ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
80.555 |
80.280 |
-0.275 |
-0.3% |
81.285 |
High |
80.615 |
80.835 |
0.220 |
0.3% |
82.060 |
Low |
80.140 |
80.250 |
0.110 |
0.1% |
81.010 |
Close |
80.291 |
80.585 |
0.294 |
0.4% |
81.241 |
Range |
0.475 |
0.585 |
0.110 |
23.2% |
1.050 |
ATR |
0.613 |
0.611 |
-0.002 |
-0.3% |
0.000 |
Volume |
16,440 |
28,807 |
12,367 |
75.2% |
75,094 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.312 |
82.033 |
80.907 |
|
R3 |
81.727 |
81.448 |
80.746 |
|
R2 |
81.142 |
81.142 |
80.692 |
|
R1 |
80.863 |
80.863 |
80.639 |
81.003 |
PP |
80.557 |
80.557 |
80.557 |
80.626 |
S1 |
80.278 |
80.278 |
80.531 |
80.418 |
S2 |
79.972 |
79.972 |
80.478 |
|
S3 |
79.387 |
79.693 |
80.424 |
|
S4 |
78.802 |
79.108 |
80.263 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.587 |
83.964 |
81.819 |
|
R3 |
83.537 |
82.914 |
81.530 |
|
R2 |
82.487 |
82.487 |
81.434 |
|
R1 |
81.864 |
81.864 |
81.337 |
81.651 |
PP |
81.437 |
81.437 |
81.437 |
81.330 |
S1 |
80.814 |
80.814 |
81.145 |
80.601 |
S2 |
80.387 |
80.387 |
81.049 |
|
S3 |
79.337 |
79.764 |
80.952 |
|
S4 |
78.287 |
78.714 |
80.664 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.745 |
80.140 |
1.605 |
2.0% |
0.584 |
0.7% |
28% |
False |
False |
23,005 |
10 |
82.060 |
80.140 |
1.920 |
2.4% |
0.526 |
0.7% |
23% |
False |
False |
20,203 |
20 |
82.520 |
79.945 |
2.575 |
3.2% |
0.595 |
0.7% |
25% |
False |
False |
21,298 |
40 |
82.520 |
79.730 |
2.790 |
3.5% |
0.600 |
0.7% |
31% |
False |
False |
14,899 |
60 |
82.520 |
78.605 |
3.915 |
4.9% |
0.553 |
0.7% |
51% |
False |
False |
9,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.321 |
2.618 |
82.367 |
1.618 |
81.782 |
1.000 |
81.420 |
0.618 |
81.197 |
HIGH |
80.835 |
0.618 |
80.612 |
0.500 |
80.543 |
0.382 |
80.473 |
LOW |
80.250 |
0.618 |
79.888 |
1.000 |
79.665 |
1.618 |
79.303 |
2.618 |
78.718 |
4.250 |
77.764 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
80.571 |
80.561 |
PP |
80.557 |
80.537 |
S1 |
80.543 |
80.513 |
|