ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
75.190 |
74.195 |
-0.995 |
-1.3% |
75.165 |
High |
75.210 |
74.535 |
-0.675 |
-0.9% |
75.455 |
Low |
74.455 |
73.935 |
-0.520 |
-0.7% |
74.825 |
Close |
74.567 |
74.180 |
-0.387 |
-0.5% |
75.028 |
Range |
0.755 |
0.600 |
-0.155 |
-20.5% |
0.630 |
ATR |
0.563 |
0.568 |
0.005 |
0.9% |
0.000 |
Volume |
28,199 |
23,833 |
-4,366 |
-15.5% |
109,731 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.017 |
75.698 |
74.510 |
|
R3 |
75.417 |
75.098 |
74.345 |
|
R2 |
74.817 |
74.817 |
74.290 |
|
R1 |
74.498 |
74.498 |
74.235 |
74.358 |
PP |
74.217 |
74.217 |
74.217 |
74.146 |
S1 |
73.898 |
73.898 |
74.125 |
73.758 |
S2 |
73.617 |
73.617 |
74.070 |
|
S3 |
73.017 |
73.298 |
74.015 |
|
S4 |
72.417 |
72.698 |
73.850 |
|
|
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 |
73.935 |
2.120 |
2.9% |
0.678 |
0.9% |
12% |
False |
True |
26,459 |
10 |
76.055 |
73.935 |
2.120 |
2.9% |
0.582 |
0.8% |
12% |
False |
True |
24,392 |
20 |
76.870 |
73.935 |
2.935 |
4.0% |
0.536 |
0.7% |
8% |
False |
True |
23,499 |
40 |
77.760 |
73.935 |
3.825 |
5.2% |
0.552 |
0.7% |
6% |
False |
True |
20,423 |
60 |
79.295 |
73.935 |
5.360 |
7.2% |
0.538 |
0.7% |
5% |
False |
True |
13,671 |
80 |
81.985 |
73.935 |
8.050 |
10.9% |
0.544 |
0.7% |
3% |
False |
True |
10,296 |
100 |
81.985 |
73.935 |
8.050 |
10.9% |
0.486 |
0.7% |
3% |
False |
True |
8,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.085 |
2.618 |
76.106 |
1.618 |
75.506 |
1.000 |
75.135 |
0.618 |
74.906 |
HIGH |
74.535 |
0.618 |
74.306 |
0.500 |
74.235 |
0.382 |
74.164 |
LOW |
73.935 |
0.618 |
73.564 |
1.000 |
73.335 |
1.618 |
72.964 |
2.618 |
72.364 |
4.250 |
71.385 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
74.235 |
74.890 |
PP |
74.217 |
74.653 |
S1 |
74.198 |
74.417 |
|