ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
74.280 |
73.730 |
-0.550 |
-0.7% |
75.085 |
High |
74.520 |
74.205 |
-0.315 |
-0.4% |
76.055 |
Low |
73.935 |
73.435 |
-0.500 |
-0.7% |
73.935 |
Close |
74.025 |
73.691 |
-0.334 |
-0.5% |
74.180 |
Range |
0.585 |
0.770 |
0.185 |
31.6% |
2.120 |
ATR |
0.562 |
0.577 |
0.015 |
2.6% |
0.000 |
Volume |
17,297 |
31,592 |
14,295 |
82.6% |
113,216 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.087 |
75.659 |
74.115 |
|
R3 |
75.317 |
74.889 |
73.903 |
|
R2 |
74.547 |
74.547 |
73.832 |
|
R1 |
74.119 |
74.119 |
73.762 |
73.948 |
PP |
73.777 |
73.777 |
73.777 |
73.692 |
S1 |
73.349 |
73.349 |
73.620 |
73.178 |
S2 |
73.007 |
73.007 |
73.550 |
|
S3 |
72.237 |
72.579 |
73.479 |
|
S4 |
71.467 |
71.809 |
73.268 |
|
|
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 |
75.210 |
73.435 |
1.775 |
2.4% |
0.634 |
0.9% |
14% |
False |
True |
23,271 |
10 |
76.055 |
73.435 |
2.620 |
3.6% |
0.613 |
0.8% |
10% |
False |
True |
24,311 |
20 |
76.870 |
73.435 |
3.435 |
4.7% |
0.544 |
0.7% |
7% |
False |
True |
23,394 |
40 |
77.675 |
73.435 |
4.240 |
5.8% |
0.561 |
0.8% |
6% |
False |
True |
22,008 |
60 |
79.295 |
73.435 |
5.860 |
8.0% |
0.536 |
0.7% |
4% |
False |
True |
14,741 |
80 |
81.985 |
73.435 |
8.550 |
11.6% |
0.549 |
0.7% |
3% |
False |
True |
11,096 |
100 |
81.985 |
73.435 |
8.550 |
11.6% |
0.491 |
0.7% |
3% |
False |
True |
8,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.478 |
2.618 |
76.221 |
1.618 |
75.451 |
1.000 |
74.975 |
0.618 |
74.681 |
HIGH |
74.205 |
0.618 |
73.911 |
0.500 |
73.820 |
0.382 |
73.729 |
LOW |
73.435 |
0.618 |
72.959 |
1.000 |
72.665 |
1.618 |
72.189 |
2.618 |
71.419 |
4.250 |
70.163 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
73.820 |
73.978 |
PP |
73.777 |
73.882 |
S1 |
73.734 |
73.787 |
|