ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
88.545 |
88.185 |
-0.360 |
-0.4% |
86.725 |
High |
88.650 |
88.425 |
-0.225 |
-0.3% |
88.405 |
Low |
88.020 |
87.445 |
-0.575 |
-0.7% |
86.220 |
Close |
88.473 |
87.935 |
-0.538 |
-0.6% |
88.315 |
Range |
0.630 |
0.980 |
0.350 |
55.6% |
2.185 |
ATR |
0.958 |
0.963 |
0.005 |
0.5% |
0.000 |
Volume |
19,602 |
34,754 |
15,152 |
77.3% |
66,416 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.875 |
90.385 |
88.474 |
|
R3 |
89.895 |
89.405 |
88.205 |
|
R2 |
88.915 |
88.915 |
88.115 |
|
R1 |
88.425 |
88.425 |
88.025 |
88.180 |
PP |
87.935 |
87.935 |
87.935 |
87.813 |
S1 |
87.445 |
87.445 |
87.845 |
87.200 |
S2 |
86.955 |
86.955 |
87.755 |
|
S3 |
85.975 |
86.465 |
87.666 |
|
S4 |
84.995 |
85.485 |
87.396 |
|
|
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 |
88.800 |
86.385 |
2.415 |
2.7% |
0.915 |
1.0% |
64% |
False |
False |
25,468 |
10 |
88.800 |
85.935 |
2.865 |
3.3% |
0.949 |
1.1% |
70% |
False |
False |
25,105 |
20 |
88.800 |
84.330 |
4.470 |
5.1% |
1.027 |
1.2% |
81% |
False |
False |
28,898 |
40 |
88.800 |
80.140 |
8.660 |
9.8% |
0.898 |
1.0% |
90% |
False |
False |
28,439 |
60 |
88.800 |
79.730 |
9.070 |
10.3% |
0.796 |
0.9% |
90% |
False |
False |
26,059 |
80 |
88.800 |
79.730 |
9.070 |
10.3% |
0.756 |
0.9% |
90% |
False |
False |
21,106 |
100 |
88.800 |
77.405 |
11.395 |
13.0% |
0.693 |
0.8% |
92% |
False |
False |
16,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.590 |
2.618 |
90.991 |
1.618 |
90.011 |
1.000 |
89.405 |
0.618 |
89.031 |
HIGH |
88.425 |
0.618 |
88.051 |
0.500 |
87.935 |
0.382 |
87.819 |
LOW |
87.445 |
0.618 |
86.839 |
1.000 |
86.465 |
1.618 |
85.859 |
2.618 |
84.879 |
4.250 |
83.280 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
87.935 |
88.123 |
PP |
87.935 |
88.060 |
S1 |
87.935 |
87.998 |
|