ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
73.500 |
73.255 |
-0.245 |
-0.3% |
74.300 |
High |
73.500 |
73.380 |
-0.120 |
-0.2% |
74.520 |
Low |
73.050 |
73.015 |
-0.035 |
0.0% |
73.015 |
Close |
73.311 |
73.107 |
-0.204 |
-0.3% |
73.107 |
Range |
0.450 |
0.365 |
-0.085 |
-18.9% |
1.505 |
ATR |
0.582 |
0.566 |
-0.015 |
-2.7% |
0.000 |
Volume |
26,202 |
18,419 |
-7,783 |
-29.7% |
108,946 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.262 |
74.050 |
73.308 |
|
R3 |
73.897 |
73.685 |
73.207 |
|
R2 |
73.532 |
73.532 |
73.174 |
|
R1 |
73.320 |
73.320 |
73.140 |
73.244 |
PP |
73.167 |
73.167 |
73.167 |
73.129 |
S1 |
72.955 |
72.955 |
73.074 |
72.879 |
S2 |
72.802 |
72.802 |
73.040 |
|
S3 |
72.437 |
72.590 |
73.007 |
|
S4 |
72.072 |
72.225 |
72.906 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.062 |
77.090 |
73.935 |
|
R3 |
76.557 |
75.585 |
73.521 |
|
R2 |
75.052 |
75.052 |
73.383 |
|
R1 |
74.080 |
74.080 |
73.245 |
73.814 |
PP |
73.547 |
73.547 |
73.547 |
73.414 |
S1 |
72.575 |
72.575 |
72.969 |
72.309 |
S2 |
72.042 |
72.042 |
72.831 |
|
S3 |
70.537 |
71.070 |
72.693 |
|
S4 |
69.032 |
69.565 |
72.279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.520 |
73.015 |
1.505 |
2.1% |
0.526 |
0.7% |
6% |
False |
True |
21,789 |
10 |
76.055 |
73.015 |
3.040 |
4.2% |
0.602 |
0.8% |
3% |
False |
True |
24,124 |
20 |
76.870 |
73.015 |
3.855 |
5.3% |
0.537 |
0.7% |
2% |
False |
True |
23,355 |
40 |
77.675 |
73.015 |
4.660 |
6.4% |
0.553 |
0.8% |
2% |
False |
True |
23,082 |
60 |
79.295 |
73.015 |
6.280 |
8.6% |
0.531 |
0.7% |
1% |
False |
True |
15,483 |
80 |
81.985 |
73.015 |
8.970 |
12.3% |
0.542 |
0.7% |
1% |
False |
True |
11,644 |
100 |
81.985 |
73.015 |
8.970 |
12.3% |
0.498 |
0.7% |
1% |
False |
True |
9,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.931 |
2.618 |
74.336 |
1.618 |
73.971 |
1.000 |
73.745 |
0.618 |
73.606 |
HIGH |
73.380 |
0.618 |
73.241 |
0.500 |
73.198 |
0.382 |
73.154 |
LOW |
73.015 |
0.618 |
72.789 |
1.000 |
72.650 |
1.618 |
72.424 |
2.618 |
72.059 |
4.250 |
71.464 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
73.198 |
73.610 |
PP |
73.167 |
73.442 |
S1 |
73.137 |
73.275 |
|