ICE US Dollar Index Future September 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 |
76.210 |
76.555 |
0.345 |
0.5% |
77.060 |
High |
76.440 |
76.575 |
0.135 |
0.2% |
77.515 |
Low |
76.210 |
76.185 |
-0.025 |
0.0% |
76.345 |
Close |
76.456 |
76.328 |
-0.128 |
-0.2% |
76.426 |
Range |
0.230 |
0.390 |
0.160 |
69.6% |
1.170 |
ATR |
0.000 |
0.374 |
0.374 |
|
0.000 |
Volume |
19 |
9 |
-10 |
-52.6% |
11 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.533 |
77.320 |
76.543 |
|
R3 |
77.143 |
76.930 |
76.435 |
|
R2 |
76.753 |
76.753 |
76.400 |
|
R1 |
76.540 |
76.540 |
76.364 |
76.452 |
PP |
76.363 |
76.363 |
76.363 |
76.318 |
S1 |
76.150 |
76.150 |
76.292 |
76.062 |
S2 |
75.973 |
75.973 |
76.257 |
|
S3 |
75.583 |
75.760 |
76.221 |
|
S4 |
75.193 |
75.370 |
76.114 |
|
|
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 |
78.233 |
2.618 |
77.596 |
1.618 |
77.206 |
1.000 |
76.965 |
0.618 |
76.816 |
HIGH |
76.575 |
0.618 |
76.426 |
0.500 |
76.380 |
0.382 |
76.334 |
LOW |
76.185 |
0.618 |
75.944 |
1.000 |
75.795 |
1.618 |
75.554 |
2.618 |
75.164 |
4.250 |
74.528 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.380 |
76.307 |
PP |
76.363 |
76.286 |
S1 |
76.345 |
76.265 |
|