ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
86.770 |
87.190 |
0.420 |
0.5% |
86.725 |
High |
87.350 |
88.405 |
1.055 |
1.2% |
88.405 |
Low |
86.385 |
86.975 |
0.590 |
0.7% |
86.220 |
Close |
87.214 |
88.315 |
1.101 |
1.3% |
88.315 |
Range |
0.965 |
1.430 |
0.465 |
48.2% |
2.185 |
ATR |
0.983 |
1.015 |
0.032 |
3.3% |
0.000 |
Volume |
16,985 |
19,036 |
2,051 |
12.1% |
66,416 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.188 |
91.682 |
89.102 |
|
R3 |
90.758 |
90.252 |
88.708 |
|
R2 |
89.328 |
89.328 |
88.577 |
|
R1 |
88.822 |
88.822 |
88.446 |
89.075 |
PP |
87.898 |
87.898 |
87.898 |
88.025 |
S1 |
87.392 |
87.392 |
88.184 |
87.645 |
S2 |
86.468 |
86.468 |
88.053 |
|
S3 |
85.038 |
85.962 |
87.922 |
|
S4 |
83.608 |
84.532 |
87.529 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.202 |
93.443 |
89.517 |
|
R3 |
92.017 |
91.258 |
88.916 |
|
R2 |
89.832 |
89.832 |
88.716 |
|
R1 |
89.073 |
89.073 |
88.515 |
89.453 |
PP |
87.647 |
87.647 |
87.647 |
87.836 |
S1 |
86.888 |
86.888 |
88.115 |
87.268 |
S2 |
85.462 |
85.462 |
87.914 |
|
S3 |
83.277 |
84.703 |
87.714 |
|
S4 |
81.092 |
82.518 |
87.113 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.405 |
85.935 |
2.470 |
2.8% |
1.057 |
1.2% |
96% |
True |
False |
19,306 |
10 |
88.405 |
85.325 |
3.080 |
3.5% |
1.028 |
1.2% |
97% |
True |
False |
26,385 |
20 |
88.405 |
83.070 |
5.335 |
6.0% |
1.076 |
1.2% |
98% |
True |
False |
33,040 |
40 |
88.405 |
80.140 |
8.265 |
9.4% |
0.890 |
1.0% |
99% |
True |
False |
27,901 |
60 |
88.405 |
79.730 |
8.675 |
9.8% |
0.787 |
0.9% |
99% |
True |
False |
26,108 |
80 |
88.405 |
79.730 |
8.675 |
9.8% |
0.748 |
0.8% |
99% |
True |
False |
19,970 |
100 |
88.405 |
77.170 |
11.235 |
12.7% |
0.674 |
0.8% |
99% |
True |
False |
16,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.483 |
2.618 |
92.149 |
1.618 |
90.719 |
1.000 |
89.835 |
0.618 |
89.289 |
HIGH |
88.405 |
0.618 |
87.859 |
0.500 |
87.690 |
0.382 |
87.521 |
LOW |
86.975 |
0.618 |
86.091 |
1.000 |
85.545 |
1.618 |
84.661 |
2.618 |
83.231 |
4.250 |
80.898 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
88.107 |
88.008 |
PP |
87.898 |
87.702 |
S1 |
87.690 |
87.395 |
|