ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
85.565 |
86.410 |
0.845 |
1.0% |
83.900 |
High |
86.435 |
87.210 |
0.775 |
0.9% |
86.435 |
Low |
85.335 |
86.200 |
0.865 |
1.0% |
83.070 |
Close |
86.231 |
86.377 |
0.146 |
0.2% |
86.231 |
Range |
1.100 |
1.010 |
-0.090 |
-8.2% |
3.365 |
ATR |
0.841 |
0.853 |
0.012 |
1.4% |
0.000 |
Volume |
20,742 |
32,266 |
11,524 |
55.6% |
171,599 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.626 |
89.011 |
86.933 |
|
R3 |
88.616 |
88.001 |
86.655 |
|
R2 |
87.606 |
87.606 |
86.562 |
|
R1 |
86.991 |
86.991 |
86.470 |
86.794 |
PP |
86.596 |
86.596 |
86.596 |
86.497 |
S1 |
85.981 |
85.981 |
86.284 |
85.784 |
S2 |
85.586 |
85.586 |
86.192 |
|
S3 |
84.576 |
84.971 |
86.099 |
|
S4 |
83.566 |
83.961 |
85.822 |
|
|
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 |
87.210 |
84.330 |
2.880 |
3.3% |
0.873 |
1.0% |
71% |
True |
False |
27,021 |
10 |
87.210 |
82.405 |
4.805 |
5.6% |
1.054 |
1.2% |
83% |
True |
False |
35,539 |
20 |
87.210 |
80.860 |
6.350 |
7.4% |
0.861 |
1.0% |
87% |
True |
False |
28,345 |
40 |
87.210 |
80.140 |
7.070 |
8.2% |
0.714 |
0.8% |
88% |
True |
False |
24,804 |
60 |
87.210 |
79.730 |
7.480 |
8.7% |
0.677 |
0.8% |
89% |
True |
False |
20,129 |
80 |
87.210 |
78.690 |
8.520 |
9.9% |
0.633 |
0.7% |
90% |
True |
False |
15,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.503 |
2.618 |
89.854 |
1.618 |
88.844 |
1.000 |
88.220 |
0.618 |
87.834 |
HIGH |
87.210 |
0.618 |
86.824 |
0.500 |
86.705 |
0.382 |
86.586 |
LOW |
86.200 |
0.618 |
85.576 |
1.000 |
85.190 |
1.618 |
84.566 |
2.618 |
83.556 |
4.250 |
81.908 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
86.705 |
86.230 |
PP |
86.596 |
86.082 |
S1 |
86.486 |
85.935 |
|