ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
74.300 |
74.280 |
-0.020 |
0.0% |
75.085 |
High |
74.470 |
74.520 |
0.050 |
0.1% |
76.055 |
Low |
74.010 |
73.935 |
-0.075 |
-0.1% |
73.935 |
Close |
74.181 |
74.025 |
-0.156 |
-0.2% |
74.180 |
Range |
0.460 |
0.585 |
0.125 |
27.2% |
2.120 |
ATR |
0.560 |
0.562 |
0.002 |
0.3% |
0.000 |
Volume |
15,436 |
17,297 |
1,861 |
12.1% |
113,216 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.915 |
75.555 |
74.347 |
|
R3 |
75.330 |
74.970 |
74.186 |
|
R2 |
74.745 |
74.745 |
74.132 |
|
R1 |
74.385 |
74.385 |
74.079 |
74.273 |
PP |
74.160 |
74.160 |
74.160 |
74.104 |
S1 |
73.800 |
73.800 |
73.971 |
73.688 |
S2 |
73.575 |
73.575 |
73.918 |
|
S3 |
72.990 |
73.215 |
73.864 |
|
S4 |
72.405 |
72.630 |
73.703 |
|
|
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 |
75.845 |
73.935 |
1.910 |
2.6% |
0.608 |
0.8% |
5% |
False |
True |
21,371 |
10 |
76.055 |
73.935 |
2.120 |
2.9% |
0.589 |
0.8% |
4% |
False |
True |
23,869 |
20 |
76.870 |
73.935 |
2.935 |
4.0% |
0.532 |
0.7% |
3% |
False |
True |
22,853 |
40 |
77.675 |
73.935 |
3.740 |
5.1% |
0.550 |
0.7% |
2% |
False |
True |
21,231 |
60 |
79.295 |
73.935 |
5.360 |
7.2% |
0.534 |
0.7% |
2% |
False |
True |
14,216 |
80 |
81.985 |
73.935 |
8.050 |
10.9% |
0.545 |
0.7% |
1% |
False |
True |
10,704 |
100 |
81.985 |
73.935 |
8.050 |
10.9% |
0.483 |
0.7% |
1% |
False |
True |
8,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.006 |
2.618 |
76.052 |
1.618 |
75.467 |
1.000 |
75.105 |
0.618 |
74.882 |
HIGH |
74.520 |
0.618 |
74.297 |
0.500 |
74.228 |
0.382 |
74.158 |
LOW |
73.935 |
0.618 |
73.573 |
1.000 |
73.350 |
1.618 |
72.988 |
2.618 |
72.403 |
4.250 |
71.449 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
74.228 |
74.235 |
PP |
74.160 |
74.165 |
S1 |
74.093 |
74.095 |
|