ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
80.280 |
80.635 |
0.355 |
0.4% |
80.850 |
High |
80.835 |
81.035 |
0.200 |
0.2% |
81.035 |
Low |
80.250 |
80.580 |
0.330 |
0.4% |
80.140 |
Close |
80.585 |
80.944 |
0.359 |
0.4% |
80.944 |
Range |
0.585 |
0.455 |
-0.130 |
-22.2% |
0.895 |
ATR |
0.611 |
0.600 |
-0.011 |
-1.8% |
0.000 |
Volume |
28,807 |
20,112 |
-8,695 |
-30.2% |
113,485 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.218 |
82.036 |
81.194 |
|
R3 |
81.763 |
81.581 |
81.069 |
|
R2 |
81.308 |
81.308 |
81.027 |
|
R1 |
81.126 |
81.126 |
80.986 |
81.217 |
PP |
80.853 |
80.853 |
80.853 |
80.899 |
S1 |
80.671 |
80.671 |
80.902 |
80.762 |
S2 |
80.398 |
80.398 |
80.861 |
|
S3 |
79.943 |
80.216 |
80.819 |
|
S4 |
79.488 |
79.761 |
80.694 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.391 |
83.063 |
81.436 |
|
R3 |
82.496 |
82.168 |
81.190 |
|
R2 |
81.601 |
81.601 |
81.108 |
|
R1 |
81.273 |
81.273 |
81.026 |
81.437 |
PP |
80.706 |
80.706 |
80.706 |
80.789 |
S1 |
80.378 |
80.378 |
80.862 |
80.542 |
S2 |
79.811 |
79.811 |
80.780 |
|
S3 |
78.916 |
79.483 |
80.698 |
|
S4 |
78.021 |
78.588 |
80.452 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.035 |
80.140 |
0.895 |
1.1% |
0.528 |
0.7% |
90% |
True |
False |
22,697 |
10 |
82.060 |
80.140 |
1.920 |
2.4% |
0.505 |
0.6% |
42% |
False |
False |
18,857 |
20 |
82.520 |
80.140 |
2.380 |
2.9% |
0.581 |
0.7% |
34% |
False |
False |
21,210 |
40 |
82.520 |
79.730 |
2.790 |
3.4% |
0.593 |
0.7% |
44% |
False |
False |
15,391 |
60 |
82.520 |
78.605 |
3.915 |
4.8% |
0.555 |
0.7% |
60% |
False |
False |
10,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.969 |
2.618 |
82.226 |
1.618 |
81.771 |
1.000 |
81.490 |
0.618 |
81.316 |
HIGH |
81.035 |
0.618 |
80.861 |
0.500 |
80.808 |
0.382 |
80.754 |
LOW |
80.580 |
0.618 |
80.299 |
1.000 |
80.125 |
1.618 |
79.844 |
2.618 |
79.389 |
4.250 |
78.646 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
80.899 |
80.825 |
PP |
80.853 |
80.706 |
S1 |
80.808 |
80.588 |
|