ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 04-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
Open |
73.310 |
73.260 |
-0.050 |
-0.1% |
74.300 |
High |
73.490 |
73.480 |
-0.010 |
0.0% |
74.520 |
Low |
73.010 |
72.860 |
-0.150 |
-0.2% |
73.015 |
Close |
73.315 |
73.213 |
-0.102 |
-0.1% |
73.107 |
Range |
0.480 |
0.620 |
0.140 |
29.2% |
1.505 |
ATR |
0.561 |
0.565 |
0.004 |
0.7% |
0.000 |
Volume |
24,543 |
36,609 |
12,066 |
49.2% |
108,946 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.044 |
74.749 |
73.554 |
|
R3 |
74.424 |
74.129 |
73.384 |
|
R2 |
73.804 |
73.804 |
73.327 |
|
R1 |
73.509 |
73.509 |
73.270 |
73.347 |
PP |
73.184 |
73.184 |
73.184 |
73.103 |
S1 |
72.889 |
72.889 |
73.156 |
72.727 |
S2 |
72.564 |
72.564 |
73.099 |
|
S3 |
71.944 |
72.269 |
73.043 |
|
S4 |
71.324 |
71.649 |
72.872 |
|
|
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 |
73.500 |
72.860 |
0.640 |
0.9% |
0.500 |
0.7% |
55% |
False |
True |
25,782 |
10 |
75.210 |
72.860 |
2.350 |
3.2% |
0.567 |
0.8% |
15% |
False |
True |
24,526 |
20 |
76.125 |
72.860 |
3.265 |
4.5% |
0.545 |
0.7% |
11% |
False |
True |
24,073 |
40 |
77.675 |
72.860 |
4.815 |
6.6% |
0.562 |
0.8% |
7% |
False |
True |
24,646 |
60 |
79.295 |
72.860 |
6.435 |
8.8% |
0.537 |
0.7% |
5% |
False |
True |
16,880 |
80 |
81.480 |
72.860 |
8.620 |
11.8% |
0.549 |
0.7% |
4% |
False |
True |
12,681 |
100 |
81.985 |
72.860 |
9.125 |
12.5% |
0.508 |
0.7% |
4% |
False |
True |
10,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.115 |
2.618 |
75.103 |
1.618 |
74.483 |
1.000 |
74.100 |
0.618 |
73.863 |
HIGH |
73.480 |
0.618 |
73.243 |
0.500 |
73.170 |
0.382 |
73.097 |
LOW |
72.860 |
0.618 |
72.477 |
1.000 |
72.240 |
1.618 |
71.857 |
2.618 |
71.237 |
4.250 |
70.225 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
73.199 |
73.200 |
PP |
73.184 |
73.188 |
S1 |
73.170 |
73.175 |
|