ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
76.300 |
76.230 |
-0.070 |
-0.1% |
76.520 |
High |
76.870 |
76.235 |
-0.635 |
-0.8% |
76.870 |
Low |
76.035 |
75.935 |
-0.100 |
-0.1% |
75.885 |
Close |
76.083 |
76.159 |
0.076 |
0.1% |
76.083 |
Range |
0.835 |
0.300 |
-0.535 |
-64.1% |
0.985 |
ATR |
0.571 |
0.551 |
-0.019 |
-3.4% |
0.000 |
Volume |
32,624 |
13,605 |
-19,019 |
-58.3% |
116,156 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.010 |
76.884 |
76.324 |
|
R3 |
76.710 |
76.584 |
76.242 |
|
R2 |
76.410 |
76.410 |
76.214 |
|
R1 |
76.284 |
76.284 |
76.187 |
76.197 |
PP |
76.110 |
76.110 |
76.110 |
76.066 |
S1 |
75.984 |
75.984 |
76.132 |
75.897 |
S2 |
75.810 |
75.810 |
76.104 |
|
S3 |
75.510 |
75.684 |
76.077 |
|
S4 |
75.210 |
75.384 |
75.994 |
|
|
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% |
0.524 |
0.7% |
28% |
False |
False |
22,479 |
10 |
76.870 |
75.505 |
1.365 |
1.8% |
0.517 |
0.7% |
48% |
False |
False |
23,700 |
20 |
77.675 |
75.505 |
2.170 |
2.8% |
0.588 |
0.8% |
30% |
False |
False |
24,661 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.533 |
0.7% |
17% |
False |
False |
12,693 |
60 |
81.760 |
75.505 |
6.255 |
8.2% |
0.549 |
0.7% |
10% |
False |
False |
8,490 |
80 |
81.985 |
75.505 |
6.480 |
8.5% |
0.502 |
0.7% |
10% |
False |
False |
6,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.510 |
2.618 |
77.020 |
1.618 |
76.720 |
1.000 |
76.535 |
0.618 |
76.420 |
HIGH |
76.235 |
0.618 |
76.120 |
0.500 |
76.085 |
0.382 |
76.050 |
LOW |
75.935 |
0.618 |
75.750 |
1.000 |
75.635 |
1.618 |
75.450 |
2.618 |
75.150 |
4.250 |
74.660 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
76.134 |
76.378 |
PP |
76.110 |
76.305 |
S1 |
76.085 |
76.232 |
|