ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
81.010 |
81.055 |
0.045 |
0.1% |
80.850 |
High |
81.390 |
81.235 |
-0.155 |
-0.2% |
81.035 |
Low |
80.965 |
80.860 |
-0.105 |
-0.1% |
80.140 |
Close |
81.105 |
81.141 |
0.036 |
0.0% |
80.944 |
Range |
0.425 |
0.375 |
-0.050 |
-11.8% |
0.895 |
ATR |
0.589 |
0.574 |
-0.015 |
-2.6% |
0.000 |
Volume |
25,396 |
18,765 |
-6,631 |
-26.1% |
113,485 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.204 |
82.047 |
81.347 |
|
R3 |
81.829 |
81.672 |
81.244 |
|
R2 |
81.454 |
81.454 |
81.210 |
|
R1 |
81.297 |
81.297 |
81.175 |
81.376 |
PP |
81.079 |
81.079 |
81.079 |
81.118 |
S1 |
80.922 |
80.922 |
81.107 |
81.001 |
S2 |
80.704 |
80.704 |
81.072 |
|
S3 |
80.329 |
80.547 |
81.038 |
|
S4 |
79.954 |
80.172 |
80.935 |
|
|
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 |
81.390 |
80.140 |
1.250 |
1.5% |
0.463 |
0.6% |
80% |
False |
False |
21,904 |
10 |
82.060 |
80.140 |
1.920 |
2.4% |
0.499 |
0.6% |
52% |
False |
False |
21,588 |
20 |
82.520 |
80.140 |
2.380 |
2.9% |
0.558 |
0.7% |
42% |
False |
False |
20,846 |
40 |
82.520 |
79.730 |
2.790 |
3.4% |
0.587 |
0.7% |
51% |
False |
False |
16,483 |
60 |
82.520 |
78.735 |
3.785 |
4.7% |
0.562 |
0.7% |
64% |
False |
False |
11,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.829 |
2.618 |
82.217 |
1.618 |
81.842 |
1.000 |
81.610 |
0.618 |
81.467 |
HIGH |
81.235 |
0.618 |
81.092 |
0.500 |
81.048 |
0.382 |
81.003 |
LOW |
80.860 |
0.618 |
80.628 |
1.000 |
80.485 |
1.618 |
80.253 |
2.618 |
79.878 |
4.250 |
79.266 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
81.110 |
81.089 |
PP |
81.079 |
81.037 |
S1 |
81.048 |
80.985 |
|