ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
88.185 |
87.940 |
-0.245 |
-0.3% |
86.725 |
High |
88.425 |
88.080 |
-0.345 |
-0.4% |
88.405 |
Low |
87.445 |
86.750 |
-0.695 |
-0.8% |
86.220 |
Close |
87.935 |
87.166 |
-0.769 |
-0.9% |
88.315 |
Range |
0.980 |
1.330 |
0.350 |
35.7% |
2.185 |
ATR |
0.963 |
0.989 |
0.026 |
2.7% |
0.000 |
Volume |
34,754 |
32,771 |
-1,983 |
-5.7% |
66,416 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.322 |
90.574 |
87.898 |
|
R3 |
89.992 |
89.244 |
87.532 |
|
R2 |
88.662 |
88.662 |
87.410 |
|
R1 |
87.914 |
87.914 |
87.288 |
87.623 |
PP |
87.332 |
87.332 |
87.332 |
87.187 |
S1 |
86.584 |
86.584 |
87.044 |
86.293 |
S2 |
86.002 |
86.002 |
86.922 |
|
S3 |
84.672 |
85.254 |
86.800 |
|
S4 |
83.342 |
83.924 |
86.435 |
|
|
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 |
86.750 |
2.050 |
2.4% |
0.988 |
1.1% |
20% |
False |
True |
28,625 |
10 |
88.800 |
85.935 |
2.865 |
3.3% |
0.997 |
1.1% |
43% |
False |
False |
24,650 |
20 |
88.800 |
84.660 |
4.140 |
4.7% |
1.055 |
1.2% |
61% |
False |
False |
29,304 |
40 |
88.800 |
80.250 |
8.550 |
9.8% |
0.919 |
1.1% |
81% |
False |
False |
28,847 |
60 |
88.800 |
79.730 |
9.070 |
10.4% |
0.807 |
0.9% |
82% |
False |
False |
26,225 |
80 |
88.800 |
79.730 |
9.070 |
10.4% |
0.764 |
0.9% |
82% |
False |
False |
21,515 |
100 |
88.800 |
78.315 |
10.485 |
12.0% |
0.699 |
0.8% |
84% |
False |
False |
17,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.733 |
2.618 |
91.562 |
1.618 |
90.232 |
1.000 |
89.410 |
0.618 |
88.902 |
HIGH |
88.080 |
0.618 |
87.572 |
0.500 |
87.415 |
0.382 |
87.258 |
LOW |
86.750 |
0.618 |
85.928 |
1.000 |
85.420 |
1.618 |
84.598 |
2.618 |
83.268 |
4.250 |
81.098 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
87.415 |
87.700 |
PP |
87.332 |
87.522 |
S1 |
87.249 |
87.344 |
|