ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
84.885 |
85.565 |
0.680 |
0.8% |
83.900 |
High |
85.570 |
86.435 |
0.865 |
1.0% |
86.435 |
Low |
84.660 |
85.335 |
0.675 |
0.8% |
83.070 |
Close |
85.342 |
86.231 |
0.889 |
1.0% |
86.231 |
Range |
0.910 |
1.100 |
0.190 |
20.9% |
3.365 |
ATR |
0.821 |
0.841 |
0.020 |
2.4% |
0.000 |
Volume |
20,387 |
20,742 |
355 |
1.7% |
171,599 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.300 |
88.866 |
86.836 |
|
R3 |
88.200 |
87.766 |
86.534 |
|
R2 |
87.100 |
87.100 |
86.433 |
|
R1 |
86.666 |
86.666 |
86.332 |
86.883 |
PP |
86.000 |
86.000 |
86.000 |
86.109 |
S1 |
85.566 |
85.566 |
86.130 |
85.783 |
S2 |
84.900 |
84.900 |
86.029 |
|
S3 |
83.800 |
84.466 |
85.929 |
|
S4 |
82.700 |
83.366 |
85.626 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.340 |
94.151 |
88.082 |
|
R3 |
91.975 |
90.786 |
87.156 |
|
R2 |
88.610 |
88.610 |
86.848 |
|
R1 |
87.421 |
87.421 |
86.539 |
88.016 |
PP |
85.245 |
85.245 |
85.245 |
85.543 |
S1 |
84.056 |
84.056 |
85.923 |
84.651 |
S2 |
81.880 |
81.880 |
85.614 |
|
S3 |
78.515 |
80.691 |
85.306 |
|
S4 |
75.150 |
77.326 |
84.380 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.435 |
83.070 |
3.365 |
3.9% |
0.965 |
1.1% |
94% |
True |
False |
34,319 |
10 |
86.435 |
81.870 |
4.565 |
5.3% |
1.035 |
1.2% |
96% |
True |
False |
33,975 |
20 |
86.435 |
80.860 |
5.575 |
6.5% |
0.832 |
1.0% |
96% |
True |
False |
28,002 |
40 |
86.435 |
80.140 |
6.295 |
7.3% |
0.706 |
0.8% |
97% |
True |
False |
24,606 |
60 |
86.435 |
79.730 |
6.705 |
7.8% |
0.672 |
0.8% |
97% |
True |
False |
19,594 |
80 |
86.435 |
78.605 |
7.830 |
9.1% |
0.624 |
0.7% |
97% |
True |
False |
14,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.110 |
2.618 |
89.315 |
1.618 |
88.215 |
1.000 |
87.535 |
0.618 |
87.115 |
HIGH |
86.435 |
0.618 |
86.015 |
0.500 |
85.885 |
0.382 |
85.755 |
LOW |
85.335 |
0.618 |
84.655 |
1.000 |
84.235 |
1.618 |
83.555 |
2.618 |
82.455 |
4.250 |
80.660 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
86.116 |
85.948 |
PP |
86.000 |
85.665 |
S1 |
85.885 |
85.383 |
|