ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
75.685 |
75.190 |
-0.495 |
-0.7% |
75.165 |
High |
75.845 |
75.210 |
-0.635 |
-0.8% |
75.455 |
Low |
75.205 |
74.455 |
-0.750 |
-1.0% |
74.825 |
Close |
75.249 |
74.567 |
-0.682 |
-0.9% |
75.028 |
Range |
0.640 |
0.755 |
0.115 |
18.0% |
0.630 |
ATR |
0.545 |
0.563 |
0.018 |
3.3% |
0.000 |
Volume |
22,092 |
28,199 |
6,107 |
27.6% |
109,731 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.009 |
76.543 |
74.982 |
|
R3 |
76.254 |
75.788 |
74.775 |
|
R2 |
75.499 |
75.499 |
74.705 |
|
R1 |
75.033 |
75.033 |
74.636 |
74.889 |
PP |
74.744 |
74.744 |
74.744 |
74.672 |
S1 |
74.278 |
74.278 |
74.498 |
74.134 |
S2 |
73.989 |
73.989 |
74.429 |
|
S3 |
73.234 |
73.523 |
74.359 |
|
S4 |
72.479 |
72.768 |
74.152 |
|
|
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 |
74.455 |
1.600 |
2.1% |
0.665 |
0.9% |
7% |
False |
True |
26,542 |
10 |
76.055 |
74.455 |
1.600 |
2.1% |
0.554 |
0.7% |
7% |
False |
True |
24,238 |
20 |
76.870 |
74.455 |
2.415 |
3.2% |
0.536 |
0.7% |
5% |
False |
True |
23,922 |
40 |
77.790 |
74.455 |
3.335 |
4.5% |
0.548 |
0.7% |
3% |
False |
True |
19,834 |
60 |
79.295 |
74.455 |
4.840 |
6.5% |
0.534 |
0.7% |
2% |
False |
True |
13,275 |
80 |
81.985 |
74.455 |
7.530 |
10.1% |
0.542 |
0.7% |
1% |
False |
True |
9,998 |
100 |
82.000 |
74.455 |
7.545 |
10.1% |
0.480 |
0.6% |
1% |
False |
True |
8,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.419 |
2.618 |
77.187 |
1.618 |
76.432 |
1.000 |
75.965 |
0.618 |
75.677 |
HIGH |
75.210 |
0.618 |
74.922 |
0.500 |
74.833 |
0.382 |
74.743 |
LOW |
74.455 |
0.618 |
73.988 |
1.000 |
73.700 |
1.618 |
73.233 |
2.618 |
72.478 |
4.250 |
71.246 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
74.833 |
75.255 |
PP |
74.744 |
75.026 |
S1 |
74.656 |
74.796 |
|