ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
73.185 |
73.310 |
0.125 |
0.2% |
74.300 |
High |
73.480 |
73.490 |
0.010 |
0.0% |
74.520 |
Low |
72.895 |
73.010 |
0.115 |
0.2% |
73.015 |
Close |
73.139 |
73.315 |
0.176 |
0.2% |
73.107 |
Range |
0.585 |
0.480 |
-0.105 |
-17.9% |
1.505 |
ATR |
0.567 |
0.561 |
-0.006 |
-1.1% |
0.000 |
Volume |
23,137 |
24,543 |
1,406 |
6.1% |
108,946 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.712 |
74.493 |
73.579 |
|
R3 |
74.232 |
74.013 |
73.447 |
|
R2 |
73.752 |
73.752 |
73.403 |
|
R1 |
73.533 |
73.533 |
73.359 |
73.643 |
PP |
73.272 |
73.272 |
73.272 |
73.326 |
S1 |
73.053 |
73.053 |
73.271 |
73.163 |
S2 |
72.792 |
72.792 |
73.227 |
|
S3 |
72.312 |
72.573 |
73.183 |
|
S4 |
71.832 |
72.093 |
73.051 |
|
|
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 |
74.205 |
72.895 |
1.310 |
1.8% |
0.530 |
0.7% |
32% |
False |
False |
24,778 |
10 |
75.845 |
72.895 |
2.950 |
4.0% |
0.569 |
0.8% |
14% |
False |
False |
23,075 |
20 |
76.400 |
72.895 |
3.505 |
4.8% |
0.534 |
0.7% |
12% |
False |
False |
23,428 |
40 |
77.675 |
72.895 |
4.780 |
6.5% |
0.561 |
0.8% |
9% |
False |
False |
24,044 |
60 |
79.295 |
72.895 |
6.400 |
8.7% |
0.533 |
0.7% |
7% |
False |
False |
16,271 |
80 |
81.760 |
72.895 |
8.865 |
12.1% |
0.545 |
0.7% |
5% |
False |
False |
12,224 |
100 |
81.985 |
72.895 |
9.090 |
12.4% |
0.509 |
0.7% |
5% |
False |
False |
9,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.530 |
2.618 |
74.747 |
1.618 |
74.267 |
1.000 |
73.970 |
0.618 |
73.787 |
HIGH |
73.490 |
0.618 |
73.307 |
0.500 |
73.250 |
0.382 |
73.193 |
LOW |
73.010 |
0.618 |
72.713 |
1.000 |
72.530 |
1.618 |
72.233 |
2.618 |
71.753 |
4.250 |
70.970 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
73.293 |
73.274 |
PP |
73.272 |
73.233 |
S1 |
73.250 |
73.193 |
|