ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
75.870 |
75.705 |
-0.165 |
-0.2% |
76.810 |
High |
76.005 |
75.805 |
-0.200 |
-0.3% |
77.390 |
Low |
75.590 |
75.505 |
-0.085 |
-0.1% |
75.790 |
Close |
75.655 |
75.673 |
0.018 |
0.0% |
75.971 |
Range |
0.415 |
0.300 |
-0.115 |
-27.7% |
1.600 |
ATR |
0.586 |
0.566 |
-0.020 |
-3.5% |
0.000 |
Volume |
20,854 |
21,642 |
788 |
3.8% |
144,799 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.561 |
76.417 |
75.838 |
|
R3 |
76.261 |
76.117 |
75.756 |
|
R2 |
75.961 |
75.961 |
75.728 |
|
R1 |
75.817 |
75.817 |
75.701 |
75.739 |
PP |
75.661 |
75.661 |
75.661 |
75.622 |
S1 |
75.517 |
75.517 |
75.646 |
75.439 |
S2 |
75.361 |
75.361 |
75.618 |
|
S3 |
75.061 |
75.217 |
75.591 |
|
S4 |
74.761 |
74.917 |
75.508 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.184 |
80.177 |
76.851 |
|
R3 |
79.584 |
78.577 |
76.411 |
|
R2 |
77.984 |
77.984 |
76.264 |
|
R1 |
76.977 |
76.977 |
76.118 |
76.681 |
PP |
76.384 |
76.384 |
76.384 |
76.235 |
S1 |
75.377 |
75.377 |
75.824 |
75.081 |
S2 |
74.784 |
74.784 |
75.678 |
|
S3 |
73.184 |
73.777 |
75.531 |
|
S4 |
71.584 |
72.177 |
75.091 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.135 |
75.505 |
1.630 |
2.2% |
0.604 |
0.8% |
10% |
False |
True |
27,023 |
10 |
77.675 |
75.505 |
2.170 |
2.9% |
0.631 |
0.8% |
8% |
False |
True |
26,533 |
20 |
78.040 |
75.505 |
2.535 |
3.3% |
0.553 |
0.7% |
7% |
False |
True |
14,544 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.528 |
0.7% |
4% |
False |
True |
7,326 |
60 |
81.985 |
75.505 |
6.480 |
8.6% |
0.536 |
0.7% |
3% |
False |
True |
4,941 |
80 |
82.150 |
75.505 |
6.645 |
8.8% |
0.459 |
0.6% |
3% |
False |
True |
3,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.080 |
2.618 |
76.590 |
1.618 |
76.290 |
1.000 |
76.105 |
0.618 |
75.990 |
HIGH |
75.805 |
0.618 |
75.690 |
0.500 |
75.655 |
0.382 |
75.620 |
LOW |
75.505 |
0.618 |
75.320 |
1.000 |
75.205 |
1.618 |
75.020 |
2.618 |
74.720 |
4.250 |
74.230 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
75.667 |
76.135 |
PP |
75.661 |
75.981 |
S1 |
75.655 |
75.827 |
|