ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
75.165 |
75.255 |
0.090 |
0.1% |
76.230 |
High |
75.305 |
75.455 |
0.150 |
0.2% |
76.400 |
Low |
75.100 |
74.930 |
-0.170 |
-0.2% |
75.060 |
Close |
75.282 |
75.065 |
-0.217 |
-0.3% |
75.070 |
Range |
0.205 |
0.525 |
0.320 |
156.1% |
1.340 |
ATR |
0.515 |
0.516 |
0.001 |
0.1% |
0.000 |
Volume |
16,983 |
27,177 |
10,194 |
60.0% |
102,598 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.725 |
76.420 |
75.354 |
|
R3 |
76.200 |
75.895 |
75.209 |
|
R2 |
75.675 |
75.675 |
75.161 |
|
R1 |
75.370 |
75.370 |
75.113 |
75.260 |
PP |
75.150 |
75.150 |
75.150 |
75.095 |
S1 |
74.845 |
74.845 |
75.017 |
74.735 |
S2 |
74.625 |
74.625 |
74.969 |
|
S3 |
74.100 |
74.320 |
74.921 |
|
S4 |
73.575 |
73.795 |
74.776 |
|
|
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 |
76.125 |
74.930 |
1.195 |
1.6% |
0.452 |
0.6% |
11% |
False |
True |
21,890 |
10 |
76.870 |
74.930 |
1.940 |
2.6% |
0.476 |
0.6% |
7% |
False |
True |
22,478 |
20 |
77.135 |
74.930 |
2.205 |
2.9% |
0.528 |
0.7% |
6% |
False |
True |
24,181 |
40 |
79.125 |
74.930 |
4.195 |
5.6% |
0.529 |
0.7% |
3% |
False |
True |
16,007 |
60 |
79.705 |
74.930 |
4.775 |
6.4% |
0.527 |
0.7% |
3% |
False |
True |
10,699 |
80 |
81.985 |
74.930 |
7.055 |
9.4% |
0.508 |
0.7% |
2% |
False |
True |
8,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.686 |
2.618 |
76.829 |
1.618 |
76.304 |
1.000 |
75.980 |
0.618 |
75.779 |
HIGH |
75.455 |
0.618 |
75.254 |
0.500 |
75.193 |
0.382 |
75.131 |
LOW |
74.930 |
0.618 |
74.606 |
1.000 |
74.405 |
1.618 |
74.081 |
2.618 |
73.556 |
4.250 |
72.699 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
75.193 |
75.383 |
PP |
75.150 |
75.277 |
S1 |
75.108 |
75.171 |
|