ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 26-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
Open |
86.600 |
86.725 |
0.125 |
0.1% |
86.410 |
High |
87.550 |
87.475 |
-0.075 |
-0.1% |
87.625 |
Low |
86.425 |
86.625 |
0.200 |
0.2% |
85.325 |
Close |
86.888 |
87.244 |
0.356 |
0.4% |
85.537 |
Range |
1.125 |
0.850 |
-0.275 |
-24.4% |
2.300 |
ATR |
0.988 |
0.978 |
-0.010 |
-1.0% |
0.000 |
Volume |
18,921 |
37,321 |
18,400 |
97.2% |
206,406 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.665 |
89.304 |
87.712 |
|
R3 |
88.815 |
88.454 |
87.478 |
|
R2 |
87.965 |
87.965 |
87.400 |
|
R1 |
87.604 |
87.604 |
87.322 |
87.785 |
PP |
87.115 |
87.115 |
87.115 |
87.205 |
S1 |
86.754 |
86.754 |
87.166 |
86.935 |
S2 |
86.265 |
86.265 |
87.088 |
|
S3 |
85.415 |
85.904 |
87.010 |
|
S4 |
84.565 |
85.054 |
86.777 |
|
|
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 |
87.550 |
85.325 |
2.225 |
2.6% |
1.051 |
1.2% |
86% |
False |
False |
38,651 |
10 |
87.625 |
84.660 |
2.965 |
3.4% |
1.113 |
1.3% |
87% |
False |
False |
33,958 |
20 |
87.625 |
81.745 |
5.880 |
6.7% |
1.023 |
1.2% |
94% |
False |
False |
34,492 |
40 |
87.625 |
80.140 |
7.485 |
8.6% |
0.808 |
0.9% |
95% |
False |
False |
27,445 |
60 |
87.625 |
79.730 |
7.895 |
9.0% |
0.737 |
0.8% |
95% |
False |
False |
24,530 |
80 |
87.625 |
79.250 |
8.375 |
9.6% |
0.709 |
0.8% |
95% |
False |
False |
18,473 |
100 |
87.625 |
77.170 |
10.455 |
12.0% |
0.633 |
0.7% |
96% |
False |
False |
14,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.088 |
2.618 |
89.700 |
1.618 |
88.850 |
1.000 |
88.325 |
0.618 |
88.000 |
HIGH |
87.475 |
0.618 |
87.150 |
0.500 |
87.050 |
0.382 |
86.950 |
LOW |
86.625 |
0.618 |
86.100 |
1.000 |
85.775 |
1.618 |
85.250 |
2.618 |
84.400 |
4.250 |
83.013 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
87.179 |
87.030 |
PP |
87.115 |
86.816 |
S1 |
87.050 |
86.603 |
|