ICE US Dollar Index Future September 2010
Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
87.120 |
87.030 |
-0.090 |
-0.1% |
86.200 |
High |
87.230 |
87.875 |
0.645 |
0.7% |
87.850 |
Low |
86.935 |
86.595 |
-0.340 |
-0.4% |
86.090 |
Close |
87.010 |
87.085 |
0.075 |
0.1% |
86.922 |
Range |
0.295 |
1.280 |
0.985 |
333.9% |
1.760 |
ATR |
0.820 |
0.853 |
0.033 |
4.0% |
0.000 |
Volume |
287 |
25 |
-262 |
-91.3% |
480 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.025 |
90.335 |
87.789 |
|
R3 |
89.745 |
89.055 |
87.437 |
|
R2 |
88.465 |
88.465 |
87.320 |
|
R1 |
87.775 |
87.775 |
87.202 |
88.120 |
PP |
87.185 |
87.185 |
87.185 |
87.358 |
S1 |
86.495 |
86.495 |
86.968 |
86.840 |
S2 |
85.905 |
85.905 |
86.850 |
|
S3 |
84.625 |
85.215 |
86.733 |
|
S4 |
83.345 |
83.935 |
86.381 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.234 |
91.338 |
87.890 |
|
R3 |
90.474 |
89.578 |
87.406 |
|
R2 |
88.714 |
88.714 |
87.245 |
|
R1 |
87.818 |
87.818 |
87.083 |
88.266 |
PP |
86.954 |
86.954 |
86.954 |
87.178 |
S1 |
86.058 |
86.058 |
86.761 |
86.506 |
S2 |
85.194 |
85.194 |
86.599 |
|
S3 |
83.434 |
84.298 |
86.438 |
|
S4 |
81.674 |
82.538 |
85.954 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.315 |
2.618 |
91.226 |
1.618 |
89.946 |
1.000 |
89.155 |
0.618 |
88.666 |
HIGH |
87.875 |
0.618 |
87.386 |
0.500 |
87.235 |
0.382 |
87.084 |
LOW |
86.595 |
0.618 |
85.804 |
1.000 |
85.315 |
1.618 |
84.524 |
2.618 |
83.244 |
4.250 |
81.155 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
87.235 |
87.084 |
PP |
87.185 |
87.083 |
S1 |
87.135 |
87.083 |
|