ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
83.615 |
84.265 |
0.650 |
0.8% |
81.580 |
High |
84.435 |
85.460 |
1.025 |
1.2% |
82.870 |
Low |
83.470 |
84.060 |
0.590 |
0.7% |
81.360 |
Close |
84.200 |
85.047 |
0.847 |
1.0% |
81.991 |
Range |
0.965 |
1.400 |
0.435 |
45.1% |
1.510 |
ATR |
0.703 |
0.753 |
0.050 |
7.1% |
0.000 |
Volume |
30,757 |
39,431 |
8,674 |
28.2% |
123,437 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.056 |
88.451 |
85.817 |
|
R3 |
87.656 |
87.051 |
85.432 |
|
R2 |
86.256 |
86.256 |
85.304 |
|
R1 |
85.651 |
85.651 |
85.175 |
85.954 |
PP |
84.856 |
84.856 |
84.856 |
85.007 |
S1 |
84.251 |
84.251 |
84.919 |
84.554 |
S2 |
83.456 |
83.456 |
84.790 |
|
S3 |
82.056 |
82.851 |
84.662 |
|
S4 |
80.656 |
81.451 |
84.277 |
|
|
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 |
85.460 |
81.745 |
3.715 |
4.4% |
0.978 |
1.1% |
89% |
True |
False |
24,218 |
10 |
85.460 |
81.360 |
4.100 |
4.8% |
0.873 |
1.0% |
90% |
True |
False |
24,443 |
20 |
85.460 |
80.140 |
5.320 |
6.3% |
0.703 |
0.8% |
92% |
True |
False |
22,761 |
40 |
85.460 |
79.730 |
5.730 |
6.7% |
0.642 |
0.8% |
93% |
True |
False |
22,642 |
60 |
85.460 |
79.730 |
5.730 |
6.7% |
0.638 |
0.8% |
93% |
True |
False |
15,613 |
80 |
85.460 |
77.170 |
8.290 |
9.7% |
0.573 |
0.7% |
95% |
True |
False |
11,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.410 |
2.618 |
89.125 |
1.618 |
87.725 |
1.000 |
86.860 |
0.618 |
86.325 |
HIGH |
85.460 |
0.618 |
84.925 |
0.500 |
84.760 |
0.382 |
84.595 |
LOW |
84.060 |
0.618 |
83.195 |
1.000 |
82.660 |
1.618 |
81.795 |
2.618 |
80.395 |
4.250 |
78.110 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
84.951 |
84.676 |
PP |
84.856 |
84.304 |
S1 |
84.760 |
83.933 |
|