ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.680 |
76.270 |
-0.410 |
-0.5% |
77.060 |
High |
76.805 |
76.270 |
-0.535 |
-0.7% |
77.515 |
Low |
76.345 |
76.070 |
-0.275 |
-0.4% |
76.345 |
Close |
76.426 |
76.085 |
-0.341 |
-0.4% |
76.426 |
Range |
0.460 |
0.200 |
-0.260 |
-56.5% |
1.170 |
ATR |
|
|
|
|
|
Volume |
5 |
42 |
37 |
740.0% |
11 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.742 |
76.613 |
76.195 |
|
R3 |
76.542 |
76.413 |
76.140 |
|
R2 |
76.342 |
76.342 |
76.122 |
|
R1 |
76.213 |
76.213 |
76.103 |
76.178 |
PP |
76.142 |
76.142 |
76.142 |
76.124 |
S1 |
76.013 |
76.013 |
76.067 |
75.978 |
S2 |
75.942 |
75.942 |
76.048 |
|
S3 |
75.742 |
75.813 |
76.030 |
|
S4 |
75.542 |
75.613 |
75.975 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.272 |
79.519 |
77.070 |
|
R3 |
79.102 |
78.349 |
76.748 |
|
R2 |
77.932 |
77.932 |
76.641 |
|
R1 |
77.179 |
77.179 |
76.533 |
76.971 |
PP |
76.762 |
76.762 |
76.762 |
76.658 |
S1 |
76.009 |
76.009 |
76.319 |
75.801 |
S2 |
75.592 |
75.592 |
76.212 |
|
S3 |
74.422 |
74.839 |
76.104 |
|
S4 |
73.252 |
73.669 |
75.783 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.120 |
2.618 |
76.794 |
1.618 |
76.594 |
1.000 |
76.470 |
0.618 |
76.394 |
HIGH |
76.270 |
0.618 |
76.194 |
0.500 |
76.170 |
0.382 |
76.146 |
LOW |
76.070 |
0.618 |
75.946 |
1.000 |
75.870 |
1.618 |
75.746 |
2.618 |
75.546 |
4.250 |
75.220 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.170 |
76.665 |
PP |
76.142 |
76.472 |
S1 |
76.113 |
76.278 |
|