ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
87.595 |
86.475 |
-1.120 |
-1.3% |
83.900 |
High |
87.625 |
86.985 |
-0.640 |
-0.7% |
86.435 |
Low |
86.250 |
85.555 |
-0.695 |
-0.8% |
83.070 |
Close |
86.540 |
85.706 |
-0.834 |
-1.0% |
86.231 |
Range |
1.375 |
1.430 |
0.055 |
4.0% |
3.365 |
ATR |
0.932 |
0.968 |
0.036 |
3.8% |
0.000 |
Volume |
45,174 |
51,809 |
6,635 |
14.7% |
171,599 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.372 |
89.469 |
86.493 |
|
R3 |
88.942 |
88.039 |
86.099 |
|
R2 |
87.512 |
87.512 |
85.968 |
|
R1 |
86.609 |
86.609 |
85.837 |
86.346 |
PP |
86.082 |
86.082 |
86.082 |
85.950 |
S1 |
85.179 |
85.179 |
85.575 |
84.916 |
S2 |
84.652 |
84.652 |
85.444 |
|
S3 |
83.222 |
83.749 |
85.313 |
|
S4 |
81.792 |
82.319 |
84.920 |
|
|
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 |
85.335 |
2.290 |
2.7% |
1.279 |
1.5% |
16% |
False |
False |
35,550 |
10 |
87.625 |
83.070 |
4.555 |
5.3% |
1.124 |
1.3% |
58% |
False |
False |
39,695 |
20 |
87.625 |
81.360 |
6.265 |
7.3% |
0.998 |
1.2% |
69% |
False |
False |
32,069 |
40 |
87.625 |
80.140 |
7.485 |
8.7% |
0.766 |
0.9% |
74% |
False |
False |
26,261 |
60 |
87.625 |
79.730 |
7.895 |
9.2% |
0.720 |
0.8% |
76% |
False |
False |
22,199 |
80 |
87.625 |
79.250 |
8.375 |
9.8% |
0.676 |
0.8% |
77% |
False |
False |
16,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.063 |
2.618 |
90.729 |
1.618 |
89.299 |
1.000 |
88.415 |
0.618 |
87.869 |
HIGH |
86.985 |
0.618 |
86.439 |
0.500 |
86.270 |
0.382 |
86.101 |
LOW |
85.555 |
0.618 |
84.671 |
1.000 |
84.125 |
1.618 |
83.241 |
2.618 |
81.811 |
4.250 |
79.478 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
86.270 |
86.590 |
PP |
86.082 |
86.295 |
S1 |
85.894 |
86.001 |
|