ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
84.855 |
84.885 |
0.030 |
0.0% |
82.020 |
High |
85.100 |
85.570 |
0.470 |
0.6% |
85.460 |
Low |
84.330 |
84.660 |
0.330 |
0.4% |
81.870 |
Close |
84.967 |
85.342 |
0.375 |
0.4% |
84.659 |
Range |
0.770 |
0.910 |
0.140 |
18.2% |
3.590 |
ATR |
0.815 |
0.821 |
0.007 |
0.8% |
0.000 |
Volume |
24,664 |
20,387 |
-4,277 |
-17.3% |
168,154 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.921 |
87.541 |
85.843 |
|
R3 |
87.011 |
86.631 |
85.592 |
|
R2 |
86.101 |
86.101 |
85.509 |
|
R1 |
85.721 |
85.721 |
85.425 |
85.911 |
PP |
85.191 |
85.191 |
85.191 |
85.286 |
S1 |
84.811 |
84.811 |
85.259 |
85.001 |
S2 |
84.281 |
84.281 |
85.175 |
|
S3 |
83.371 |
83.901 |
85.092 |
|
S4 |
82.461 |
82.991 |
84.842 |
|
|
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 |
85.570 |
83.070 |
2.500 |
2.9% |
0.969 |
1.1% |
91% |
True |
False |
43,840 |
10 |
85.570 |
81.745 |
3.825 |
4.5% |
0.974 |
1.1% |
94% |
True |
False |
34,029 |
20 |
85.570 |
80.580 |
4.990 |
5.8% |
0.799 |
0.9% |
95% |
True |
False |
27,970 |
40 |
85.570 |
79.945 |
5.625 |
6.6% |
0.697 |
0.8% |
96% |
True |
False |
24,634 |
60 |
85.570 |
79.730 |
5.840 |
6.8% |
0.666 |
0.8% |
96% |
True |
False |
19,256 |
80 |
85.570 |
78.605 |
6.965 |
8.2% |
0.615 |
0.7% |
97% |
True |
False |
14,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.438 |
2.618 |
87.952 |
1.618 |
87.042 |
1.000 |
86.480 |
0.618 |
86.132 |
HIGH |
85.570 |
0.618 |
85.222 |
0.500 |
85.115 |
0.382 |
85.008 |
LOW |
84.660 |
0.618 |
84.098 |
1.000 |
83.750 |
1.618 |
83.188 |
2.618 |
82.278 |
4.250 |
80.793 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
85.266 |
85.211 |
PP |
85.191 |
85.081 |
S1 |
85.115 |
84.950 |
|