ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
75.255 |
75.065 |
-0.190 |
-0.3% |
76.230 |
High |
75.455 |
75.340 |
-0.115 |
-0.2% |
76.400 |
Low |
74.930 |
74.950 |
0.020 |
0.0% |
75.060 |
Close |
75.065 |
75.190 |
0.125 |
0.2% |
75.070 |
Range |
0.525 |
0.390 |
-0.135 |
-25.7% |
1.340 |
ATR |
0.516 |
0.507 |
-0.009 |
-1.7% |
0.000 |
Volume |
27,177 |
22,243 |
-4,934 |
-18.2% |
102,598 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.330 |
76.150 |
75.405 |
|
R3 |
75.940 |
75.760 |
75.297 |
|
R2 |
75.550 |
75.550 |
75.262 |
|
R1 |
75.370 |
75.370 |
75.226 |
75.460 |
PP |
75.160 |
75.160 |
75.160 |
75.205 |
S1 |
74.980 |
74.980 |
75.154 |
75.070 |
S2 |
74.770 |
74.770 |
75.119 |
|
S3 |
74.380 |
74.590 |
75.083 |
|
S4 |
73.990 |
74.200 |
74.976 |
|
|
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 |
76.055 |
74.930 |
1.125 |
1.5% |
0.443 |
0.6% |
23% |
False |
False |
21,934 |
10 |
76.870 |
74.930 |
1.940 |
2.6% |
0.472 |
0.6% |
13% |
False |
False |
22,473 |
20 |
76.980 |
74.930 |
2.050 |
2.7% |
0.522 |
0.7% |
13% |
False |
False |
23,377 |
40 |
78.745 |
74.930 |
3.815 |
5.1% |
0.524 |
0.7% |
7% |
False |
False |
16,559 |
60 |
79.705 |
74.930 |
4.775 |
6.4% |
0.524 |
0.7% |
5% |
False |
False |
11,068 |
80 |
81.985 |
74.930 |
7.055 |
9.4% |
0.512 |
0.7% |
4% |
False |
False |
8,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.998 |
2.618 |
76.361 |
1.618 |
75.971 |
1.000 |
75.730 |
0.618 |
75.581 |
HIGH |
75.340 |
0.618 |
75.191 |
0.500 |
75.145 |
0.382 |
75.099 |
LOW |
74.950 |
0.618 |
74.709 |
1.000 |
74.560 |
1.618 |
74.319 |
2.618 |
73.929 |
4.250 |
73.293 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
75.175 |
75.193 |
PP |
75.160 |
75.192 |
S1 |
75.145 |
75.191 |
|