ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
81.055 |
81.200 |
0.145 |
0.2% |
80.850 |
High |
81.235 |
81.440 |
0.205 |
0.3% |
81.035 |
Low |
80.860 |
81.065 |
0.205 |
0.3% |
80.140 |
Close |
81.141 |
81.266 |
0.125 |
0.2% |
80.944 |
Range |
0.375 |
0.375 |
0.000 |
0.0% |
0.895 |
ATR |
0.574 |
0.560 |
-0.014 |
-2.5% |
0.000 |
Volume |
18,765 |
16,569 |
-2,196 |
-11.7% |
113,485 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.382 |
82.199 |
81.472 |
|
R3 |
82.007 |
81.824 |
81.369 |
|
R2 |
81.632 |
81.632 |
81.335 |
|
R1 |
81.449 |
81.449 |
81.300 |
81.541 |
PP |
81.257 |
81.257 |
81.257 |
81.303 |
S1 |
81.074 |
81.074 |
81.232 |
81.166 |
S2 |
80.882 |
80.882 |
81.197 |
|
S3 |
80.507 |
80.699 |
81.163 |
|
S4 |
80.132 |
80.324 |
81.060 |
|
|
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 |
81.440 |
80.250 |
1.190 |
1.5% |
0.443 |
0.5% |
85% |
True |
False |
21,929 |
10 |
82.060 |
80.140 |
1.920 |
2.4% |
0.500 |
0.6% |
59% |
False |
False |
21,368 |
20 |
82.520 |
80.140 |
2.380 |
2.9% |
0.553 |
0.7% |
47% |
False |
False |
20,699 |
40 |
82.520 |
79.730 |
2.790 |
3.4% |
0.574 |
0.7% |
55% |
False |
False |
16,896 |
60 |
82.520 |
78.910 |
3.610 |
4.4% |
0.562 |
0.7% |
65% |
False |
False |
11,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.034 |
2.618 |
82.422 |
1.618 |
82.047 |
1.000 |
81.815 |
0.618 |
81.672 |
HIGH |
81.440 |
0.618 |
81.297 |
0.500 |
81.253 |
0.382 |
81.208 |
LOW |
81.065 |
0.618 |
80.833 |
1.000 |
80.690 |
1.618 |
80.458 |
2.618 |
80.083 |
4.250 |
79.471 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
81.262 |
81.227 |
PP |
81.257 |
81.189 |
S1 |
81.253 |
81.150 |
|