ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 05-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
Open |
73.260 |
73.280 |
0.020 |
0.0% |
74.300 |
High |
73.480 |
74.420 |
0.940 |
1.3% |
74.520 |
Low |
72.860 |
72.985 |
0.125 |
0.2% |
73.015 |
Close |
73.213 |
74.375 |
1.162 |
1.6% |
73.107 |
Range |
0.620 |
1.435 |
0.815 |
131.5% |
1.505 |
ATR |
0.565 |
0.627 |
0.062 |
11.0% |
0.000 |
Volume |
36,609 |
60,862 |
24,253 |
66.2% |
108,946 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.232 |
77.738 |
75.164 |
|
R3 |
76.797 |
76.303 |
74.770 |
|
R2 |
75.362 |
75.362 |
74.638 |
|
R1 |
74.868 |
74.868 |
74.507 |
75.115 |
PP |
73.927 |
73.927 |
73.927 |
74.050 |
S1 |
73.433 |
73.433 |
74.243 |
73.680 |
S2 |
72.492 |
72.492 |
74.112 |
|
S3 |
71.057 |
71.998 |
73.980 |
|
S4 |
69.622 |
70.563 |
73.586 |
|
|
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 |
74.420 |
72.860 |
1.560 |
2.1% |
0.697 |
0.9% |
97% |
True |
False |
32,714 |
10 |
74.535 |
72.860 |
1.675 |
2.3% |
0.635 |
0.9% |
90% |
False |
False |
27,793 |
20 |
76.055 |
72.860 |
3.195 |
4.3% |
0.595 |
0.8% |
47% |
False |
False |
26,015 |
40 |
77.675 |
72.860 |
4.815 |
6.5% |
0.587 |
0.8% |
31% |
False |
False |
25,653 |
60 |
79.295 |
72.860 |
6.435 |
8.7% |
0.553 |
0.7% |
24% |
False |
False |
17,893 |
80 |
80.670 |
72.860 |
7.810 |
10.5% |
0.556 |
0.7% |
19% |
False |
False |
13,441 |
100 |
81.985 |
72.860 |
9.125 |
12.3% |
0.519 |
0.7% |
17% |
False |
False |
10,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.519 |
2.618 |
78.177 |
1.618 |
76.742 |
1.000 |
75.855 |
0.618 |
75.307 |
HIGH |
74.420 |
0.618 |
73.872 |
0.500 |
73.703 |
0.382 |
73.533 |
LOW |
72.985 |
0.618 |
72.098 |
1.000 |
71.550 |
1.618 |
70.663 |
2.618 |
69.228 |
4.250 |
66.886 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
74.151 |
74.130 |
PP |
73.927 |
73.885 |
S1 |
73.703 |
73.640 |
|