ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
75.065 |
75.160 |
0.095 |
0.1% |
76.230 |
High |
75.340 |
75.370 |
0.030 |
0.0% |
76.400 |
Low |
74.950 |
74.835 |
-0.115 |
-0.2% |
75.060 |
Close |
75.190 |
74.888 |
-0.302 |
-0.4% |
75.070 |
Range |
0.390 |
0.535 |
0.145 |
37.2% |
1.340 |
ATR |
0.507 |
0.509 |
0.002 |
0.4% |
0.000 |
Volume |
22,243 |
24,245 |
2,002 |
9.0% |
102,598 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.636 |
76.297 |
75.182 |
|
R3 |
76.101 |
75.762 |
75.035 |
|
R2 |
75.566 |
75.566 |
74.986 |
|
R1 |
75.227 |
75.227 |
74.937 |
75.129 |
PP |
75.031 |
75.031 |
75.031 |
74.982 |
S1 |
74.692 |
74.692 |
74.839 |
74.594 |
S2 |
74.496 |
74.496 |
74.790 |
|
S3 |
73.961 |
74.157 |
74.741 |
|
S4 |
73.426 |
73.622 |
74.594 |
|
|
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 |
75.835 |
74.835 |
1.000 |
1.3% |
0.486 |
0.6% |
5% |
False |
True |
22,325 |
10 |
76.870 |
74.835 |
2.035 |
2.7% |
0.473 |
0.6% |
3% |
False |
True |
22,587 |
20 |
76.870 |
74.835 |
2.035 |
2.7% |
0.507 |
0.7% |
3% |
False |
True |
23,132 |
40 |
78.655 |
74.835 |
3.820 |
5.1% |
0.528 |
0.7% |
1% |
False |
True |
17,162 |
60 |
79.295 |
74.835 |
4.460 |
6.0% |
0.521 |
0.7% |
1% |
False |
True |
11,470 |
80 |
81.985 |
74.835 |
7.150 |
9.5% |
0.519 |
0.7% |
1% |
False |
True |
8,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.644 |
2.618 |
76.771 |
1.618 |
76.236 |
1.000 |
75.905 |
0.618 |
75.701 |
HIGH |
75.370 |
0.618 |
75.166 |
0.500 |
75.103 |
0.382 |
75.039 |
LOW |
74.835 |
0.618 |
74.504 |
1.000 |
74.300 |
1.618 |
73.969 |
2.618 |
73.434 |
4.250 |
72.561 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
75.103 |
75.145 |
PP |
75.031 |
75.059 |
S1 |
74.960 |
74.974 |
|