ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
75.085 |
75.685 |
0.600 |
0.8% |
75.165 |
High |
76.055 |
75.845 |
-0.210 |
-0.3% |
75.455 |
Low |
75.055 |
75.205 |
0.150 |
0.2% |
74.825 |
Close |
75.730 |
75.249 |
-0.481 |
-0.6% |
75.028 |
Range |
1.000 |
0.640 |
-0.360 |
-36.0% |
0.630 |
ATR |
0.538 |
0.545 |
0.007 |
1.4% |
0.000 |
Volume |
39,092 |
22,092 |
-17,000 |
-43.5% |
109,731 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.353 |
76.941 |
75.601 |
|
R3 |
76.713 |
76.301 |
75.425 |
|
R2 |
76.073 |
76.073 |
75.366 |
|
R1 |
75.661 |
75.661 |
75.308 |
75.547 |
PP |
75.433 |
75.433 |
75.433 |
75.376 |
S1 |
75.021 |
75.021 |
75.190 |
74.907 |
S2 |
74.793 |
74.793 |
75.132 |
|
S3 |
74.153 |
74.381 |
75.073 |
|
S4 |
73.513 |
73.741 |
74.897 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.993 |
76.640 |
75.375 |
|
R3 |
76.363 |
76.010 |
75.201 |
|
R2 |
75.733 |
75.733 |
75.144 |
|
R1 |
75.380 |
75.380 |
75.086 |
75.242 |
PP |
75.103 |
75.103 |
75.103 |
75.033 |
S1 |
74.750 |
74.750 |
74.970 |
74.612 |
S2 |
74.473 |
74.473 |
74.913 |
|
S3 |
73.843 |
74.120 |
74.855 |
|
S4 |
73.213 |
73.490 |
74.682 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.055 |
74.825 |
1.230 |
1.6% |
0.592 |
0.8% |
34% |
False |
False |
25,351 |
10 |
76.125 |
74.825 |
1.300 |
1.7% |
0.522 |
0.7% |
33% |
False |
False |
23,620 |
20 |
76.870 |
74.825 |
2.045 |
2.7% |
0.525 |
0.7% |
21% |
False |
False |
23,763 |
40 |
78.040 |
74.825 |
3.215 |
4.3% |
0.539 |
0.7% |
13% |
False |
False |
19,154 |
60 |
79.295 |
74.825 |
4.470 |
5.9% |
0.527 |
0.7% |
9% |
False |
False |
12,805 |
80 |
81.985 |
74.825 |
7.160 |
9.5% |
0.533 |
0.7% |
6% |
False |
False |
9,646 |
100 |
82.150 |
74.825 |
7.325 |
9.7% |
0.472 |
0.6% |
6% |
False |
False |
7,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.565 |
2.618 |
77.521 |
1.618 |
76.881 |
1.000 |
76.485 |
0.618 |
76.241 |
HIGH |
75.845 |
0.618 |
75.601 |
0.500 |
75.525 |
0.382 |
75.449 |
LOW |
75.205 |
0.618 |
74.809 |
1.000 |
74.565 |
1.618 |
74.169 |
2.618 |
73.529 |
4.250 |
72.485 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
75.525 |
75.440 |
PP |
75.433 |
75.376 |
S1 |
75.341 |
75.313 |
|