ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
87.370 |
86.340 |
-1.030 |
-1.2% |
85.680 |
High |
87.375 |
86.895 |
-0.480 |
-0.5% |
87.550 |
Low |
86.205 |
85.935 |
-0.270 |
-0.3% |
85.655 |
Close |
86.282 |
86.582 |
0.300 |
0.3% |
86.582 |
Range |
1.170 |
0.960 |
-0.210 |
-17.9% |
1.895 |
ATR |
0.992 |
0.989 |
-0.002 |
-0.2% |
0.000 |
Volume |
25,876 |
30,115 |
4,239 |
16.4% |
148,041 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.351 |
88.926 |
87.110 |
|
R3 |
88.391 |
87.966 |
86.846 |
|
R2 |
87.431 |
87.431 |
86.758 |
|
R1 |
87.006 |
87.006 |
86.670 |
87.219 |
PP |
86.471 |
86.471 |
86.471 |
86.577 |
S1 |
86.046 |
86.046 |
86.494 |
86.259 |
S2 |
85.511 |
85.511 |
86.406 |
|
S3 |
84.551 |
85.086 |
86.318 |
|
S4 |
83.591 |
84.126 |
86.054 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.281 |
91.326 |
87.624 |
|
R3 |
90.386 |
89.431 |
87.103 |
|
R2 |
88.491 |
88.491 |
86.929 |
|
R1 |
87.536 |
87.536 |
86.756 |
88.014 |
PP |
86.596 |
86.596 |
86.596 |
86.834 |
S1 |
85.641 |
85.641 |
86.408 |
86.119 |
S2 |
84.701 |
84.701 |
86.235 |
|
S3 |
82.806 |
83.746 |
86.061 |
|
S4 |
80.911 |
81.851 |
85.540 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.550 |
85.655 |
1.895 |
2.2% |
1.016 |
1.2% |
49% |
False |
False |
29,608 |
10 |
87.625 |
85.325 |
2.300 |
2.7% |
1.125 |
1.3% |
55% |
False |
False |
35,444 |
20 |
87.625 |
81.870 |
5.755 |
6.6% |
1.080 |
1.2% |
82% |
False |
False |
34,710 |
40 |
87.625 |
80.140 |
7.485 |
8.6% |
0.823 |
1.0% |
86% |
False |
False |
27,576 |
60 |
87.625 |
79.730 |
7.895 |
9.1% |
0.748 |
0.9% |
87% |
False |
False |
25,421 |
80 |
87.625 |
79.730 |
7.895 |
9.1% |
0.721 |
0.8% |
87% |
False |
False |
19,172 |
100 |
87.625 |
77.170 |
10.455 |
12.1% |
0.646 |
0.7% |
90% |
False |
False |
15,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.975 |
2.618 |
89.408 |
1.618 |
88.448 |
1.000 |
87.855 |
0.618 |
87.488 |
HIGH |
86.895 |
0.618 |
86.528 |
0.500 |
86.415 |
0.382 |
86.302 |
LOW |
85.935 |
0.618 |
85.342 |
1.000 |
84.975 |
1.618 |
84.382 |
2.618 |
83.422 |
4.250 |
81.855 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
86.526 |
86.705 |
PP |
86.471 |
86.664 |
S1 |
86.415 |
86.623 |
|