ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
78.630 |
78.590 |
-0.040 |
-0.1% |
78.170 |
| High |
78.830 |
78.870 |
0.040 |
0.1% |
78.795 |
| Low |
78.395 |
78.220 |
-0.175 |
-0.2% |
77.580 |
| Close |
78.660 |
78.277 |
-0.383 |
-0.5% |
78.565 |
| Range |
0.435 |
0.650 |
0.215 |
49.4% |
1.215 |
| ATR |
0.652 |
0.652 |
0.000 |
0.0% |
0.000 |
| Volume |
14,250 |
25,516 |
11,266 |
79.1% |
103,838 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.406 |
79.991 |
78.635 |
|
| R3 |
79.756 |
79.341 |
78.456 |
|
| R2 |
79.106 |
79.106 |
78.396 |
|
| R1 |
78.691 |
78.691 |
78.337 |
78.574 |
| PP |
78.456 |
78.456 |
78.456 |
78.397 |
| S1 |
78.041 |
78.041 |
78.217 |
77.924 |
| S2 |
77.806 |
77.806 |
78.158 |
|
| S3 |
77.156 |
77.391 |
78.098 |
|
| S4 |
76.506 |
76.741 |
77.920 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.958 |
81.477 |
79.233 |
|
| R3 |
80.743 |
80.262 |
78.899 |
|
| R2 |
79.528 |
79.528 |
78.788 |
|
| R1 |
79.047 |
79.047 |
78.676 |
79.288 |
| PP |
78.313 |
78.313 |
78.313 |
78.434 |
| S1 |
77.832 |
77.832 |
78.454 |
78.073 |
| S2 |
77.098 |
77.098 |
78.342 |
|
| S3 |
75.883 |
76.617 |
78.231 |
|
| S4 |
74.668 |
75.402 |
77.897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.980 |
77.750 |
1.230 |
1.6% |
0.592 |
0.8% |
43% |
False |
False |
20,242 |
| 10 |
78.980 |
77.135 |
1.845 |
2.4% |
0.617 |
0.8% |
62% |
False |
False |
21,100 |
| 20 |
79.340 |
77.000 |
2.340 |
3.0% |
0.649 |
0.8% |
55% |
False |
False |
21,685 |
| 40 |
81.635 |
77.000 |
4.635 |
5.9% |
0.659 |
0.8% |
28% |
False |
False |
20,581 |
| 60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.706 |
0.9% |
26% |
False |
False |
16,781 |
| 80 |
81.935 |
76.175 |
5.760 |
7.4% |
0.714 |
0.9% |
36% |
False |
False |
12,619 |
| 100 |
81.935 |
76.175 |
5.760 |
7.4% |
0.689 |
0.9% |
36% |
False |
False |
10,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.633 |
|
2.618 |
80.572 |
|
1.618 |
79.922 |
|
1.000 |
79.520 |
|
0.618 |
79.272 |
|
HIGH |
78.870 |
|
0.618 |
78.622 |
|
0.500 |
78.545 |
|
0.382 |
78.468 |
|
LOW |
78.220 |
|
0.618 |
77.818 |
|
1.000 |
77.570 |
|
1.618 |
77.168 |
|
2.618 |
76.518 |
|
4.250 |
75.458 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
78.545 |
78.600 |
| PP |
78.456 |
78.492 |
| S1 |
78.366 |
78.385 |
|