ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
76.250 |
76.095 |
-0.155 |
-0.2% |
76.520 |
| High |
76.400 |
76.125 |
-0.275 |
-0.4% |
76.870 |
| Low |
75.995 |
75.690 |
-0.305 |
-0.4% |
75.885 |
| Close |
76.111 |
75.757 |
-0.354 |
-0.5% |
76.083 |
| Range |
0.405 |
0.435 |
0.030 |
7.4% |
0.985 |
| ATR |
0.541 |
0.533 |
-0.008 |
-1.4% |
0.000 |
| Volume |
23,699 |
22,027 |
-1,672 |
-7.1% |
116,156 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.162 |
76.895 |
75.996 |
|
| R3 |
76.727 |
76.460 |
75.877 |
|
| R2 |
76.292 |
76.292 |
75.837 |
|
| R1 |
76.025 |
76.025 |
75.797 |
75.941 |
| PP |
75.857 |
75.857 |
75.857 |
75.816 |
| S1 |
75.590 |
75.590 |
75.717 |
75.506 |
| S2 |
75.422 |
75.422 |
75.677 |
|
| S3 |
74.987 |
75.155 |
75.637 |
|
| S4 |
74.552 |
74.720 |
75.518 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.234 |
78.644 |
76.625 |
|
| R3 |
78.249 |
77.659 |
76.354 |
|
| R2 |
77.264 |
77.264 |
76.264 |
|
| R1 |
76.674 |
76.674 |
76.173 |
76.477 |
| PP |
76.279 |
76.279 |
76.279 |
76.181 |
| S1 |
75.689 |
75.689 |
75.993 |
75.492 |
| S2 |
75.294 |
75.294 |
75.902 |
|
| S3 |
74.309 |
74.704 |
75.812 |
|
| S4 |
73.324 |
73.719 |
75.541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.870 |
75.690 |
1.180 |
1.6% |
0.501 |
0.7% |
6% |
False |
True |
23,013 |
| 10 |
76.870 |
75.690 |
1.180 |
1.6% |
0.519 |
0.7% |
6% |
False |
True |
23,606 |
| 20 |
77.675 |
75.505 |
2.170 |
2.9% |
0.579 |
0.8% |
12% |
False |
False |
25,291 |
| 40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.532 |
0.7% |
7% |
False |
False |
13,832 |
| 60 |
80.670 |
75.505 |
5.165 |
6.8% |
0.543 |
0.7% |
5% |
False |
False |
9,249 |
| 80 |
81.985 |
75.505 |
6.480 |
8.6% |
0.500 |
0.7% |
4% |
False |
False |
6,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.974 |
|
2.618 |
77.264 |
|
1.618 |
76.829 |
|
1.000 |
76.560 |
|
0.618 |
76.394 |
|
HIGH |
76.125 |
|
0.618 |
75.959 |
|
0.500 |
75.908 |
|
0.382 |
75.856 |
|
LOW |
75.690 |
|
0.618 |
75.421 |
|
1.000 |
75.255 |
|
1.618 |
74.986 |
|
2.618 |
74.551 |
|
4.250 |
73.841 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.908 |
76.045 |
| PP |
75.857 |
75.949 |
| S1 |
75.807 |
75.853 |
|