ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
81.670 |
81.215 |
-0.455 |
-0.6% |
80.975 |
High |
81.940 |
81.475 |
-0.465 |
-0.6% |
82.520 |
Low |
81.095 |
80.810 |
-0.285 |
-0.4% |
80.775 |
Close |
81.291 |
80.972 |
-0.319 |
-0.4% |
81.978 |
Range |
0.845 |
0.665 |
-0.180 |
-21.3% |
1.745 |
ATR |
0.636 |
0.638 |
0.002 |
0.3% |
0.000 |
Volume |
17,155 |
33,572 |
16,417 |
95.7% |
120,754 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.081 |
82.691 |
81.338 |
|
R3 |
82.416 |
82.026 |
81.155 |
|
R2 |
81.751 |
81.751 |
81.094 |
|
R1 |
81.361 |
81.361 |
81.033 |
81.224 |
PP |
81.086 |
81.086 |
81.086 |
81.017 |
S1 |
80.696 |
80.696 |
80.911 |
80.559 |
S2 |
80.421 |
80.421 |
80.850 |
|
S3 |
79.756 |
80.031 |
80.789 |
|
S4 |
79.091 |
79.366 |
80.606 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.993 |
86.230 |
82.938 |
|
R3 |
85.248 |
84.485 |
82.458 |
|
R2 |
83.503 |
83.503 |
82.298 |
|
R1 |
82.740 |
82.740 |
82.138 |
83.122 |
PP |
81.758 |
81.758 |
81.758 |
81.948 |
S1 |
80.995 |
80.995 |
81.818 |
81.377 |
S2 |
80.013 |
80.013 |
81.658 |
|
S3 |
78.268 |
79.250 |
81.498 |
|
S4 |
76.523 |
77.505 |
81.018 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.320 |
80.810 |
1.510 |
1.9% |
0.607 |
0.7% |
11% |
False |
True |
22,990 |
10 |
82.520 |
80.440 |
2.080 |
2.6% |
0.658 |
0.8% |
26% |
False |
False |
23,562 |
20 |
82.520 |
79.730 |
2.790 |
3.4% |
0.598 |
0.7% |
45% |
False |
False |
21,112 |
40 |
82.520 |
79.730 |
2.790 |
3.4% |
0.619 |
0.8% |
45% |
False |
False |
10,768 |
60 |
82.520 |
77.170 |
5.350 |
6.6% |
0.529 |
0.7% |
71% |
False |
False |
7,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.301 |
2.618 |
83.216 |
1.618 |
82.551 |
1.000 |
82.140 |
0.618 |
81.886 |
HIGH |
81.475 |
0.618 |
81.221 |
0.500 |
81.143 |
0.382 |
81.064 |
LOW |
80.810 |
0.618 |
80.399 |
1.000 |
80.145 |
1.618 |
79.734 |
2.618 |
79.069 |
4.250 |
77.984 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
81.143 |
81.375 |
PP |
81.086 |
81.241 |
S1 |
81.029 |
81.106 |
|