ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 01-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
76.370 |
76.300 |
-0.070 |
-0.1% |
76.520 |
High |
76.415 |
76.870 |
0.455 |
0.6% |
76.870 |
Low |
75.885 |
76.035 |
0.150 |
0.2% |
75.885 |
Close |
76.072 |
76.083 |
0.011 |
0.0% |
76.083 |
Range |
0.530 |
0.835 |
0.305 |
57.5% |
0.985 |
ATR |
0.550 |
0.571 |
0.020 |
3.7% |
0.000 |
Volume |
23,111 |
32,624 |
9,513 |
41.2% |
116,156 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.834 |
78.294 |
76.542 |
|
R3 |
77.999 |
77.459 |
76.313 |
|
R2 |
77.164 |
77.164 |
76.236 |
|
R1 |
76.624 |
76.624 |
76.160 |
76.477 |
PP |
76.329 |
76.329 |
76.329 |
76.256 |
S1 |
75.789 |
75.789 |
76.006 |
75.642 |
S2 |
75.494 |
75.494 |
75.930 |
|
S3 |
74.659 |
74.954 |
75.853 |
|
S4 |
73.824 |
74.119 |
75.624 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.234 |
78.644 |
76.625 |
|
R3 |
78.249 |
77.659 |
76.354 |
|
R2 |
77.264 |
77.264 |
76.264 |
|
R1 |
76.674 |
76.674 |
76.173 |
76.477 |
PP |
76.279 |
76.279 |
76.279 |
76.181 |
S1 |
75.689 |
75.689 |
75.993 |
75.492 |
S2 |
75.294 |
75.294 |
75.902 |
|
S3 |
74.309 |
74.704 |
75.812 |
|
S4 |
73.324 |
73.719 |
75.541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.870 |
75.885 |
0.985 |
1.3% |
0.544 |
0.7% |
20% |
True |
False |
23,231 |
10 |
76.870 |
75.505 |
1.365 |
1.8% |
0.528 |
0.7% |
42% |
True |
False |
24,425 |
20 |
77.675 |
75.505 |
2.170 |
2.9% |
0.594 |
0.8% |
27% |
False |
False |
24,340 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.537 |
0.7% |
15% |
False |
False |
12,357 |
60 |
81.985 |
75.505 |
6.480 |
8.5% |
0.552 |
0.7% |
9% |
False |
False |
8,267 |
80 |
81.985 |
75.505 |
6.480 |
8.5% |
0.498 |
0.7% |
9% |
False |
False |
6,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.419 |
2.618 |
79.056 |
1.618 |
78.221 |
1.000 |
77.705 |
0.618 |
77.386 |
HIGH |
76.870 |
0.618 |
76.551 |
0.500 |
76.453 |
0.382 |
76.354 |
LOW |
76.035 |
0.618 |
75.519 |
1.000 |
75.200 |
1.618 |
74.684 |
2.618 |
73.849 |
4.250 |
72.486 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
76.453 |
76.378 |
PP |
76.329 |
76.279 |
S1 |
76.206 |
76.181 |
|