ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
75.830 |
76.110 |
0.280 |
0.4% |
76.810 |
High |
76.190 |
76.305 |
0.115 |
0.2% |
77.390 |
Low |
75.670 |
75.700 |
0.030 |
0.0% |
75.790 |
Close |
76.046 |
75.905 |
-0.141 |
-0.2% |
75.971 |
Range |
0.520 |
0.605 |
0.085 |
16.3% |
1.600 |
ATR |
0.562 |
0.565 |
0.003 |
0.5% |
0.000 |
Volume |
25,032 |
32,278 |
7,246 |
28.9% |
144,799 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.785 |
77.450 |
76.238 |
|
R3 |
77.180 |
76.845 |
76.071 |
|
R2 |
76.575 |
76.575 |
76.016 |
|
R1 |
76.240 |
76.240 |
75.960 |
76.105 |
PP |
75.970 |
75.970 |
75.970 |
75.903 |
S1 |
75.635 |
75.635 |
75.850 |
75.500 |
S2 |
75.365 |
75.365 |
75.794 |
|
S3 |
74.760 |
75.030 |
75.739 |
|
S4 |
74.155 |
74.425 |
75.572 |
|
|
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 |
76.765 |
75.505 |
1.260 |
1.7% |
0.563 |
0.7% |
32% |
False |
False |
24,992 |
10 |
77.675 |
75.505 |
2.170 |
2.9% |
0.627 |
0.8% |
18% |
False |
False |
27,364 |
20 |
77.760 |
75.505 |
2.255 |
3.0% |
0.568 |
0.7% |
18% |
False |
False |
17,347 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.539 |
0.7% |
11% |
False |
False |
8,757 |
60 |
81.985 |
75.505 |
6.480 |
8.5% |
0.547 |
0.7% |
6% |
False |
False |
5,895 |
80 |
81.985 |
75.505 |
6.480 |
8.5% |
0.473 |
0.6% |
6% |
False |
False |
4,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.876 |
2.618 |
77.889 |
1.618 |
77.284 |
1.000 |
76.910 |
0.618 |
76.679 |
HIGH |
76.305 |
0.618 |
76.074 |
0.500 |
76.003 |
0.382 |
75.931 |
LOW |
75.700 |
0.618 |
75.326 |
1.000 |
75.095 |
1.618 |
74.721 |
2.618 |
74.116 |
4.250 |
73.129 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.003 |
75.905 |
PP |
75.970 |
75.905 |
S1 |
75.938 |
75.905 |
|