ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
86.725 |
86.810 |
0.085 |
0.1% |
85.680 |
High |
87.580 |
87.265 |
-0.315 |
-0.4% |
87.550 |
Low |
86.220 |
86.695 |
0.475 |
0.6% |
85.655 |
Close |
86.725 |
86.877 |
0.152 |
0.2% |
86.582 |
Range |
1.360 |
0.570 |
-0.790 |
-58.1% |
1.895 |
ATR |
1.016 |
0.984 |
-0.032 |
-3.1% |
0.000 |
Volume |
2,492 |
27,903 |
25,411 |
1,019.7% |
148,041 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.656 |
88.336 |
87.191 |
|
R3 |
88.086 |
87.766 |
87.034 |
|
R2 |
87.516 |
87.516 |
86.982 |
|
R1 |
87.196 |
87.196 |
86.929 |
87.356 |
PP |
86.946 |
86.946 |
86.946 |
87.026 |
S1 |
86.626 |
86.626 |
86.825 |
86.786 |
S2 |
86.376 |
86.376 |
86.773 |
|
S3 |
85.806 |
86.056 |
86.720 |
|
S4 |
85.236 |
85.486 |
86.564 |
|
|
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% |
0.982 |
1.1% |
57% |
False |
False |
24,741 |
10 |
87.625 |
85.325 |
2.300 |
2.6% |
1.069 |
1.2% |
67% |
False |
False |
32,481 |
20 |
87.625 |
83.070 |
4.555 |
5.2% |
1.075 |
1.2% |
84% |
False |
False |
34,748 |
40 |
87.625 |
80.140 |
7.485 |
8.6% |
0.850 |
1.0% |
90% |
False |
False |
27,915 |
60 |
87.625 |
79.730 |
7.895 |
9.1% |
0.763 |
0.9% |
91% |
False |
False |
25,862 |
80 |
87.625 |
79.730 |
7.895 |
9.1% |
0.733 |
0.8% |
91% |
False |
False |
19,548 |
100 |
87.625 |
77.170 |
10.455 |
12.0% |
0.657 |
0.8% |
93% |
False |
False |
15,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.688 |
2.618 |
88.757 |
1.618 |
88.187 |
1.000 |
87.835 |
0.618 |
87.617 |
HIGH |
87.265 |
0.618 |
87.047 |
0.500 |
86.980 |
0.382 |
86.913 |
LOW |
86.695 |
0.618 |
86.343 |
1.000 |
86.125 |
1.618 |
85.773 |
2.618 |
85.203 |
4.250 |
84.273 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
86.980 |
86.837 |
PP |
86.946 |
86.797 |
S1 |
86.911 |
86.758 |
|