ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
81.215 |
81.285 |
0.070 |
0.1% |
81.620 |
High |
81.475 |
81.455 |
-0.020 |
0.0% |
81.940 |
Low |
80.810 |
81.100 |
0.290 |
0.4% |
80.810 |
Close |
80.972 |
81.254 |
0.282 |
0.3% |
80.972 |
Range |
0.665 |
0.355 |
-0.310 |
-46.6% |
1.130 |
ATR |
0.638 |
0.627 |
-0.011 |
-1.7% |
0.000 |
Volume |
33,572 |
5,927 |
-27,645 |
-82.3% |
90,533 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.335 |
82.149 |
81.449 |
|
R3 |
81.980 |
81.794 |
81.352 |
|
R2 |
81.625 |
81.625 |
81.319 |
|
R1 |
81.439 |
81.439 |
81.287 |
81.355 |
PP |
81.270 |
81.270 |
81.270 |
81.227 |
S1 |
81.084 |
81.084 |
81.221 |
81.000 |
S2 |
80.915 |
80.915 |
81.189 |
|
S3 |
80.560 |
80.729 |
81.156 |
|
S4 |
80.205 |
80.374 |
81.059 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.631 |
83.931 |
81.594 |
|
R3 |
83.501 |
82.801 |
81.283 |
|
R2 |
82.371 |
82.371 |
81.179 |
|
R1 |
81.671 |
81.671 |
81.076 |
81.456 |
PP |
81.241 |
81.241 |
81.241 |
81.133 |
S1 |
80.541 |
80.541 |
80.868 |
80.326 |
S2 |
80.111 |
80.111 |
80.765 |
|
S3 |
78.981 |
79.411 |
80.661 |
|
S4 |
77.851 |
78.281 |
80.351 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.940 |
80.810 |
1.130 |
1.4% |
0.584 |
0.7% |
39% |
False |
False |
19,292 |
10 |
82.520 |
80.775 |
1.745 |
2.1% |
0.624 |
0.8% |
27% |
False |
False |
21,721 |
20 |
82.520 |
79.730 |
2.790 |
3.4% |
0.586 |
0.7% |
55% |
False |
False |
21,307 |
40 |
82.520 |
79.730 |
2.790 |
3.4% |
0.613 |
0.8% |
55% |
False |
False |
10,911 |
60 |
82.520 |
77.170 |
5.350 |
6.6% |
0.524 |
0.6% |
76% |
False |
False |
7,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.964 |
2.618 |
82.384 |
1.618 |
82.029 |
1.000 |
81.810 |
0.618 |
81.674 |
HIGH |
81.455 |
0.618 |
81.319 |
0.500 |
81.278 |
0.382 |
81.236 |
LOW |
81.100 |
0.618 |
80.881 |
1.000 |
80.745 |
1.618 |
80.526 |
2.618 |
80.171 |
4.250 |
79.591 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
81.278 |
81.375 |
PP |
81.270 |
81.335 |
S1 |
81.262 |
81.294 |
|