ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
82.020 |
82.490 |
0.470 |
0.6% |
81.580 |
High |
82.690 |
83.625 |
0.935 |
1.1% |
82.870 |
Low |
81.870 |
82.405 |
0.535 |
0.7% |
81.360 |
Close |
82.399 |
83.421 |
1.022 |
1.2% |
81.991 |
Range |
0.820 |
1.220 |
0.400 |
48.8% |
1.510 |
ATR |
0.637 |
0.679 |
0.042 |
6.6% |
0.000 |
Volume |
16,620 |
13,003 |
-3,617 |
-21.8% |
123,437 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.810 |
86.336 |
84.092 |
|
R3 |
85.590 |
85.116 |
83.757 |
|
R2 |
84.370 |
84.370 |
83.645 |
|
R1 |
83.896 |
83.896 |
83.533 |
84.133 |
PP |
83.150 |
83.150 |
83.150 |
83.269 |
S1 |
82.676 |
82.676 |
83.309 |
82.913 |
S2 |
81.930 |
81.930 |
83.197 |
|
S3 |
80.710 |
81.456 |
83.086 |
|
S4 |
79.490 |
80.236 |
82.750 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.604 |
85.807 |
82.822 |
|
R3 |
85.094 |
84.297 |
82.406 |
|
R2 |
83.584 |
83.584 |
82.268 |
|
R1 |
82.787 |
82.787 |
82.129 |
83.186 |
PP |
82.074 |
82.074 |
82.074 |
82.273 |
S1 |
81.277 |
81.277 |
81.853 |
81.676 |
S2 |
80.564 |
80.564 |
81.714 |
|
S3 |
79.054 |
79.767 |
81.576 |
|
S4 |
77.544 |
78.257 |
81.161 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.625 |
81.745 |
1.880 |
2.3% |
0.748 |
0.9% |
89% |
True |
False |
23,070 |
10 |
83.625 |
81.065 |
2.560 |
3.1% |
0.752 |
0.9% |
92% |
True |
False |
20,574 |
20 |
83.625 |
80.140 |
3.485 |
4.2% |
0.626 |
0.7% |
94% |
True |
False |
21,081 |
40 |
83.625 |
79.730 |
3.895 |
4.7% |
0.607 |
0.7% |
95% |
True |
False |
21,420 |
60 |
83.625 |
79.730 |
3.895 |
4.7% |
0.619 |
0.7% |
95% |
True |
False |
14,481 |
80 |
83.625 |
77.170 |
6.455 |
7.7% |
0.553 |
0.7% |
97% |
True |
False |
10,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.810 |
2.618 |
86.819 |
1.618 |
85.599 |
1.000 |
84.845 |
0.618 |
84.379 |
HIGH |
83.625 |
0.618 |
83.159 |
0.500 |
83.015 |
0.382 |
82.871 |
LOW |
82.405 |
0.618 |
81.651 |
1.000 |
81.185 |
1.618 |
80.431 |
2.618 |
79.211 |
4.250 |
77.220 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
83.286 |
83.176 |
PP |
83.150 |
82.930 |
S1 |
83.015 |
82.685 |
|