ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
75.160 |
74.880 |
-0.280 |
-0.4% |
75.165 |
| High |
75.370 |
75.220 |
-0.150 |
-0.2% |
75.455 |
| Low |
74.835 |
74.825 |
-0.010 |
0.0% |
74.825 |
| Close |
74.888 |
75.028 |
0.140 |
0.2% |
75.028 |
| Range |
0.535 |
0.395 |
-0.140 |
-26.2% |
0.630 |
| ATR |
0.509 |
0.500 |
-0.008 |
-1.6% |
0.000 |
| Volume |
24,245 |
19,083 |
-5,162 |
-21.3% |
109,731 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.209 |
76.014 |
75.245 |
|
| R3 |
75.814 |
75.619 |
75.137 |
|
| R2 |
75.419 |
75.419 |
75.100 |
|
| R1 |
75.224 |
75.224 |
75.064 |
75.322 |
| PP |
75.024 |
75.024 |
75.024 |
75.073 |
| S1 |
74.829 |
74.829 |
74.992 |
74.927 |
| S2 |
74.629 |
74.629 |
74.956 |
|
| S3 |
74.234 |
74.434 |
74.919 |
|
| S4 |
73.839 |
74.039 |
74.811 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.993 |
76.640 |
75.375 |
|
| R3 |
76.363 |
76.010 |
75.201 |
|
| R2 |
75.733 |
75.733 |
75.144 |
|
| R1 |
75.380 |
75.380 |
75.086 |
75.242 |
| PP |
75.103 |
75.103 |
75.103 |
75.033 |
| S1 |
74.750 |
74.750 |
74.970 |
74.612 |
| S2 |
74.473 |
74.473 |
74.913 |
|
| S3 |
73.843 |
74.120 |
74.855 |
|
| S4 |
73.213 |
73.490 |
74.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.455 |
74.825 |
0.630 |
0.8% |
0.410 |
0.5% |
32% |
False |
True |
21,946 |
| 10 |
76.400 |
74.825 |
1.575 |
2.1% |
0.429 |
0.6% |
13% |
False |
True |
21,232 |
| 20 |
76.870 |
74.825 |
2.045 |
2.7% |
0.478 |
0.6% |
10% |
False |
True |
22,829 |
| 40 |
78.655 |
74.825 |
3.830 |
5.1% |
0.521 |
0.7% |
5% |
False |
True |
17,632 |
| 60 |
79.295 |
74.825 |
4.470 |
6.0% |
0.518 |
0.7% |
5% |
False |
True |
11,787 |
| 80 |
81.985 |
74.825 |
7.160 |
9.5% |
0.520 |
0.7% |
3% |
False |
True |
8,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.899 |
|
2.618 |
76.254 |
|
1.618 |
75.859 |
|
1.000 |
75.615 |
|
0.618 |
75.464 |
|
HIGH |
75.220 |
|
0.618 |
75.069 |
|
0.500 |
75.023 |
|
0.382 |
74.976 |
|
LOW |
74.825 |
|
0.618 |
74.581 |
|
1.000 |
74.430 |
|
1.618 |
74.186 |
|
2.618 |
73.791 |
|
4.250 |
73.146 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.026 |
75.098 |
| PP |
75.024 |
75.074 |
| S1 |
75.023 |
75.051 |
|