ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
81.285 |
81.315 |
0.030 |
0.0% |
81.620 |
High |
81.455 |
81.815 |
0.360 |
0.4% |
81.940 |
Low |
81.100 |
81.315 |
0.215 |
0.3% |
80.810 |
Close |
81.254 |
81.570 |
0.316 |
0.4% |
80.972 |
Range |
0.355 |
0.500 |
0.145 |
40.8% |
1.130 |
ATR |
0.627 |
0.622 |
-0.005 |
-0.7% |
0.000 |
Volume |
5,927 |
10,926 |
4,999 |
84.3% |
90,533 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.067 |
82.818 |
81.845 |
|
R3 |
82.567 |
82.318 |
81.708 |
|
R2 |
82.067 |
82.067 |
81.662 |
|
R1 |
81.818 |
81.818 |
81.616 |
81.943 |
PP |
81.567 |
81.567 |
81.567 |
81.629 |
S1 |
81.318 |
81.318 |
81.524 |
81.443 |
S2 |
81.067 |
81.067 |
81.478 |
|
S3 |
80.567 |
80.818 |
81.433 |
|
S4 |
80.067 |
80.318 |
81.295 |
|
|
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% |
0.591 |
0.7% |
67% |
False |
False |
16,515 |
10 |
82.520 |
80.775 |
1.745 |
2.1% |
0.618 |
0.8% |
46% |
False |
False |
20,104 |
20 |
82.520 |
79.730 |
2.790 |
3.4% |
0.588 |
0.7% |
66% |
False |
False |
21,758 |
40 |
82.520 |
79.730 |
2.790 |
3.4% |
0.616 |
0.8% |
66% |
False |
False |
11,181 |
60 |
82.520 |
77.170 |
5.350 |
6.6% |
0.528 |
0.6% |
82% |
False |
False |
7,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.940 |
2.618 |
83.124 |
1.618 |
82.624 |
1.000 |
82.315 |
0.618 |
82.124 |
HIGH |
81.815 |
0.618 |
81.624 |
0.500 |
81.565 |
0.382 |
81.506 |
LOW |
81.315 |
0.618 |
81.006 |
1.000 |
80.815 |
1.618 |
80.506 |
2.618 |
80.006 |
4.250 |
79.190 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
81.568 |
81.484 |
PP |
81.567 |
81.398 |
S1 |
81.565 |
81.313 |
|