ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
85.860 |
85.680 |
-0.180 |
-0.2% |
86.410 |
High |
86.200 |
86.630 |
0.430 |
0.5% |
87.625 |
Low |
85.325 |
85.655 |
0.330 |
0.4% |
85.325 |
Close |
85.537 |
86.337 |
0.800 |
0.9% |
85.537 |
Range |
0.875 |
0.975 |
0.100 |
11.4% |
2.300 |
ATR |
0.961 |
0.971 |
0.009 |
1.0% |
0.000 |
Volume |
49,397 |
35,808 |
-13,589 |
-27.5% |
206,406 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.132 |
88.710 |
86.873 |
|
R3 |
88.157 |
87.735 |
86.605 |
|
R2 |
87.182 |
87.182 |
86.516 |
|
R1 |
86.760 |
86.760 |
86.426 |
86.971 |
PP |
86.207 |
86.207 |
86.207 |
86.313 |
S1 |
85.785 |
85.785 |
86.248 |
85.996 |
S2 |
85.232 |
85.232 |
86.158 |
|
S3 |
84.257 |
84.810 |
86.069 |
|
S4 |
83.282 |
83.835 |
85.801 |
|
|
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% |
1.227 |
1.4% |
44% |
False |
False |
41,989 |
10 |
87.625 |
84.330 |
3.295 |
3.8% |
1.050 |
1.2% |
61% |
False |
False |
34,505 |
20 |
87.625 |
81.360 |
6.265 |
7.3% |
1.029 |
1.2% |
79% |
False |
False |
34,038 |
40 |
87.625 |
80.140 |
7.485 |
8.7% |
0.785 |
0.9% |
83% |
False |
False |
27,034 |
60 |
87.625 |
79.730 |
7.895 |
9.1% |
0.733 |
0.8% |
84% |
False |
False |
23,607 |
80 |
87.625 |
79.250 |
8.375 |
9.7% |
0.692 |
0.8% |
85% |
False |
False |
17,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.774 |
2.618 |
89.183 |
1.618 |
88.208 |
1.000 |
87.605 |
0.618 |
87.233 |
HIGH |
86.630 |
0.618 |
86.258 |
0.500 |
86.143 |
0.382 |
86.027 |
LOW |
85.655 |
0.618 |
85.052 |
1.000 |
84.680 |
1.618 |
84.077 |
2.618 |
83.102 |
4.250 |
81.511 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
86.272 |
86.276 |
PP |
86.207 |
86.216 |
S1 |
86.143 |
86.155 |
|