ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.380 |
76.370 |
-0.010 |
0.0% |
75.870 |
High |
76.670 |
76.415 |
-0.255 |
-0.3% |
76.560 |
Low |
76.245 |
75.885 |
-0.360 |
-0.5% |
75.505 |
Close |
76.357 |
76.072 |
-0.285 |
-0.4% |
76.485 |
Range |
0.425 |
0.530 |
0.105 |
24.7% |
1.055 |
ATR |
0.552 |
0.550 |
-0.002 |
-0.3% |
0.000 |
Volume |
22,292 |
23,111 |
819 |
3.7% |
128,102 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.714 |
77.423 |
76.364 |
|
R3 |
77.184 |
76.893 |
76.218 |
|
R2 |
76.654 |
76.654 |
76.169 |
|
R1 |
76.363 |
76.363 |
76.121 |
76.244 |
PP |
76.124 |
76.124 |
76.124 |
76.064 |
S1 |
75.833 |
75.833 |
76.023 |
75.714 |
S2 |
75.594 |
75.594 |
75.975 |
|
S3 |
75.064 |
75.303 |
75.926 |
|
S4 |
74.534 |
74.773 |
75.781 |
|
|
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 |
75.840 |
0.860 |
1.1% |
0.521 |
0.7% |
27% |
False |
False |
22,365 |
10 |
76.765 |
75.505 |
1.260 |
1.7% |
0.542 |
0.7% |
45% |
False |
False |
23,678 |
20 |
77.675 |
75.505 |
2.170 |
2.9% |
0.568 |
0.7% |
26% |
False |
False |
22,808 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.528 |
0.7% |
15% |
False |
False |
11,547 |
60 |
81.985 |
75.505 |
6.480 |
8.5% |
0.543 |
0.7% |
9% |
False |
False |
7,740 |
80 |
81.985 |
75.505 |
6.480 |
8.5% |
0.488 |
0.6% |
9% |
False |
False |
5,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.668 |
2.618 |
77.803 |
1.618 |
77.273 |
1.000 |
76.945 |
0.618 |
76.743 |
HIGH |
76.415 |
0.618 |
76.213 |
0.500 |
76.150 |
0.382 |
76.087 |
LOW |
75.885 |
0.618 |
75.557 |
1.000 |
75.355 |
1.618 |
75.027 |
2.618 |
74.497 |
4.250 |
73.633 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.150 |
76.293 |
PP |
76.124 |
76.219 |
S1 |
76.098 |
76.146 |
|