ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
74.880 |
75.085 |
0.205 |
0.3% |
75.165 |
High |
75.220 |
76.055 |
0.835 |
1.1% |
75.455 |
Low |
74.825 |
75.055 |
0.230 |
0.3% |
74.825 |
Close |
75.028 |
75.730 |
0.702 |
0.9% |
75.028 |
Range |
0.395 |
1.000 |
0.605 |
153.2% |
0.630 |
ATR |
0.500 |
0.538 |
0.038 |
7.5% |
0.000 |
Volume |
19,083 |
39,092 |
20,009 |
104.9% |
109,731 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.613 |
78.172 |
76.280 |
|
R3 |
77.613 |
77.172 |
76.005 |
|
R2 |
76.613 |
76.613 |
75.913 |
|
R1 |
76.172 |
76.172 |
75.822 |
76.393 |
PP |
75.613 |
75.613 |
75.613 |
75.724 |
S1 |
75.172 |
75.172 |
75.638 |
75.393 |
S2 |
74.613 |
74.613 |
75.547 |
|
S3 |
73.613 |
74.172 |
75.455 |
|
S4 |
72.613 |
73.172 |
75.180 |
|
|
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 |
76.055 |
74.825 |
1.230 |
1.6% |
0.569 |
0.8% |
74% |
True |
False |
26,368 |
10 |
76.400 |
74.825 |
1.575 |
2.1% |
0.499 |
0.7% |
57% |
False |
False |
23,781 |
20 |
76.870 |
74.825 |
2.045 |
2.7% |
0.508 |
0.7% |
44% |
False |
False |
23,741 |
40 |
78.655 |
74.825 |
3.830 |
5.1% |
0.540 |
0.7% |
24% |
False |
False |
18,605 |
60 |
79.295 |
74.825 |
4.470 |
5.9% |
0.525 |
0.7% |
20% |
False |
False |
12,438 |
80 |
81.985 |
74.825 |
7.160 |
9.5% |
0.528 |
0.7% |
13% |
False |
False |
9,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.305 |
2.618 |
78.673 |
1.618 |
77.673 |
1.000 |
77.055 |
0.618 |
76.673 |
HIGH |
76.055 |
0.618 |
75.673 |
0.500 |
75.555 |
0.382 |
75.437 |
LOW |
75.055 |
0.618 |
74.437 |
1.000 |
74.055 |
1.618 |
73.437 |
2.618 |
72.437 |
4.250 |
70.805 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
75.672 |
75.633 |
PP |
75.613 |
75.537 |
S1 |
75.555 |
75.440 |
|