ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
86.810 |
86.770 |
-0.040 |
0.0% |
85.680 |
High |
87.265 |
87.350 |
0.085 |
0.1% |
87.550 |
Low |
86.695 |
86.385 |
-0.310 |
-0.4% |
85.655 |
Close |
86.877 |
87.214 |
0.337 |
0.4% |
86.582 |
Range |
0.570 |
0.965 |
0.395 |
69.3% |
1.895 |
ATR |
0.984 |
0.983 |
-0.001 |
-0.1% |
0.000 |
Volume |
27,903 |
16,985 |
-10,918 |
-39.1% |
148,041 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.878 |
89.511 |
87.745 |
|
R3 |
88.913 |
88.546 |
87.479 |
|
R2 |
87.948 |
87.948 |
87.391 |
|
R1 |
87.581 |
87.581 |
87.302 |
87.765 |
PP |
86.983 |
86.983 |
86.983 |
87.075 |
S1 |
86.616 |
86.616 |
87.126 |
86.800 |
S2 |
86.018 |
86.018 |
87.037 |
|
S3 |
85.053 |
85.651 |
86.949 |
|
S4 |
84.088 |
84.686 |
86.683 |
|
|
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% |
1.005 |
1.2% |
78% |
False |
False |
20,674 |
10 |
87.580 |
85.325 |
2.255 |
2.6% |
1.028 |
1.2% |
84% |
False |
False |
29,662 |
20 |
87.625 |
83.070 |
4.555 |
5.2% |
1.075 |
1.2% |
91% |
False |
False |
34,060 |
40 |
87.625 |
80.140 |
7.485 |
8.6% |
0.865 |
1.0% |
95% |
False |
False |
27,870 |
60 |
87.625 |
79.730 |
7.895 |
9.1% |
0.772 |
0.9% |
95% |
False |
False |
25,912 |
80 |
87.625 |
79.730 |
7.895 |
9.1% |
0.735 |
0.8% |
95% |
False |
False |
19,751 |
100 |
87.625 |
77.170 |
10.455 |
12.0% |
0.663 |
0.8% |
96% |
False |
False |
15,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.451 |
2.618 |
89.876 |
1.618 |
88.911 |
1.000 |
88.315 |
0.618 |
87.946 |
HIGH |
87.350 |
0.618 |
86.981 |
0.500 |
86.868 |
0.382 |
86.754 |
LOW |
86.385 |
0.618 |
85.789 |
1.000 |
85.420 |
1.618 |
84.824 |
2.618 |
83.859 |
4.250 |
82.284 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
87.099 |
87.109 |
PP |
86.983 |
87.005 |
S1 |
86.868 |
86.900 |
|