ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.520 |
76.490 |
-0.030 |
0.0% |
75.870 |
High |
76.695 |
76.700 |
0.005 |
0.0% |
76.560 |
Low |
76.295 |
76.170 |
-0.125 |
-0.2% |
75.505 |
Close |
76.376 |
76.502 |
0.126 |
0.2% |
76.485 |
Range |
0.400 |
0.530 |
0.130 |
32.5% |
1.055 |
ATR |
0.564 |
0.561 |
-0.002 |
-0.4% |
0.000 |
Volume |
17,364 |
20,765 |
3,401 |
19.6% |
128,102 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.047 |
77.805 |
76.794 |
|
R3 |
77.517 |
77.275 |
76.648 |
|
R2 |
76.987 |
76.987 |
76.599 |
|
R1 |
76.745 |
76.745 |
76.551 |
76.866 |
PP |
76.457 |
76.457 |
76.457 |
76.518 |
S1 |
76.215 |
76.215 |
76.453 |
76.336 |
S2 |
75.927 |
75.927 |
76.405 |
|
S3 |
75.397 |
75.685 |
76.356 |
|
S4 |
74.867 |
75.155 |
76.211 |
|
|
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 |
76.700 |
75.670 |
1.030 |
1.3% |
0.555 |
0.7% |
81% |
True |
False |
24,747 |
10 |
77.135 |
75.505 |
1.630 |
2.1% |
0.580 |
0.8% |
61% |
False |
False |
25,885 |
20 |
77.675 |
75.505 |
2.170 |
2.8% |
0.577 |
0.8% |
46% |
False |
False |
20,621 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.532 |
0.7% |
26% |
False |
False |
10,414 |
60 |
81.985 |
75.505 |
6.480 |
8.5% |
0.551 |
0.7% |
15% |
False |
False |
6,997 |
80 |
81.985 |
75.505 |
6.480 |
8.5% |
0.478 |
0.6% |
15% |
False |
False |
5,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.953 |
2.618 |
78.088 |
1.618 |
77.558 |
1.000 |
77.230 |
0.618 |
77.028 |
HIGH |
76.700 |
0.618 |
76.498 |
0.500 |
76.435 |
0.382 |
76.372 |
LOW |
76.170 |
0.618 |
75.842 |
1.000 |
75.640 |
1.618 |
75.312 |
2.618 |
74.782 |
4.250 |
73.918 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.480 |
76.425 |
PP |
76.457 |
76.347 |
S1 |
76.435 |
76.270 |
|