ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
78.170 |
78.135 |
-0.035 |
0.0% |
78.455 |
| High |
78.440 |
78.195 |
-0.245 |
-0.3% |
78.470 |
| Low |
77.940 |
77.715 |
-0.225 |
-0.3% |
77.000 |
| Close |
78.122 |
78.094 |
-0.028 |
0.0% |
78.180 |
| Range |
0.500 |
0.480 |
-0.020 |
-4.0% |
1.470 |
| ATR |
0.700 |
0.684 |
-0.016 |
-2.2% |
0.000 |
| Volume |
16,389 |
19,607 |
3,218 |
19.6% |
114,220 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.441 |
79.248 |
78.358 |
|
| R3 |
78.961 |
78.768 |
78.226 |
|
| R2 |
78.481 |
78.481 |
78.182 |
|
| R1 |
78.288 |
78.288 |
78.138 |
78.145 |
| PP |
78.001 |
78.001 |
78.001 |
77.930 |
| S1 |
77.808 |
77.808 |
78.050 |
77.665 |
| S2 |
77.521 |
77.521 |
78.006 |
|
| S3 |
77.041 |
77.328 |
77.962 |
|
| S4 |
76.561 |
76.848 |
77.830 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.293 |
81.707 |
78.989 |
|
| R3 |
80.823 |
80.237 |
78.584 |
|
| R2 |
79.353 |
79.353 |
78.450 |
|
| R1 |
78.767 |
78.767 |
78.315 |
78.325 |
| PP |
77.883 |
77.883 |
77.883 |
77.663 |
| S1 |
77.297 |
77.297 |
78.045 |
76.855 |
| S2 |
76.413 |
76.413 |
77.911 |
|
| S3 |
74.943 |
75.827 |
77.776 |
|
| S4 |
73.473 |
74.357 |
77.372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.440 |
77.000 |
1.440 |
1.8% |
0.606 |
0.8% |
76% |
False |
False |
20,683 |
| 10 |
78.470 |
77.000 |
1.470 |
1.9% |
0.628 |
0.8% |
74% |
False |
False |
21,881 |
| 20 |
81.450 |
77.000 |
4.450 |
5.7% |
0.710 |
0.9% |
25% |
False |
False |
23,534 |
| 40 |
81.635 |
77.000 |
4.635 |
5.9% |
0.693 |
0.9% |
24% |
False |
False |
20,404 |
| 60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.716 |
0.9% |
22% |
False |
False |
14,741 |
| 80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.728 |
0.9% |
33% |
False |
False |
11,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.235 |
|
2.618 |
79.452 |
|
1.618 |
78.972 |
|
1.000 |
78.675 |
|
0.618 |
78.492 |
|
HIGH |
78.195 |
|
0.618 |
78.012 |
|
0.500 |
77.955 |
|
0.382 |
77.898 |
|
LOW |
77.715 |
|
0.618 |
77.418 |
|
1.000 |
77.235 |
|
1.618 |
76.938 |
|
2.618 |
76.458 |
|
4.250 |
75.675 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
78.048 |
78.064 |
| PP |
78.001 |
78.033 |
| S1 |
77.955 |
78.003 |
|