ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
84.585 |
84.855 |
0.270 |
0.3% |
82.020 |
High |
84.905 |
85.100 |
0.195 |
0.2% |
85.460 |
Low |
84.330 |
84.330 |
0.000 |
0.0% |
81.870 |
Close |
84.613 |
84.967 |
0.354 |
0.4% |
84.659 |
Range |
0.575 |
0.770 |
0.195 |
33.9% |
3.590 |
ATR |
0.818 |
0.815 |
-0.003 |
-0.4% |
0.000 |
Volume |
37,048 |
24,664 |
-12,384 |
-33.4% |
168,154 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.109 |
86.808 |
85.391 |
|
R3 |
86.339 |
86.038 |
85.179 |
|
R2 |
85.569 |
85.569 |
85.108 |
|
R1 |
85.268 |
85.268 |
85.038 |
85.419 |
PP |
84.799 |
84.799 |
84.799 |
84.874 |
S1 |
84.498 |
84.498 |
84.896 |
84.649 |
S2 |
84.029 |
84.029 |
84.826 |
|
S3 |
83.259 |
83.728 |
84.755 |
|
S4 |
82.489 |
82.958 |
84.544 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.766 |
93.303 |
86.634 |
|
R3 |
91.176 |
89.713 |
85.646 |
|
R2 |
87.586 |
87.586 |
85.317 |
|
R1 |
86.123 |
86.123 |
84.988 |
86.855 |
PP |
83.996 |
83.996 |
83.996 |
84.362 |
S1 |
82.533 |
82.533 |
84.330 |
83.265 |
S2 |
80.406 |
80.406 |
84.001 |
|
S3 |
76.816 |
78.943 |
83.672 |
|
S4 |
73.226 |
75.353 |
82.685 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.460 |
83.070 |
2.390 |
2.8% |
1.067 |
1.3% |
79% |
False |
False |
47,648 |
10 |
85.460 |
81.745 |
3.715 |
4.4% |
0.933 |
1.1% |
87% |
False |
False |
35,025 |
20 |
85.460 |
80.250 |
5.210 |
6.1% |
0.783 |
0.9% |
91% |
False |
False |
28,391 |
40 |
85.460 |
79.730 |
5.730 |
6.7% |
0.683 |
0.8% |
91% |
False |
False |
24,686 |
60 |
85.460 |
79.730 |
5.730 |
6.7% |
0.668 |
0.8% |
91% |
False |
False |
18,919 |
80 |
85.460 |
78.315 |
7.145 |
8.4% |
0.610 |
0.7% |
93% |
False |
False |
14,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.373 |
2.618 |
87.116 |
1.618 |
86.346 |
1.000 |
85.870 |
0.618 |
85.576 |
HIGH |
85.100 |
0.618 |
84.806 |
0.500 |
84.715 |
0.382 |
84.624 |
LOW |
84.330 |
0.618 |
83.854 |
1.000 |
83.560 |
1.618 |
83.084 |
2.618 |
82.314 |
4.250 |
81.058 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
84.883 |
84.673 |
PP |
84.799 |
84.379 |
S1 |
84.715 |
84.085 |
|