ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
77.115 |
77.255 |
0.140 |
0.2% |
77.880 |
| High |
77.460 |
77.435 |
-0.025 |
0.0% |
78.390 |
| Low |
76.975 |
76.780 |
-0.195 |
-0.3% |
76.975 |
| Close |
77.300 |
76.921 |
-0.379 |
-0.5% |
77.300 |
| Range |
0.485 |
0.655 |
0.170 |
35.1% |
1.415 |
| ATR |
0.623 |
0.625 |
0.002 |
0.4% |
0.000 |
| Volume |
17,269 |
19,312 |
2,043 |
11.8% |
60,027 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.010 |
78.621 |
77.281 |
|
| R3 |
78.355 |
77.966 |
77.101 |
|
| R2 |
77.700 |
77.700 |
77.041 |
|
| R1 |
77.311 |
77.311 |
76.981 |
77.178 |
| PP |
77.045 |
77.045 |
77.045 |
76.979 |
| S1 |
76.656 |
76.656 |
76.861 |
76.523 |
| S2 |
76.390 |
76.390 |
76.801 |
|
| S3 |
75.735 |
76.001 |
76.741 |
|
| S4 |
75.080 |
75.346 |
76.561 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.800 |
80.965 |
78.078 |
|
| R3 |
80.385 |
79.550 |
77.689 |
|
| R2 |
78.970 |
78.970 |
77.559 |
|
| R1 |
78.135 |
78.135 |
77.430 |
77.845 |
| PP |
77.555 |
77.555 |
77.555 |
77.410 |
| S1 |
76.720 |
76.720 |
77.170 |
76.430 |
| S2 |
76.140 |
76.140 |
77.041 |
|
| S3 |
74.725 |
75.305 |
76.911 |
|
| S4 |
73.310 |
73.890 |
76.522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.390 |
76.780 |
1.610 |
2.1% |
0.567 |
0.7% |
9% |
False |
True |
15,867 |
| 10 |
78.980 |
76.780 |
2.200 |
2.9% |
0.567 |
0.7% |
6% |
False |
True |
18,145 |
| 20 |
78.980 |
76.780 |
2.200 |
2.9% |
0.605 |
0.8% |
6% |
False |
True |
19,975 |
| 40 |
81.635 |
76.780 |
4.855 |
6.3% |
0.659 |
0.9% |
3% |
False |
True |
21,867 |
| 60 |
81.635 |
76.780 |
4.855 |
6.3% |
0.685 |
0.9% |
3% |
False |
True |
18,840 |
| 80 |
81.935 |
76.175 |
5.760 |
7.5% |
0.701 |
0.9% |
13% |
False |
False |
14,182 |
| 100 |
81.935 |
76.175 |
5.760 |
7.5% |
0.696 |
0.9% |
13% |
False |
False |
11,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.219 |
|
2.618 |
79.150 |
|
1.618 |
78.495 |
|
1.000 |
78.090 |
|
0.618 |
77.840 |
|
HIGH |
77.435 |
|
0.618 |
77.185 |
|
0.500 |
77.108 |
|
0.382 |
77.030 |
|
LOW |
76.780 |
|
0.618 |
76.375 |
|
1.000 |
76.125 |
|
1.618 |
75.720 |
|
2.618 |
75.065 |
|
4.250 |
73.996 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
77.108 |
77.150 |
| PP |
77.045 |
77.074 |
| S1 |
76.983 |
76.997 |
|