ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
75.780 |
75.795 |
0.015 |
0.0% |
76.230 |
| High |
76.055 |
75.835 |
-0.220 |
-0.3% |
76.400 |
| Low |
75.735 |
75.060 |
-0.675 |
-0.9% |
75.060 |
| Close |
75.810 |
75.070 |
-0.740 |
-1.0% |
75.070 |
| Range |
0.320 |
0.775 |
0.455 |
142.2% |
1.340 |
| ATR |
0.518 |
0.536 |
0.018 |
3.5% |
0.000 |
| Volume |
22,288 |
20,979 |
-1,309 |
-5.9% |
102,598 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.647 |
77.133 |
75.496 |
|
| R3 |
76.872 |
76.358 |
75.283 |
|
| R2 |
76.097 |
76.097 |
75.212 |
|
| R1 |
75.583 |
75.583 |
75.141 |
75.453 |
| PP |
75.322 |
75.322 |
75.322 |
75.256 |
| S1 |
74.808 |
74.808 |
74.999 |
74.678 |
| S2 |
74.547 |
74.547 |
74.928 |
|
| S3 |
73.772 |
74.033 |
74.857 |
|
| S4 |
72.997 |
73.258 |
74.644 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.530 |
78.640 |
75.807 |
|
| R3 |
78.190 |
77.300 |
75.439 |
|
| R2 |
76.850 |
76.850 |
75.316 |
|
| R1 |
75.960 |
75.960 |
75.193 |
75.735 |
| PP |
75.510 |
75.510 |
75.510 |
75.398 |
| S1 |
74.620 |
74.620 |
74.947 |
74.395 |
| S2 |
74.170 |
74.170 |
74.824 |
|
| S3 |
72.830 |
73.280 |
74.702 |
|
| S4 |
71.490 |
71.940 |
74.333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.400 |
75.060 |
1.340 |
1.8% |
0.447 |
0.6% |
1% |
False |
True |
20,519 |
| 10 |
76.870 |
75.060 |
1.810 |
2.4% |
0.496 |
0.7% |
1% |
False |
True |
21,875 |
| 20 |
77.390 |
75.060 |
2.330 |
3.1% |
0.560 |
0.7% |
0% |
False |
True |
24,582 |
| 40 |
79.295 |
75.060 |
4.235 |
5.6% |
0.534 |
0.7% |
0% |
False |
True |
14,909 |
| 60 |
80.085 |
75.060 |
5.025 |
6.7% |
0.536 |
0.7% |
0% |
False |
True |
9,966 |
| 80 |
81.985 |
75.060 |
6.925 |
9.2% |
0.514 |
0.7% |
0% |
False |
True |
7,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.129 |
|
2.618 |
77.864 |
|
1.618 |
77.089 |
|
1.000 |
76.610 |
|
0.618 |
76.314 |
|
HIGH |
75.835 |
|
0.618 |
75.539 |
|
0.500 |
75.448 |
|
0.382 |
75.356 |
|
LOW |
75.060 |
|
0.618 |
74.581 |
|
1.000 |
74.285 |
|
1.618 |
73.806 |
|
2.618 |
73.031 |
|
4.250 |
71.766 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.448 |
75.593 |
| PP |
75.322 |
75.418 |
| S1 |
75.196 |
75.244 |
|