ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
86.370 |
87.595 |
1.225 |
1.4% |
83.900 |
High |
87.525 |
87.625 |
0.100 |
0.1% |
86.435 |
Low |
86.045 |
86.250 |
0.205 |
0.2% |
83.070 |
Close |
87.315 |
86.540 |
-0.775 |
-0.9% |
86.231 |
Range |
1.480 |
1.375 |
-0.105 |
-7.1% |
3.365 |
ATR |
0.898 |
0.932 |
0.034 |
3.8% |
0.000 |
Volume |
27,760 |
45,174 |
17,414 |
62.7% |
171,599 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.930 |
90.110 |
87.296 |
|
R3 |
89.555 |
88.735 |
86.918 |
|
R2 |
88.180 |
88.180 |
86.792 |
|
R1 |
87.360 |
87.360 |
86.666 |
87.083 |
PP |
86.805 |
86.805 |
86.805 |
86.666 |
S1 |
85.985 |
85.985 |
86.414 |
85.708 |
S2 |
85.430 |
85.430 |
86.288 |
|
S3 |
84.055 |
84.610 |
86.162 |
|
S4 |
82.680 |
83.235 |
85.784 |
|
|
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 |
87.625 |
84.660 |
2.965 |
3.4% |
1.175 |
1.4% |
63% |
True |
False |
29,265 |
10 |
87.625 |
83.070 |
4.555 |
5.3% |
1.121 |
1.3% |
76% |
True |
False |
38,457 |
20 |
87.625 |
81.140 |
6.485 |
7.5% |
0.966 |
1.1% |
83% |
True |
False |
30,225 |
40 |
87.625 |
80.140 |
7.485 |
8.6% |
0.760 |
0.9% |
86% |
True |
False |
25,462 |
60 |
87.625 |
79.730 |
7.895 |
9.1% |
0.705 |
0.8% |
86% |
True |
False |
21,339 |
80 |
87.625 |
78.910 |
8.715 |
10.1% |
0.663 |
0.8% |
88% |
True |
False |
16,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.469 |
2.618 |
91.225 |
1.618 |
89.850 |
1.000 |
89.000 |
0.618 |
88.475 |
HIGH |
87.625 |
0.618 |
87.100 |
0.500 |
86.938 |
0.382 |
86.775 |
LOW |
86.250 |
0.618 |
85.400 |
1.000 |
84.875 |
1.618 |
84.025 |
2.618 |
82.650 |
4.250 |
80.406 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
86.938 |
86.835 |
PP |
86.805 |
86.737 |
S1 |
86.673 |
86.638 |
|