ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
86.410 |
86.370 |
-0.040 |
0.0% |
83.900 |
High |
87.210 |
87.525 |
0.315 |
0.4% |
86.435 |
Low |
86.200 |
86.045 |
-0.155 |
-0.2% |
83.070 |
Close |
86.377 |
87.315 |
0.938 |
1.1% |
86.231 |
Range |
1.010 |
1.480 |
0.470 |
46.5% |
3.365 |
ATR |
0.853 |
0.898 |
0.045 |
5.2% |
0.000 |
Volume |
32,266 |
27,760 |
-4,506 |
-14.0% |
171,599 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.402 |
90.838 |
88.129 |
|
R3 |
89.922 |
89.358 |
87.722 |
|
R2 |
88.442 |
88.442 |
87.586 |
|
R1 |
87.878 |
87.878 |
87.451 |
88.160 |
PP |
86.962 |
86.962 |
86.962 |
87.103 |
S1 |
86.398 |
86.398 |
87.179 |
86.680 |
S2 |
85.482 |
85.482 |
87.044 |
|
S3 |
84.002 |
84.918 |
86.908 |
|
S4 |
82.522 |
83.438 |
86.501 |
|
|
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 |
87.525 |
84.330 |
3.195 |
3.7% |
1.054 |
1.2% |
93% |
True |
False |
25,163 |
10 |
87.525 |
83.070 |
4.455 |
5.1% |
1.080 |
1.2% |
95% |
True |
False |
37,015 |
20 |
87.525 |
81.065 |
6.460 |
7.4% |
0.916 |
1.0% |
97% |
True |
False |
28,795 |
40 |
87.525 |
80.140 |
7.385 |
8.5% |
0.737 |
0.8% |
97% |
True |
False |
24,821 |
60 |
87.525 |
79.730 |
7.795 |
8.9% |
0.697 |
0.8% |
97% |
True |
False |
20,587 |
80 |
87.525 |
78.735 |
8.790 |
10.1% |
0.650 |
0.7% |
98% |
True |
False |
15,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.815 |
2.618 |
91.400 |
1.618 |
89.920 |
1.000 |
89.005 |
0.618 |
88.440 |
HIGH |
87.525 |
0.618 |
86.960 |
0.500 |
86.785 |
0.382 |
86.610 |
LOW |
86.045 |
0.618 |
85.130 |
1.000 |
84.565 |
1.618 |
83.650 |
2.618 |
82.170 |
4.250 |
79.755 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
87.138 |
87.020 |
PP |
86.962 |
86.725 |
S1 |
86.785 |
86.430 |
|