ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
82.490 |
83.615 |
1.125 |
1.4% |
81.580 |
High |
83.625 |
84.435 |
0.810 |
1.0% |
82.870 |
Low |
82.405 |
83.470 |
1.065 |
1.3% |
81.360 |
Close |
83.421 |
84.200 |
0.779 |
0.9% |
81.991 |
Range |
1.220 |
0.965 |
-0.255 |
-20.9% |
1.510 |
ATR |
0.679 |
0.703 |
0.024 |
3.5% |
0.000 |
Volume |
13,003 |
30,757 |
17,754 |
136.5% |
123,437 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.930 |
86.530 |
84.731 |
|
R3 |
85.965 |
85.565 |
84.465 |
|
R2 |
85.000 |
85.000 |
84.377 |
|
R1 |
84.600 |
84.600 |
84.288 |
84.800 |
PP |
84.035 |
84.035 |
84.035 |
84.135 |
S1 |
83.635 |
83.635 |
84.112 |
83.835 |
S2 |
83.070 |
83.070 |
84.023 |
|
S3 |
82.105 |
82.670 |
83.935 |
|
S4 |
81.140 |
81.705 |
83.669 |
|
|
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 |
84.435 |
81.745 |
2.690 |
3.2% |
0.799 |
0.9% |
91% |
True |
False |
22,402 |
10 |
84.435 |
81.140 |
3.295 |
3.9% |
0.811 |
1.0% |
93% |
True |
False |
21,993 |
20 |
84.435 |
80.140 |
4.295 |
5.1% |
0.655 |
0.8% |
95% |
True |
False |
21,681 |
40 |
84.435 |
79.730 |
4.705 |
5.6% |
0.621 |
0.7% |
95% |
True |
False |
21,839 |
60 |
84.435 |
79.730 |
4.705 |
5.6% |
0.621 |
0.7% |
95% |
True |
False |
14,982 |
80 |
84.435 |
77.170 |
7.265 |
8.6% |
0.560 |
0.7% |
97% |
True |
False |
11,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.536 |
2.618 |
86.961 |
1.618 |
85.996 |
1.000 |
85.400 |
0.618 |
85.031 |
HIGH |
84.435 |
0.618 |
84.066 |
0.500 |
83.953 |
0.382 |
83.839 |
LOW |
83.470 |
0.618 |
82.874 |
1.000 |
82.505 |
1.618 |
81.909 |
2.618 |
80.944 |
4.250 |
79.369 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
84.118 |
83.851 |
PP |
84.035 |
83.502 |
S1 |
83.953 |
83.153 |
|