ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
73.255 |
73.185 |
-0.070 |
-0.1% |
74.300 |
High |
73.380 |
73.480 |
0.100 |
0.1% |
74.520 |
Low |
73.015 |
72.895 |
-0.120 |
-0.2% |
73.015 |
Close |
73.107 |
73.139 |
0.032 |
0.0% |
73.107 |
Range |
0.365 |
0.585 |
0.220 |
60.3% |
1.505 |
ATR |
0.566 |
0.567 |
0.001 |
0.2% |
0.000 |
Volume |
18,419 |
23,137 |
4,718 |
25.6% |
108,946 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.926 |
74.618 |
73.461 |
|
R3 |
74.341 |
74.033 |
73.300 |
|
R2 |
73.756 |
73.756 |
73.246 |
|
R1 |
73.448 |
73.448 |
73.193 |
73.310 |
PP |
73.171 |
73.171 |
73.171 |
73.102 |
S1 |
72.863 |
72.863 |
73.085 |
72.725 |
S2 |
72.586 |
72.586 |
73.032 |
|
S3 |
72.001 |
72.278 |
72.978 |
|
S4 |
71.416 |
71.693 |
72.817 |
|
|
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 |
72.895 |
1.625 |
2.2% |
0.551 |
0.8% |
15% |
False |
True |
23,329 |
10 |
76.055 |
72.895 |
3.160 |
4.3% |
0.621 |
0.8% |
8% |
False |
True |
24,529 |
20 |
76.400 |
72.895 |
3.505 |
4.8% |
0.525 |
0.7% |
7% |
False |
True |
22,881 |
40 |
77.675 |
72.895 |
4.780 |
6.5% |
0.560 |
0.8% |
5% |
False |
True |
23,610 |
60 |
79.295 |
72.895 |
6.400 |
8.8% |
0.533 |
0.7% |
4% |
False |
True |
15,865 |
80 |
81.985 |
72.895 |
9.090 |
12.4% |
0.545 |
0.7% |
3% |
False |
True |
11,920 |
100 |
81.985 |
72.895 |
9.090 |
12.4% |
0.504 |
0.7% |
3% |
False |
True |
9,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.966 |
2.618 |
75.012 |
1.618 |
74.427 |
1.000 |
74.065 |
0.618 |
73.842 |
HIGH |
73.480 |
0.618 |
73.257 |
0.500 |
73.188 |
0.382 |
73.118 |
LOW |
72.895 |
0.618 |
72.533 |
1.000 |
72.310 |
1.618 |
71.948 |
2.618 |
71.363 |
4.250 |
70.409 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
73.188 |
73.198 |
PP |
73.171 |
73.178 |
S1 |
73.155 |
73.159 |
|