.7% |
24% |
False |
False |
15,746 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.532 |
0.7% |
14% |
False |
False |
7,951 |
60 |
81.985 |
75.505 |
6.480 |
8.5% |
0.543 |
0.7% |
8% |
False |
False |
5,357 |
80 |
82.000 |
75.505 |
6.495 |
8.5% |
0.466 |
0.6% |
8% |
False |
False |
4,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.400 |
2.618 |
77.551 |
1.618 |
77.031 |
1.000 |
76.710 |
0.618 |
76.511 |
HIGH |
76.190 |
0.618 |
75.991 |
0.500 |
75.930 |
0.382 |
75.869 |
LOW |
75.670 |
0.618 |
75.349 |
1.000 |
75.150 |
1.618 |
74.829 |
2.618 |
74.309 |
4.250 |
73.460 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.007 |
75.980 |
PP |
75.969 |
75.914 |
S1 |
75.930 |
75.848 |
|