ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
86.340 |
86.725 |
0.385 |
0.4% |
85.680 |
High |
86.895 |
87.580 |
0.685 |
0.8% |
87.550 |
Low |
85.935 |
86.220 |
0.285 |
0.3% |
85.655 |
Close |
86.582 |
86.725 |
0.143 |
0.2% |
86.582 |
Range |
0.960 |
1.360 |
0.400 |
41.7% |
1.895 |
ATR |
0.989 |
1.016 |
0.026 |
2.7% |
0.000 |
Volume |
30,115 |
2,492 |
-27,623 |
-91.7% |
148,041 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.922 |
90.183 |
87.473 |
|
R3 |
89.562 |
88.823 |
87.099 |
|
R2 |
88.202 |
88.202 |
86.974 |
|
R1 |
87.463 |
87.463 |
86.850 |
87.405 |
PP |
86.842 |
86.842 |
86.842 |
86.813 |
S1 |
86.103 |
86.103 |
86.600 |
86.045 |
S2 |
85.482 |
85.482 |
86.476 |
|
S3 |
84.122 |
84.743 |
86.351 |
|
S4 |
82.762 |
83.383 |
85.977 |
|
|
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 |
87.580 |
85.935 |
1.645 |
1.9% |
1.093 |
1.3% |
48% |
True |
False |
22,945 |
10 |
87.625 |
85.325 |
2.300 |
2.7% |
1.160 |
1.3% |
61% |
False |
False |
32,467 |
20 |
87.625 |
82.405 |
5.220 |
6.0% |
1.107 |
1.3% |
83% |
False |
False |
34,003 |
40 |
87.625 |
80.140 |
7.485 |
8.6% |
0.848 |
1.0% |
88% |
False |
False |
27,490 |
60 |
87.625 |
79.730 |
7.895 |
9.1% |
0.761 |
0.9% |
89% |
False |
False |
25,429 |
80 |
87.625 |
79.730 |
7.895 |
9.1% |
0.730 |
0.8% |
89% |
False |
False |
19,201 |
100 |
87.625 |
77.170 |
10.455 |
12.1% |
0.654 |
0.8% |
91% |
False |
False |
15,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.360 |
2.618 |
91.140 |
1.618 |
89.780 |
1.000 |
88.940 |
0.618 |
88.420 |
HIGH |
87.580 |
0.618 |
87.060 |
0.500 |
86.900 |
0.382 |
86.740 |
LOW |
86.220 |
0.618 |
85.380 |
1.000 |
84.860 |
1.618 |
84.020 |
2.618 |
82.660 |
4.250 |
80.440 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
86.900 |
86.758 |
PP |
86.842 |
86.747 |
S1 |
86.783 |
86.736 |
|