ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
85.680 |
86.600 |
0.920 |
1.1% |
86.410 |
High |
86.630 |
87.550 |
0.920 |
1.1% |
87.625 |
Low |
85.655 |
86.425 |
0.770 |
0.9% |
85.325 |
Close |
86.337 |
86.888 |
0.551 |
0.6% |
85.537 |
Range |
0.975 |
1.125 |
0.150 |
15.4% |
2.300 |
ATR |
0.971 |
0.988 |
0.017 |
1.8% |
0.000 |
Volume |
35,808 |
18,921 |
-16,887 |
-47.2% |
206,406 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.329 |
89.734 |
87.507 |
|
R3 |
89.204 |
88.609 |
87.197 |
|
R2 |
88.079 |
88.079 |
87.094 |
|
R1 |
87.484 |
87.484 |
86.991 |
87.782 |
PP |
86.954 |
86.954 |
86.954 |
87.103 |
S1 |
86.359 |
86.359 |
86.785 |
86.657 |
S2 |
85.829 |
85.829 |
86.682 |
|
S3 |
84.704 |
85.234 |
86.579 |
|
S4 |
83.579 |
84.109 |
86.269 |
|
|
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 |
2.6% |
1.156 |
1.3% |
68% |
False |
False |
40,221 |
10 |
87.625 |
84.330 |
3.295 |
3.8% |
1.105 |
1.3% |
78% |
False |
False |
32,692 |
20 |
87.625 |
81.745 |
5.880 |
6.8% |
1.016 |
1.2% |
87% |
False |
False |
34,330 |
40 |
87.625 |
80.140 |
7.485 |
8.6% |
0.801 |
0.9% |
90% |
False |
False |
26,886 |
60 |
87.625 |
79.730 |
7.895 |
9.1% |
0.737 |
0.8% |
91% |
False |
False |
23,917 |
80 |
87.625 |
79.250 |
8.375 |
9.6% |
0.702 |
0.8% |
91% |
False |
False |
18,007 |
100 |
87.625 |
77.170 |
10.455 |
12.0% |
0.629 |
0.7% |
93% |
False |
False |
14,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.331 |
2.618 |
90.495 |
1.618 |
89.370 |
1.000 |
88.675 |
0.618 |
88.245 |
HIGH |
87.550 |
0.618 |
87.120 |
0.500 |
86.988 |
0.382 |
86.855 |
LOW |
86.425 |
0.618 |
85.730 |
1.000 |
85.300 |
1.618 |
84.605 |
2.618 |
83.480 |
4.250 |
81.644 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
86.988 |
86.738 |
PP |
86.954 |
86.588 |
S1 |
86.921 |
86.438 |
|