ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
86.475 |
85.860 |
-0.615 |
-0.7% |
86.410 |
High |
86.985 |
86.200 |
-0.785 |
-0.9% |
87.625 |
Low |
85.555 |
85.325 |
-0.230 |
-0.3% |
85.325 |
Close |
85.706 |
85.537 |
-0.169 |
-0.2% |
85.537 |
Range |
1.430 |
0.875 |
-0.555 |
-38.8% |
2.300 |
ATR |
0.968 |
0.961 |
-0.007 |
-0.7% |
0.000 |
Volume |
51,809 |
49,397 |
-2,412 |
-4.7% |
206,406 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.312 |
87.800 |
86.018 |
|
R3 |
87.437 |
86.925 |
85.778 |
|
R2 |
86.562 |
86.562 |
85.697 |
|
R1 |
86.050 |
86.050 |
85.617 |
85.869 |
PP |
85.687 |
85.687 |
85.687 |
85.597 |
S1 |
85.175 |
85.175 |
85.457 |
84.994 |
S2 |
84.812 |
84.812 |
85.377 |
|
S3 |
83.937 |
84.300 |
85.296 |
|
S4 |
83.062 |
83.425 |
85.056 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.062 |
91.600 |
86.802 |
|
R3 |
90.762 |
89.300 |
86.170 |
|
R2 |
88.462 |
88.462 |
85.959 |
|
R1 |
87.000 |
87.000 |
85.748 |
86.581 |
PP |
86.162 |
86.162 |
86.162 |
85.953 |
S1 |
84.700 |
84.700 |
85.326 |
84.281 |
S2 |
83.862 |
83.862 |
85.115 |
|
S3 |
81.562 |
82.400 |
84.905 |
|
S4 |
79.262 |
80.100 |
84.272 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.625 |
85.325 |
2.300 |
2.7% |
1.234 |
1.4% |
9% |
False |
True |
41,281 |
10 |
87.625 |
83.070 |
4.555 |
5.3% |
1.100 |
1.3% |
54% |
False |
False |
37,800 |
20 |
87.625 |
81.360 |
6.265 |
7.3% |
1.005 |
1.2% |
67% |
False |
False |
33,479 |
40 |
87.625 |
80.140 |
7.485 |
8.8% |
0.772 |
0.9% |
72% |
False |
False |
26,749 |
60 |
87.625 |
79.730 |
7.895 |
9.2% |
0.727 |
0.8% |
74% |
False |
False |
23,012 |
80 |
87.625 |
79.250 |
8.375 |
9.8% |
0.685 |
0.8% |
75% |
False |
False |
17,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.919 |
2.618 |
88.491 |
1.618 |
87.616 |
1.000 |
87.075 |
0.618 |
86.741 |
HIGH |
86.200 |
0.618 |
85.866 |
0.500 |
85.763 |
0.382 |
85.659 |
LOW |
85.325 |
0.618 |
84.784 |
1.000 |
84.450 |
1.618 |
83.909 |
2.618 |
83.034 |
4.250 |
81.606 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
85.763 |
86.475 |
PP |
85.687 |
86.162 |
S1 |
85.612 |
85.850 |
|