ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
75.795 |
75.165 |
-0.630 |
-0.8% |
76.230 |
High |
75.835 |
75.305 |
-0.530 |
-0.7% |
76.400 |
Low |
75.060 |
75.100 |
0.040 |
0.1% |
75.060 |
Close |
75.070 |
75.282 |
0.212 |
0.3% |
75.070 |
Range |
0.775 |
0.205 |
-0.570 |
-73.5% |
1.340 |
ATR |
0.536 |
0.515 |
-0.022 |
-4.0% |
0.000 |
Volume |
20,979 |
16,983 |
-3,996 |
-19.0% |
102,598 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.844 |
75.768 |
75.395 |
|
R3 |
75.639 |
75.563 |
75.338 |
|
R2 |
75.434 |
75.434 |
75.320 |
|
R1 |
75.358 |
75.358 |
75.301 |
75.396 |
PP |
75.229 |
75.229 |
75.229 |
75.248 |
S1 |
75.153 |
75.153 |
75.263 |
75.191 |
S2 |
75.024 |
75.024 |
75.244 |
|
S3 |
74.819 |
74.948 |
75.226 |
|
S4 |
74.614 |
74.743 |
75.169 |
|
|
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% |
0.428 |
0.6% |
17% |
False |
False |
21,195 |
10 |
76.870 |
75.060 |
1.810 |
2.4% |
0.476 |
0.6% |
12% |
False |
False |
21,837 |
20 |
77.390 |
75.060 |
2.330 |
3.1% |
0.542 |
0.7% |
10% |
False |
False |
24,310 |
40 |
79.125 |
75.060 |
4.065 |
5.4% |
0.524 |
0.7% |
5% |
False |
False |
15,330 |
60 |
80.085 |
75.060 |
5.025 |
6.7% |
0.533 |
0.7% |
4% |
False |
False |
10,247 |
80 |
81.985 |
75.060 |
6.925 |
9.2% |
0.505 |
0.7% |
3% |
False |
False |
7,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.176 |
2.618 |
75.842 |
1.618 |
75.637 |
1.000 |
75.510 |
0.618 |
75.432 |
HIGH |
75.305 |
0.618 |
75.227 |
0.500 |
75.203 |
0.382 |
75.178 |
LOW |
75.100 |
0.618 |
74.973 |
1.000 |
74.895 |
1.618 |
74.768 |
2.618 |
74.563 |
4.250 |
74.229 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
75.256 |
75.558 |
PP |
75.229 |
75.466 |
S1 |
75.203 |
75.374 |
|