ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
81.580 |
81.380 |
-0.200 |
-0.2% |
81.010 |
High |
81.845 |
82.750 |
0.905 |
1.1% |
82.200 |
Low |
81.365 |
81.360 |
-0.005 |
0.0% |
80.860 |
Close |
81.615 |
82.310 |
0.695 |
0.9% |
81.498 |
Range |
0.480 |
1.390 |
0.910 |
189.6% |
1.340 |
ATR |
0.580 |
0.638 |
0.058 |
10.0% |
0.000 |
Volume |
24,640 |
13,067 |
-11,573 |
-47.0% |
96,850 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.310 |
85.700 |
83.075 |
|
R3 |
84.920 |
84.310 |
82.692 |
|
R2 |
83.530 |
83.530 |
82.565 |
|
R1 |
82.920 |
82.920 |
82.437 |
83.225 |
PP |
82.140 |
82.140 |
82.140 |
82.293 |
S1 |
81.530 |
81.530 |
82.183 |
81.835 |
S2 |
80.750 |
80.750 |
82.055 |
|
S3 |
79.360 |
80.140 |
81.928 |
|
S4 |
77.970 |
78.750 |
81.546 |
|
|
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 |
82.750 |
81.065 |
1.685 |
2.0% |
0.756 |
0.9% |
74% |
True |
False |
18,079 |
10 |
82.750 |
80.140 |
2.610 |
3.2% |
0.610 |
0.7% |
83% |
True |
False |
19,991 |
20 |
82.750 |
80.140 |
2.610 |
3.2% |
0.586 |
0.7% |
83% |
True |
False |
19,442 |
40 |
82.750 |
79.730 |
3.020 |
3.7% |
0.597 |
0.7% |
85% |
True |
False |
18,710 |
60 |
82.750 |
79.250 |
3.500 |
4.3% |
0.598 |
0.7% |
87% |
True |
False |
12,566 |
80 |
82.750 |
77.170 |
5.580 |
6.8% |
0.532 |
0.6% |
92% |
True |
False |
9,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.658 |
2.618 |
86.389 |
1.618 |
84.999 |
1.000 |
84.140 |
0.618 |
83.609 |
HIGH |
82.750 |
0.618 |
82.219 |
0.500 |
82.055 |
0.382 |
81.891 |
LOW |
81.360 |
0.618 |
80.501 |
1.000 |
79.970 |
1.618 |
79.111 |
2.618 |
77.721 |
4.250 |
75.453 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
82.225 |
82.225 |
PP |
82.140 |
82.140 |
S1 |
82.055 |
82.055 |
|