ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
81.380 |
82.430 |
1.050 |
1.3% |
81.010 |
High |
82.750 |
82.870 |
0.120 |
0.1% |
82.200 |
Low |
81.360 |
82.160 |
0.800 |
1.0% |
80.860 |
Close |
82.310 |
82.535 |
0.225 |
0.3% |
81.498 |
Range |
1.390 |
0.710 |
-0.680 |
-48.9% |
1.340 |
ATR |
0.638 |
0.643 |
0.005 |
0.8% |
0.000 |
Volume |
13,067 |
34,096 |
21,029 |
160.9% |
96,850 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.652 |
84.303 |
82.926 |
|
R3 |
83.942 |
83.593 |
82.730 |
|
R2 |
83.232 |
83.232 |
82.665 |
|
R1 |
82.883 |
82.883 |
82.600 |
83.058 |
PP |
82.522 |
82.522 |
82.522 |
82.609 |
S1 |
82.173 |
82.173 |
82.470 |
82.348 |
S2 |
81.812 |
81.812 |
82.405 |
|
S3 |
81.102 |
81.463 |
82.340 |
|
S4 |
80.392 |
80.753 |
82.145 |
|
|
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 |
82.870 |
81.140 |
1.730 |
2.1% |
0.823 |
1.0% |
81% |
True |
False |
21,584 |
10 |
82.870 |
80.250 |
2.620 |
3.2% |
0.633 |
0.8% |
87% |
True |
False |
21,757 |
20 |
82.870 |
80.140 |
2.730 |
3.3% |
0.592 |
0.7% |
88% |
True |
False |
20,397 |
40 |
82.870 |
79.730 |
3.140 |
3.8% |
0.594 |
0.7% |
89% |
True |
False |
19,550 |
60 |
82.870 |
79.250 |
3.620 |
4.4% |
0.605 |
0.7% |
91% |
True |
False |
13,134 |
80 |
82.870 |
77.170 |
5.700 |
6.9% |
0.535 |
0.6% |
94% |
True |
False |
9,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.888 |
2.618 |
84.729 |
1.618 |
84.019 |
1.000 |
83.580 |
0.618 |
83.309 |
HIGH |
82.870 |
0.618 |
82.599 |
0.500 |
82.515 |
0.382 |
82.431 |
LOW |
82.160 |
0.618 |
81.721 |
1.000 |
81.450 |
1.618 |
81.011 |
2.618 |
80.301 |
4.250 |
79.143 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
82.528 |
82.395 |
PP |
82.522 |
82.255 |
S1 |
82.515 |
82.115 |
|