ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
76.520 |
76.900 |
0.380 |
0.5% |
77.255 |
| High |
76.995 |
76.975 |
-0.020 |
0.0% |
77.435 |
| Low |
76.425 |
76.540 |
0.115 |
0.2% |
76.285 |
| Close |
76.800 |
76.719 |
-0.081 |
-0.1% |
76.416 |
| Range |
0.570 |
0.435 |
-0.135 |
-23.7% |
1.150 |
| ATR |
0.574 |
0.564 |
-0.010 |
-1.7% |
0.000 |
| Volume |
27,335 |
34,972 |
7,637 |
27.9% |
133,821 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.050 |
77.819 |
76.958 |
|
| R3 |
77.615 |
77.384 |
76.839 |
|
| R2 |
77.180 |
77.180 |
76.799 |
|
| R1 |
76.949 |
76.949 |
76.759 |
76.847 |
| PP |
76.745 |
76.745 |
76.745 |
76.694 |
| S1 |
76.514 |
76.514 |
76.679 |
76.412 |
| S2 |
76.310 |
76.310 |
76.639 |
|
| S3 |
75.875 |
76.079 |
76.599 |
|
| S4 |
75.440 |
75.644 |
76.480 |
|
|
| 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 |
76.995 |
76.145 |
0.850 |
1.1% |
0.457 |
0.6% |
68% |
False |
False |
29,913 |
| 10 |
77.520 |
76.145 |
1.375 |
1.8% |
0.495 |
0.6% |
42% |
False |
False |
25,674 |
| 20 |
78.980 |
76.145 |
2.835 |
3.7% |
0.543 |
0.7% |
20% |
False |
False |
22,547 |
| 40 |
81.450 |
76.145 |
5.305 |
6.9% |
0.627 |
0.8% |
11% |
False |
False |
23,040 |
| 60 |
81.635 |
76.145 |
5.490 |
7.2% |
0.643 |
0.8% |
10% |
False |
False |
21,119 |
| 80 |
81.935 |
76.145 |
5.790 |
7.5% |
0.673 |
0.9% |
10% |
False |
False |
16,693 |
| 100 |
81.935 |
76.145 |
5.790 |
7.5% |
0.691 |
0.9% |
10% |
False |
False |
13,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.824 |
|
2.618 |
78.114 |
|
1.618 |
77.679 |
|
1.000 |
77.410 |
|
0.618 |
77.244 |
|
HIGH |
76.975 |
|
0.618 |
76.809 |
|
0.500 |
76.758 |
|
0.382 |
76.706 |
|
LOW |
76.540 |
|
0.618 |
76.271 |
|
1.000 |
76.105 |
|
1.618 |
75.836 |
|
2.618 |
75.401 |
|
4.250 |
74.691 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.758 |
76.669 |
| PP |
76.745 |
76.620 |
| S1 |
76.732 |
76.570 |
|