ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
75.780 |
75.795 |
0.015 |
0.0% |
76.230 |
High |
76.055 |
75.835 |
-0.220 |
-0.3% |
76.400 |
Low |
75.735 |
75.060 |
-0.675 |
-0.9% |
75.060 |
Close |
75.810 |
75.070 |
-0.740 |
-1.0% |
75.070 |
Range |
0.320 |
0.775 |
0.455 |
142.2% |
1.340 |
ATR |
0.518 |
0.536 |
0.018 |
3.5% |
0.000 |
Volume |
22,288 |
20,979 |
-1,309 |
-5.9% |
102,598 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.647 |
77.133 |
75.496 |
|
R3 |
76.872 |
76.358 |
75.283 |
|
R2 |
76.097 |
76.097 |
75.212 |
|
R1 |
75.583 |
75.583 |
75.141 |
75.453 |
PP |
75.322 |
75.322 |
75.322 |
75.256 |
S1 |
74.808 |
74.808 |
74.999 |
74.678 |
S2 |
74.547 |
74.547 |
74.928 |
|
S3 |
73.772 |
74.033 |
74.857 |
|
S4 |
72.997 |
73.258 |
74.644 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.530 |
78.640 |
75.807 |
|
R3 |
78.190 |
77.300 |
75.439 |
|
R2 |
76.850 |
76.850 |
75.316 |
|
R1 |
75.960 |
75.960 |
75.193 |
75.735 |
PP |
75.510 |
75.510 |
75.510 |
75.398 |
S1 |
74.620 |
74.620 |
74.947 |
74.395 |
S2 |
74.170 |
74.170 |
74.824 |
|
S3 |
72.830 |
73.280 |
74.702 |
|
S4 |
71.490 |
71.940 |
74.333 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.400 |
75.060 |
1.340 |
1.8% |
0.447 |
0.6% |
1% |
False |
True |
20,519 |
10 |
76.870 |
75.060 |
1.810 |
2.4% |
0.496 |
0.7% |
1% |
False |
True |
21,875 |
20 |
77.390 |
75.060 |
2.330 |
3.1% |
0.560 |
0.7% |
0% |
False |
True |
24,582 |
40 |
79.295 |
75.060 |
4.235 |
5.6% |
0.534 |
0.7% |
0% |
False |
True |
14,909 |
60 |
80.085 |
75.060 |
5.025 |
6.7% |
0.536 |
0.7% |
0% |
False |
True |
9,966 |
80 |
81.985 |
75.060 |
6.925 |
9.2% |
0.514 |
0.7% |
0% |
False |
True |
7,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.129 |
2.618 |
77.864 |
1.618 |
77.089 |
1.000 |
76.610 |
0.618 |
76.314 |
HIGH |
75.835 |
0.618 |
75.539 |
0.500 |
75.448 |
0.382 |
75.356 |
LOW |
75.060 |
0.618 |
74.581 |
1.000 |
74.285 |
1.618 |
73.806 |
2.618 |
73.031 |
4.250 |
71.766 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
75.448 |
75.593 |
PP |
75.322 |
75.418 |
S1 |
75.196 |
75.244 |
|