ICE US Dollar Index Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
77.760 |
78.230 |
0.470 |
0.6% |
78.170 |
| High |
78.435 |
78.795 |
0.360 |
0.5% |
78.795 |
| Low |
77.750 |
78.210 |
0.460 |
0.6% |
77.580 |
| Close |
78.327 |
78.565 |
0.238 |
0.3% |
78.565 |
| Range |
0.685 |
0.585 |
-0.100 |
-14.6% |
1.215 |
| ATR |
0.681 |
0.674 |
-0.007 |
-1.0% |
0.000 |
| Volume |
22,325 |
23,143 |
818 |
3.7% |
103,838 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.278 |
80.007 |
78.887 |
|
| R3 |
79.693 |
79.422 |
78.726 |
|
| R2 |
79.108 |
79.108 |
78.672 |
|
| R1 |
78.837 |
78.837 |
78.619 |
78.973 |
| PP |
78.523 |
78.523 |
78.523 |
78.591 |
| S1 |
78.252 |
78.252 |
78.511 |
78.388 |
| S2 |
77.938 |
77.938 |
78.458 |
|
| S3 |
77.353 |
77.667 |
78.404 |
|
| S4 |
76.768 |
77.082 |
78.243 |
|
|
| 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 |
78.795 |
77.580 |
1.215 |
1.5% |
0.571 |
0.7% |
81% |
True |
False |
20,767 |
| 10 |
78.795 |
77.000 |
1.795 |
2.3% |
0.644 |
0.8% |
87% |
True |
False |
21,805 |
| 20 |
79.665 |
77.000 |
2.665 |
3.4% |
0.674 |
0.9% |
59% |
False |
False |
22,789 |
| 40 |
81.635 |
77.000 |
4.635 |
5.9% |
0.669 |
0.9% |
34% |
False |
False |
20,516 |
| 60 |
81.935 |
77.000 |
4.935 |
6.3% |
0.709 |
0.9% |
32% |
False |
False |
15,863 |
| 80 |
81.935 |
76.175 |
5.760 |
7.3% |
0.715 |
0.9% |
41% |
False |
False |
11,923 |
| 100 |
81.935 |
76.175 |
5.760 |
7.3% |
0.684 |
0.9% |
41% |
False |
False |
9,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.281 |
|
2.618 |
80.327 |
|
1.618 |
79.742 |
|
1.000 |
79.380 |
|
0.618 |
79.157 |
|
HIGH |
78.795 |
|
0.618 |
78.572 |
|
0.500 |
78.503 |
|
0.382 |
78.433 |
|
LOW |
78.210 |
|
0.618 |
77.848 |
|
1.000 |
77.625 |
|
1.618 |
77.263 |
|
2.618 |
76.678 |
|
4.250 |
75.724 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
78.544 |
78.439 |
| PP |
78.523 |
78.313 |
| S1 |
78.503 |
78.188 |
|