ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
82.115 |
81.580 |
-0.535 |
-0.7% |
81.010 |
High |
82.200 |
81.845 |
-0.355 |
-0.4% |
82.200 |
Low |
81.450 |
81.365 |
-0.085 |
-0.1% |
80.860 |
Close |
81.498 |
81.615 |
0.117 |
0.1% |
81.498 |
Range |
0.750 |
0.480 |
-0.270 |
-36.0% |
1.340 |
ATR |
0.588 |
0.580 |
-0.008 |
-1.3% |
0.000 |
Volume |
21,185 |
24,640 |
3,455 |
16.3% |
96,850 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.048 |
82.812 |
81.879 |
|
R3 |
82.568 |
82.332 |
81.747 |
|
R2 |
82.088 |
82.088 |
81.703 |
|
R1 |
81.852 |
81.852 |
81.659 |
81.970 |
PP |
81.608 |
81.608 |
81.608 |
81.668 |
S1 |
81.372 |
81.372 |
81.571 |
81.490 |
S2 |
81.128 |
81.128 |
81.527 |
|
S3 |
80.648 |
80.892 |
81.483 |
|
S4 |
80.168 |
80.412 |
81.351 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.539 |
84.859 |
82.235 |
|
R3 |
84.199 |
83.519 |
81.867 |
|
R2 |
82.859 |
82.859 |
81.744 |
|
R1 |
82.179 |
82.179 |
81.621 |
82.519 |
PP |
81.519 |
81.519 |
81.519 |
81.690 |
S1 |
80.839 |
80.839 |
81.375 |
81.179 |
S2 |
80.179 |
80.179 |
81.252 |
|
S3 |
78.839 |
79.499 |
81.130 |
|
S4 |
77.499 |
78.159 |
80.761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.200 |
80.860 |
1.340 |
1.6% |
0.553 |
0.7% |
56% |
False |
False |
19,218 |
10 |
82.200 |
80.140 |
2.060 |
2.5% |
0.520 |
0.6% |
72% |
False |
False |
20,706 |
20 |
82.200 |
80.140 |
2.060 |
2.5% |
0.540 |
0.7% |
72% |
False |
False |
20,030 |
40 |
82.520 |
79.730 |
2.790 |
3.4% |
0.586 |
0.7% |
68% |
False |
False |
18,391 |
60 |
82.520 |
79.250 |
3.270 |
4.0% |
0.580 |
0.7% |
72% |
False |
False |
12,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.885 |
2.618 |
83.102 |
1.618 |
82.622 |
1.000 |
82.325 |
0.618 |
82.142 |
HIGH |
81.845 |
0.618 |
81.662 |
0.500 |
81.605 |
0.382 |
81.548 |
LOW |
81.365 |
0.618 |
81.068 |
1.000 |
80.885 |
1.618 |
80.588 |
2.618 |
80.108 |
4.250 |
79.325 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
81.612 |
81.670 |
PP |
81.608 |
81.652 |
S1 |
81.605 |
81.633 |
|