ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
81.200 |
81.320 |
0.120 |
0.1% |
80.850 |
High |
81.440 |
81.925 |
0.485 |
0.6% |
81.035 |
Low |
81.065 |
81.140 |
0.075 |
0.1% |
80.140 |
Close |
81.266 |
81.682 |
0.416 |
0.5% |
80.944 |
Range |
0.375 |
0.785 |
0.410 |
109.3% |
0.895 |
ATR |
0.560 |
0.576 |
0.016 |
2.9% |
0.000 |
Volume |
16,569 |
14,935 |
-1,634 |
-9.9% |
113,485 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.937 |
83.595 |
82.114 |
|
R3 |
83.152 |
82.810 |
81.898 |
|
R2 |
82.367 |
82.367 |
81.826 |
|
R1 |
82.025 |
82.025 |
81.754 |
82.196 |
PP |
81.582 |
81.582 |
81.582 |
81.668 |
S1 |
81.240 |
81.240 |
81.610 |
81.411 |
S2 |
80.797 |
80.797 |
81.538 |
|
S3 |
80.012 |
80.455 |
81.466 |
|
S4 |
79.227 |
79.670 |
81.250 |
|
|
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 |
81.925 |
80.580 |
1.345 |
1.6% |
0.483 |
0.6% |
82% |
True |
False |
19,155 |
10 |
81.925 |
80.140 |
1.785 |
2.2% |
0.534 |
0.7% |
86% |
True |
False |
21,080 |
20 |
82.520 |
80.140 |
2.380 |
2.9% |
0.533 |
0.7% |
65% |
False |
False |
20,453 |
40 |
82.520 |
79.730 |
2.790 |
3.4% |
0.581 |
0.7% |
70% |
False |
False |
17,265 |
60 |
82.520 |
79.250 |
3.270 |
4.0% |
0.568 |
0.7% |
74% |
False |
False |
11,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.261 |
2.618 |
83.980 |
1.618 |
83.195 |
1.000 |
82.710 |
0.618 |
82.410 |
HIGH |
81.925 |
0.618 |
81.625 |
0.500 |
81.533 |
0.382 |
81.440 |
LOW |
81.140 |
0.618 |
80.655 |
1.000 |
80.355 |
1.618 |
79.870 |
2.618 |
79.085 |
4.250 |
77.804 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
81.632 |
81.586 |
PP |
81.582 |
81.489 |
S1 |
81.533 |
81.393 |
|