ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
74.195 |
74.300 |
0.105 |
0.1% |
75.085 |
High |
74.535 |
74.470 |
-0.065 |
-0.1% |
76.055 |
Low |
73.935 |
74.010 |
0.075 |
0.1% |
73.935 |
Close |
74.180 |
74.181 |
0.001 |
0.0% |
74.180 |
Range |
0.600 |
0.460 |
-0.140 |
-23.3% |
2.120 |
ATR |
0.568 |
0.560 |
-0.008 |
-1.4% |
0.000 |
Volume |
23,833 |
15,436 |
-8,397 |
-35.2% |
113,216 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.600 |
75.351 |
74.434 |
|
R3 |
75.140 |
74.891 |
74.308 |
|
R2 |
74.680 |
74.680 |
74.265 |
|
R1 |
74.431 |
74.431 |
74.223 |
74.326 |
PP |
74.220 |
74.220 |
74.220 |
74.168 |
S1 |
73.971 |
73.971 |
74.139 |
73.866 |
S2 |
73.760 |
73.760 |
74.097 |
|
S3 |
73.300 |
73.511 |
74.055 |
|
S4 |
72.840 |
73.051 |
73.928 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.083 |
79.752 |
75.346 |
|
R3 |
78.963 |
77.632 |
74.763 |
|
R2 |
76.843 |
76.843 |
74.569 |
|
R1 |
75.512 |
75.512 |
74.374 |
75.118 |
PP |
74.723 |
74.723 |
74.723 |
74.526 |
S1 |
73.392 |
73.392 |
73.986 |
72.998 |
S2 |
72.603 |
72.603 |
73.791 |
|
S3 |
70.483 |
71.272 |
73.597 |
|
S4 |
68.363 |
69.152 |
73.014 |
|
|
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% |
0.691 |
0.9% |
12% |
False |
False |
25,730 |
10 |
76.055 |
73.935 |
2.120 |
2.9% |
0.551 |
0.7% |
12% |
False |
False |
23,838 |
20 |
76.870 |
73.935 |
2.935 |
4.0% |
0.523 |
0.7% |
8% |
False |
False |
22,856 |
40 |
77.760 |
73.935 |
3.825 |
5.2% |
0.552 |
0.7% |
6% |
False |
False |
20,803 |
60 |
79.295 |
73.935 |
5.360 |
7.2% |
0.536 |
0.7% |
5% |
False |
False |
13,928 |
80 |
81.985 |
73.935 |
8.050 |
10.9% |
0.542 |
0.7% |
3% |
False |
False |
10,489 |
100 |
81.985 |
73.935 |
8.050 |
10.9% |
0.486 |
0.7% |
3% |
False |
False |
8,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.425 |
2.618 |
75.674 |
1.618 |
75.214 |
1.000 |
74.930 |
0.618 |
74.754 |
HIGH |
74.470 |
0.618 |
74.294 |
0.500 |
74.240 |
0.382 |
74.186 |
LOW |
74.010 |
0.618 |
73.726 |
1.000 |
73.550 |
1.618 |
73.266 |
2.618 |
72.806 |
4.250 |
72.055 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
74.240 |
74.573 |
PP |
74.220 |
74.442 |
S1 |
74.201 |
74.312 |
|