ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 30-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
76.490 |
76.380 |
-0.110 |
-0.1% |
75.870 |
High |
76.700 |
76.670 |
-0.030 |
0.0% |
76.560 |
Low |
76.170 |
76.245 |
0.075 |
0.1% |
75.505 |
Close |
76.502 |
76.357 |
-0.145 |
-0.2% |
76.485 |
Range |
0.530 |
0.425 |
-0.105 |
-19.8% |
1.055 |
ATR |
0.561 |
0.552 |
-0.010 |
-1.7% |
0.000 |
Volume |
20,765 |
22,292 |
1,527 |
7.4% |
128,102 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.699 |
77.453 |
76.591 |
|
R3 |
77.274 |
77.028 |
76.474 |
|
R2 |
76.849 |
76.849 |
76.435 |
|
R1 |
76.603 |
76.603 |
76.396 |
76.514 |
PP |
76.424 |
76.424 |
76.424 |
76.379 |
S1 |
76.178 |
76.178 |
76.318 |
76.089 |
S2 |
75.999 |
75.999 |
76.279 |
|
S3 |
75.574 |
75.753 |
76.240 |
|
S4 |
75.149 |
75.328 |
76.123 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.348 |
78.972 |
77.065 |
|
R3 |
78.293 |
77.917 |
76.775 |
|
R2 |
77.238 |
77.238 |
76.678 |
|
R1 |
76.862 |
76.862 |
76.582 |
77.050 |
PP |
76.183 |
76.183 |
76.183 |
76.278 |
S1 |
75.807 |
75.807 |
76.388 |
75.995 |
S2 |
75.128 |
75.128 |
76.292 |
|
S3 |
74.073 |
74.752 |
76.195 |
|
S4 |
73.018 |
73.697 |
75.905 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.700 |
75.700 |
1.000 |
1.3% |
0.536 |
0.7% |
66% |
False |
False |
24,199 |
10 |
76.980 |
75.505 |
1.475 |
1.9% |
0.572 |
0.7% |
58% |
False |
False |
24,282 |
20 |
77.675 |
75.505 |
2.170 |
2.8% |
0.565 |
0.7% |
39% |
False |
False |
21,701 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.534 |
0.7% |
22% |
False |
False |
10,970 |
60 |
81.985 |
75.505 |
6.480 |
8.5% |
0.546 |
0.7% |
13% |
False |
False |
7,368 |
80 |
81.985 |
75.505 |
6.480 |
8.5% |
0.481 |
0.6% |
13% |
False |
False |
5,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.476 |
2.618 |
77.783 |
1.618 |
77.358 |
1.000 |
77.095 |
0.618 |
76.933 |
HIGH |
76.670 |
0.618 |
76.508 |
0.500 |
76.458 |
0.382 |
76.407 |
LOW |
76.245 |
0.618 |
75.982 |
1.000 |
75.820 |
1.618 |
75.557 |
2.618 |
75.132 |
4.250 |
74.439 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
76.458 |
76.435 |
PP |
76.424 |
76.409 |
S1 |
76.391 |
76.383 |
|