ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
73.730 |
73.500 |
-0.230 |
-0.3% |
75.085 |
| High |
74.205 |
73.500 |
-0.705 |
-1.0% |
76.055 |
| Low |
73.435 |
73.050 |
-0.385 |
-0.5% |
73.935 |
| Close |
73.691 |
73.311 |
-0.380 |
-0.5% |
74.180 |
| Range |
0.770 |
0.450 |
-0.320 |
-41.6% |
2.120 |
| ATR |
0.577 |
0.582 |
0.005 |
0.8% |
0.000 |
| Volume |
31,592 |
26,202 |
-5,390 |
-17.1% |
113,216 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.637 |
74.424 |
73.559 |
|
| R3 |
74.187 |
73.974 |
73.435 |
|
| R2 |
73.737 |
73.737 |
73.394 |
|
| R1 |
73.524 |
73.524 |
73.352 |
73.406 |
| PP |
73.287 |
73.287 |
73.287 |
73.228 |
| S1 |
73.074 |
73.074 |
73.270 |
72.956 |
| S2 |
72.837 |
72.837 |
73.229 |
|
| S3 |
72.387 |
72.624 |
73.187 |
|
| S4 |
71.937 |
72.174 |
73.064 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.083 |
79.752 |
75.346 |
|
| R3 |
78.963 |
77.632 |
74.763 |
|
| R2 |
76.843 |
76.843 |
74.569 |
|
| R1 |
75.512 |
75.512 |
74.374 |
75.118 |
| PP |
74.723 |
74.723 |
74.723 |
74.526 |
| S1 |
73.392 |
73.392 |
73.986 |
72.998 |
| S2 |
72.603 |
72.603 |
73.791 |
|
| S3 |
70.483 |
71.272 |
73.597 |
|
| S4 |
68.363 |
69.152 |
73.014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.535 |
73.050 |
1.485 |
2.0% |
0.573 |
0.8% |
18% |
False |
True |
22,872 |
| 10 |
76.055 |
73.050 |
3.005 |
4.1% |
0.619 |
0.8% |
9% |
False |
True |
24,707 |
| 20 |
76.870 |
73.050 |
3.820 |
5.2% |
0.546 |
0.7% |
7% |
False |
True |
23,590 |
| 40 |
77.675 |
73.050 |
4.625 |
6.3% |
0.555 |
0.8% |
6% |
False |
True |
22,646 |
| 60 |
79.295 |
73.050 |
6.245 |
8.5% |
0.538 |
0.7% |
4% |
False |
True |
15,177 |
| 80 |
81.985 |
73.050 |
8.935 |
12.2% |
0.546 |
0.7% |
3% |
False |
True |
11,423 |
| 100 |
81.985 |
73.050 |
8.935 |
12.2% |
0.494 |
0.7% |
3% |
False |
True |
9,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.413 |
|
2.618 |
74.678 |
|
1.618 |
74.228 |
|
1.000 |
73.950 |
|
0.618 |
73.778 |
|
HIGH |
73.500 |
|
0.618 |
73.328 |
|
0.500 |
73.275 |
|
0.382 |
73.222 |
|
LOW |
73.050 |
|
0.618 |
72.772 |
|
1.000 |
72.600 |
|
1.618 |
72.322 |
|
2.618 |
71.872 |
|
4.250 |
71.138 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
73.299 |
73.785 |
| PP |
73.287 |
73.627 |
| S1 |
73.275 |
73.469 |
|