ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
76.350 |
76.520 |
0.170 |
0.2% |
77.255 |
| High |
76.570 |
76.995 |
0.425 |
0.6% |
77.435 |
| Low |
76.145 |
76.425 |
0.280 |
0.4% |
76.285 |
| Close |
76.514 |
76.800 |
0.286 |
0.4% |
76.416 |
| Range |
0.425 |
0.570 |
0.145 |
34.1% |
1.150 |
| ATR |
0.574 |
0.574 |
0.000 |
-0.1% |
0.000 |
| Volume |
24,840 |
27,335 |
2,495 |
10.0% |
133,821 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.450 |
78.195 |
77.114 |
|
| R3 |
77.880 |
77.625 |
76.957 |
|
| R2 |
77.310 |
77.310 |
76.905 |
|
| R1 |
77.055 |
77.055 |
76.852 |
77.183 |
| PP |
76.740 |
76.740 |
76.740 |
76.804 |
| S1 |
76.485 |
76.485 |
76.748 |
76.613 |
| S2 |
76.170 |
76.170 |
76.696 |
|
| S3 |
75.600 |
75.915 |
76.643 |
|
| S4 |
75.030 |
75.345 |
76.487 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.162 |
79.439 |
77.049 |
|
| R3 |
79.012 |
78.289 |
76.732 |
|
| R2 |
77.862 |
77.862 |
76.627 |
|
| R1 |
77.139 |
77.139 |
76.521 |
76.926 |
| PP |
76.712 |
76.712 |
76.712 |
76.605 |
| S1 |
75.989 |
75.989 |
76.311 |
75.776 |
| S2 |
75.562 |
75.562 |
76.205 |
|
| S3 |
74.412 |
74.839 |
76.100 |
|
| S4 |
73.262 |
73.689 |
75.784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.210 |
76.145 |
1.065 |
1.4% |
0.504 |
0.7% |
62% |
False |
False |
29,408 |
| 10 |
77.745 |
76.145 |
1.600 |
2.1% |
0.497 |
0.6% |
41% |
False |
False |
24,602 |
| 20 |
78.980 |
76.145 |
2.835 |
3.7% |
0.546 |
0.7% |
23% |
False |
False |
21,779 |
| 40 |
81.635 |
76.145 |
5.490 |
7.1% |
0.629 |
0.8% |
12% |
False |
False |
22,642 |
| 60 |
81.635 |
76.145 |
5.490 |
7.1% |
0.644 |
0.8% |
12% |
False |
False |
20,851 |
| 80 |
81.935 |
76.145 |
5.790 |
7.5% |
0.676 |
0.9% |
11% |
False |
False |
16,256 |
| 100 |
81.935 |
76.145 |
5.790 |
7.5% |
0.695 |
0.9% |
11% |
False |
False |
13,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.418 |
|
2.618 |
78.487 |
|
1.618 |
77.917 |
|
1.000 |
77.565 |
|
0.618 |
77.347 |
|
HIGH |
76.995 |
|
0.618 |
76.777 |
|
0.500 |
76.710 |
|
0.382 |
76.643 |
|
LOW |
76.425 |
|
0.618 |
76.073 |
|
1.000 |
75.855 |
|
1.618 |
75.503 |
|
2.618 |
74.933 |
|
4.250 |
74.003 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.770 |
76.723 |
| PP |
76.740 |
76.647 |
| S1 |
76.710 |
76.570 |
|