ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.110 |
75.940 |
-0.170 |
-0.2% |
75.870 |
High |
76.305 |
76.560 |
0.255 |
0.3% |
76.560 |
Low |
75.700 |
75.840 |
0.140 |
0.2% |
75.505 |
Close |
75.905 |
76.485 |
0.580 |
0.8% |
76.485 |
Range |
0.605 |
0.720 |
0.115 |
19.0% |
1.055 |
ATR |
0.565 |
0.577 |
0.011 |
2.0% |
0.000 |
Volume |
32,278 |
28,296 |
-3,982 |
-12.3% |
128,102 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.455 |
78.190 |
76.881 |
|
R3 |
77.735 |
77.470 |
76.683 |
|
R2 |
77.015 |
77.015 |
76.617 |
|
R1 |
76.750 |
76.750 |
76.551 |
76.883 |
PP |
76.295 |
76.295 |
76.295 |
76.361 |
S1 |
76.030 |
76.030 |
76.419 |
76.163 |
S2 |
75.575 |
75.575 |
76.353 |
|
S3 |
74.855 |
75.310 |
76.287 |
|
S4 |
74.135 |
74.590 |
76.089 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.348 |
78.972 |
77.065 |
|
R3 |
78.293 |
77.917 |
76.775 |
|
R2 |
77.238 |
77.238 |
76.678 |
|
R1 |
76.862 |
76.862 |
76.582 |
77.050 |
PP |
76.183 |
76.183 |
76.183 |
76.278 |
S1 |
75.807 |
75.807 |
76.388 |
75.995 |
S2 |
75.128 |
75.128 |
76.292 |
|
S3 |
74.073 |
74.752 |
76.195 |
|
S4 |
73.018 |
73.697 |
75.905 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.560 |
75.505 |
1.055 |
1.4% |
0.512 |
0.7% |
93% |
True |
False |
25,620 |
10 |
77.390 |
75.505 |
1.885 |
2.5% |
0.624 |
0.8% |
52% |
False |
False |
27,290 |
20 |
77.760 |
75.505 |
2.255 |
2.9% |
0.581 |
0.8% |
43% |
False |
False |
18,750 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.543 |
0.7% |
26% |
False |
False |
9,464 |
60 |
81.985 |
75.505 |
6.480 |
8.5% |
0.548 |
0.7% |
15% |
False |
False |
6,366 |
80 |
81.985 |
75.505 |
6.480 |
8.5% |
0.477 |
0.6% |
15% |
False |
False |
4,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.620 |
2.618 |
78.445 |
1.618 |
77.725 |
1.000 |
77.280 |
0.618 |
77.005 |
HIGH |
76.560 |
0.618 |
76.285 |
0.500 |
76.200 |
0.382 |
76.115 |
LOW |
75.840 |
0.618 |
75.395 |
1.000 |
75.120 |
1.618 |
74.675 |
2.618 |
73.955 |
4.250 |
72.780 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.390 |
76.362 |
PP |
76.295 |
76.238 |
S1 |
76.200 |
76.115 |
|