ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
76.230 |
76.250 |
0.020 |
0.0% |
76.520 |
High |
76.235 |
76.400 |
0.165 |
0.2% |
76.870 |
Low |
75.935 |
75.995 |
0.060 |
0.1% |
75.885 |
Close |
76.159 |
76.111 |
-0.048 |
-0.1% |
76.083 |
Range |
0.300 |
0.405 |
0.105 |
35.0% |
0.985 |
ATR |
0.551 |
0.541 |
-0.010 |
-1.9% |
0.000 |
Volume |
13,605 |
23,699 |
10,094 |
74.2% |
116,156 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.384 |
77.152 |
76.334 |
|
R3 |
76.979 |
76.747 |
76.222 |
|
R2 |
76.574 |
76.574 |
76.185 |
|
R1 |
76.342 |
76.342 |
76.148 |
76.256 |
PP |
76.169 |
76.169 |
76.169 |
76.125 |
S1 |
75.937 |
75.937 |
76.074 |
75.851 |
S2 |
75.764 |
75.764 |
76.037 |
|
S3 |
75.359 |
75.532 |
76.000 |
|
S4 |
74.954 |
75.127 |
75.888 |
|
|
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% |
0.499 |
0.7% |
23% |
False |
False |
23,066 |
10 |
76.870 |
75.670 |
1.200 |
1.6% |
0.527 |
0.7% |
37% |
False |
False |
23,906 |
20 |
77.675 |
75.505 |
2.170 |
2.9% |
0.579 |
0.8% |
28% |
False |
False |
25,220 |
40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.533 |
0.7% |
16% |
False |
False |
13,284 |
60 |
81.480 |
75.505 |
5.975 |
7.9% |
0.550 |
0.7% |
10% |
False |
False |
8,883 |
80 |
81.985 |
75.505 |
6.480 |
8.5% |
0.499 |
0.7% |
9% |
False |
False |
6,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.121 |
2.618 |
77.460 |
1.618 |
77.055 |
1.000 |
76.805 |
0.618 |
76.650 |
HIGH |
76.400 |
0.618 |
76.245 |
0.500 |
76.198 |
0.382 |
76.150 |
LOW |
75.995 |
0.618 |
75.745 |
1.000 |
75.590 |
1.618 |
75.340 |
2.618 |
74.935 |
4.250 |
74.274 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
76.198 |
76.403 |
PP |
76.169 |
76.305 |
S1 |
76.140 |
76.208 |
|