ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
76.095 |
75.780 |
-0.315 |
-0.4% |
76.520 |
| High |
76.125 |
76.055 |
-0.070 |
-0.1% |
76.870 |
| Low |
75.690 |
75.735 |
0.045 |
0.1% |
75.885 |
| Close |
75.757 |
75.810 |
0.053 |
0.1% |
76.083 |
| Range |
0.435 |
0.320 |
-0.115 |
-26.4% |
0.985 |
| ATR |
0.533 |
0.518 |
-0.015 |
-2.9% |
0.000 |
| Volume |
22,027 |
22,288 |
261 |
1.2% |
116,156 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.827 |
76.638 |
75.986 |
|
| R3 |
76.507 |
76.318 |
75.898 |
|
| R2 |
76.187 |
76.187 |
75.869 |
|
| R1 |
75.998 |
75.998 |
75.839 |
76.093 |
| PP |
75.867 |
75.867 |
75.867 |
75.914 |
| S1 |
75.678 |
75.678 |
75.781 |
75.773 |
| S2 |
75.547 |
75.547 |
75.751 |
|
| S3 |
75.227 |
75.358 |
75.722 |
|
| S4 |
74.907 |
75.038 |
75.634 |
|
|
| 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% |
0.459 |
0.6% |
10% |
False |
False |
22,848 |
| 10 |
76.870 |
75.690 |
1.180 |
1.6% |
0.490 |
0.6% |
10% |
False |
False |
22,607 |
| 20 |
77.675 |
75.505 |
2.170 |
2.9% |
0.559 |
0.7% |
14% |
False |
False |
24,985 |
| 40 |
79.295 |
75.505 |
3.790 |
5.0% |
0.525 |
0.7% |
8% |
False |
False |
14,388 |
| 60 |
80.085 |
75.505 |
4.580 |
6.0% |
0.531 |
0.7% |
7% |
False |
False |
9,618 |
| 80 |
81.985 |
75.505 |
6.480 |
8.5% |
0.504 |
0.7% |
5% |
False |
False |
7,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.415 |
|
2.618 |
76.893 |
|
1.618 |
76.573 |
|
1.000 |
76.375 |
|
0.618 |
76.253 |
|
HIGH |
76.055 |
|
0.618 |
75.933 |
|
0.500 |
75.895 |
|
0.382 |
75.857 |
|
LOW |
75.735 |
|
0.618 |
75.537 |
|
1.000 |
75.415 |
|
1.618 |
75.217 |
|
2.618 |
74.897 |
|
4.250 |
74.375 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.895 |
76.045 |
| PP |
75.867 |
75.967 |
| S1 |
75.838 |
75.888 |
|