ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
87.030 |
87.400 |
0.370 |
0.4% |
88.400 |
High |
87.670 |
87.400 |
-0.270 |
-0.3% |
88.800 |
Low |
86.960 |
86.380 |
-0.580 |
-0.7% |
86.750 |
Close |
87.517 |
86.504 |
-1.013 |
-1.2% |
87.517 |
Range |
0.710 |
1.020 |
0.310 |
43.7% |
2.050 |
ATR |
0.969 |
0.981 |
0.012 |
1.2% |
0.000 |
Volume |
30,435 |
14,703 |
-15,732 |
-51.7% |
154,528 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.821 |
89.183 |
87.065 |
|
R3 |
88.801 |
88.163 |
86.785 |
|
R2 |
87.781 |
87.781 |
86.691 |
|
R1 |
87.143 |
87.143 |
86.598 |
86.952 |
PP |
86.761 |
86.761 |
86.761 |
86.666 |
S1 |
86.123 |
86.123 |
86.411 |
85.932 |
S2 |
85.741 |
85.741 |
86.317 |
|
S3 |
84.721 |
85.103 |
86.224 |
|
S4 |
83.701 |
84.083 |
85.943 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.839 |
92.728 |
88.645 |
|
R3 |
91.789 |
90.678 |
88.081 |
|
R2 |
89.739 |
89.739 |
87.893 |
|
R1 |
88.628 |
88.628 |
87.705 |
88.159 |
PP |
87.689 |
87.689 |
87.689 |
87.454 |
S1 |
86.578 |
86.578 |
87.329 |
86.109 |
S2 |
85.639 |
85.639 |
87.141 |
|
S3 |
83.589 |
84.528 |
86.953 |
|
S4 |
81.539 |
82.478 |
86.390 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.650 |
86.380 |
2.270 |
2.6% |
0.934 |
1.1% |
5% |
False |
True |
26,453 |
10 |
88.800 |
86.220 |
2.580 |
3.0% |
0.957 |
1.1% |
11% |
False |
False |
23,564 |
20 |
88.800 |
85.325 |
3.475 |
4.0% |
1.041 |
1.2% |
34% |
False |
False |
29,504 |
40 |
88.800 |
80.860 |
7.940 |
9.2% |
0.936 |
1.1% |
71% |
False |
False |
28,753 |
60 |
88.800 |
80.140 |
8.660 |
10.0% |
0.818 |
0.9% |
73% |
False |
False |
26,238 |
80 |
88.800 |
79.730 |
9.070 |
10.5% |
0.764 |
0.9% |
75% |
False |
False |
22,072 |
100 |
88.800 |
78.605 |
10.195 |
11.8% |
0.708 |
0.8% |
77% |
False |
False |
17,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.735 |
2.618 |
90.070 |
1.618 |
89.050 |
1.000 |
88.420 |
0.618 |
88.030 |
HIGH |
87.400 |
0.618 |
87.010 |
0.500 |
86.890 |
0.382 |
86.770 |
LOW |
86.380 |
0.618 |
85.750 |
1.000 |
85.360 |
1.618 |
84.730 |
2.618 |
83.710 |
4.250 |
82.045 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
86.890 |
87.230 |
PP |
86.761 |
86.988 |
S1 |
86.633 |
86.746 |
|