ICE US Dollar Index Future June 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
80.850 |
80.695 |
-0.155 |
-0.2% |
81.285 |
| High |
80.850 |
80.885 |
0.035 |
0.0% |
82.060 |
| Low |
80.215 |
80.395 |
0.180 |
0.2% |
81.010 |
| Close |
80.692 |
80.625 |
-0.067 |
-0.1% |
81.241 |
| Range |
0.635 |
0.490 |
-0.145 |
-22.8% |
1.050 |
| ATR |
0.633 |
0.623 |
-0.010 |
-1.6% |
0.000 |
| Volume |
27,913 |
20,213 |
-7,700 |
-27.6% |
75,094 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.105 |
81.855 |
80.895 |
|
| R3 |
81.615 |
81.365 |
80.760 |
|
| R2 |
81.125 |
81.125 |
80.715 |
|
| R1 |
80.875 |
80.875 |
80.670 |
80.755 |
| PP |
80.635 |
80.635 |
80.635 |
80.575 |
| S1 |
80.385 |
80.385 |
80.580 |
80.265 |
| S2 |
80.145 |
80.145 |
80.535 |
|
| S3 |
79.655 |
79.895 |
80.490 |
|
| S4 |
79.165 |
79.405 |
80.356 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.587 |
83.964 |
81.819 |
|
| R3 |
83.537 |
82.914 |
81.530 |
|
| R2 |
82.487 |
82.487 |
81.434 |
|
| R1 |
81.864 |
81.864 |
81.337 |
81.651 |
| PP |
81.437 |
81.437 |
81.437 |
81.330 |
| S1 |
80.814 |
80.814 |
81.145 |
80.601 |
| S2 |
80.387 |
80.387 |
81.049 |
|
| S3 |
79.337 |
79.764 |
80.952 |
|
| S4 |
78.287 |
78.714 |
80.664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.060 |
80.215 |
1.845 |
2.3% |
0.535 |
0.7% |
22% |
False |
False |
21,273 |
| 10 |
82.060 |
80.215 |
1.845 |
2.3% |
0.563 |
0.7% |
22% |
False |
False |
18,894 |
| 20 |
82.520 |
79.730 |
2.790 |
3.5% |
0.593 |
0.7% |
32% |
False |
False |
21,299 |
| 40 |
82.520 |
79.730 |
2.790 |
3.5% |
0.614 |
0.8% |
32% |
False |
False |
13,772 |
| 60 |
82.520 |
77.405 |
5.115 |
6.3% |
0.557 |
0.7% |
63% |
False |
False |
9,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.968 |
|
2.618 |
82.168 |
|
1.618 |
81.678 |
|
1.000 |
81.375 |
|
0.618 |
81.188 |
|
HIGH |
80.885 |
|
0.618 |
80.698 |
|
0.500 |
80.640 |
|
0.382 |
80.582 |
|
LOW |
80.395 |
|
0.618 |
80.092 |
|
1.000 |
79.905 |
|
1.618 |
79.602 |
|
2.618 |
79.112 |
|
4.250 |
78.313 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.640 |
80.980 |
| PP |
80.635 |
80.862 |
| S1 |
80.630 |
80.743 |
|