ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 28-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.285 |
77.060 |
0.775 |
1.0% |
76.270 |
High |
76.970 |
77.060 |
0.090 |
0.1% |
76.970 |
Low |
76.285 |
76.790 |
0.505 |
0.7% |
75.955 |
Close |
76.900 |
76.816 |
-0.084 |
-0.1% |
76.900 |
Range |
0.685 |
0.270 |
-0.415 |
-60.6% |
1.015 |
ATR |
0.396 |
0.387 |
-0.009 |
-2.3% |
0.000 |
Volume |
47 |
13 |
-34 |
-72.3% |
119 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.699 |
77.527 |
76.965 |
|
R3 |
77.429 |
77.257 |
76.890 |
|
R2 |
77.159 |
77.159 |
76.866 |
|
R1 |
76.987 |
76.987 |
76.841 |
76.938 |
PP |
76.889 |
76.889 |
76.889 |
76.864 |
S1 |
76.717 |
76.717 |
76.791 |
76.668 |
S2 |
76.619 |
76.619 |
76.767 |
|
S3 |
76.349 |
76.447 |
76.742 |
|
S4 |
76.079 |
76.177 |
76.668 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.653 |
79.292 |
77.458 |
|
R3 |
78.638 |
78.277 |
77.179 |
|
R2 |
77.623 |
77.623 |
77.086 |
|
R1 |
77.262 |
77.262 |
76.993 |
77.443 |
PP |
76.608 |
76.608 |
76.608 |
76.699 |
S1 |
76.247 |
76.247 |
76.807 |
76.428 |
S2 |
75.593 |
75.593 |
76.714 |
|
S3 |
74.578 |
75.232 |
76.621 |
|
S4 |
73.563 |
74.217 |
76.342 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.208 |
2.618 |
77.767 |
1.618 |
77.497 |
1.000 |
77.330 |
0.618 |
77.227 |
HIGH |
77.060 |
0.618 |
76.957 |
0.500 |
76.925 |
0.382 |
76.893 |
LOW |
76.790 |
0.618 |
76.623 |
1.000 |
76.520 |
1.618 |
76.353 |
2.618 |
76.083 |
4.250 |
75.643 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.925 |
76.752 |
PP |
76.889 |
76.687 |
S1 |
76.852 |
76.623 |
|