ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
74.260 |
75.025 |
0.765 |
1.0% |
73.185 |
High |
75.180 |
75.360 |
0.180 |
0.2% |
75.180 |
Low |
74.110 |
74.605 |
0.495 |
0.7% |
72.860 |
Close |
75.080 |
74.900 |
-0.180 |
-0.2% |
75.080 |
Range |
1.070 |
0.755 |
-0.315 |
-29.4% |
2.320 |
ATR |
0.659 |
0.666 |
0.007 |
1.0% |
0.000 |
Volume |
66,993 |
51,554 |
-15,439 |
-23.0% |
212,144 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.220 |
76.815 |
75.315 |
|
R3 |
76.465 |
76.060 |
75.108 |
|
R2 |
75.710 |
75.710 |
75.038 |
|
R1 |
75.305 |
75.305 |
74.969 |
75.130 |
PP |
74.955 |
74.955 |
74.955 |
74.868 |
S1 |
74.550 |
74.550 |
74.831 |
74.375 |
S2 |
74.200 |
74.200 |
74.762 |
|
S3 |
73.445 |
73.795 |
74.692 |
|
S4 |
72.690 |
73.040 |
74.485 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.333 |
80.527 |
76.356 |
|
R3 |
79.013 |
78.207 |
75.718 |
|
R2 |
76.693 |
76.693 |
75.505 |
|
R1 |
75.887 |
75.887 |
75.293 |
76.290 |
PP |
74.373 |
74.373 |
74.373 |
74.575 |
S1 |
73.567 |
73.567 |
74.867 |
73.970 |
S2 |
72.053 |
72.053 |
74.655 |
|
S3 |
69.733 |
71.247 |
74.442 |
|
S4 |
67.413 |
68.927 |
73.804 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.360 |
72.860 |
2.500 |
3.3% |
0.872 |
1.2% |
82% |
True |
False |
48,112 |
10 |
75.360 |
72.860 |
2.500 |
3.3% |
0.712 |
0.9% |
82% |
True |
False |
35,720 |
20 |
76.055 |
72.860 |
3.195 |
4.3% |
0.631 |
0.8% |
64% |
False |
False |
29,779 |
40 |
77.390 |
72.860 |
4.530 |
6.0% |
0.595 |
0.8% |
45% |
False |
False |
27,181 |
60 |
79.295 |
72.860 |
6.435 |
8.6% |
0.566 |
0.8% |
32% |
False |
False |
19,865 |
80 |
80.085 |
72.860 |
7.225 |
9.6% |
0.560 |
0.7% |
28% |
False |
False |
14,919 |
100 |
81.985 |
72.860 |
9.125 |
12.2% |
0.537 |
0.7% |
22% |
False |
False |
11,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.569 |
2.618 |
77.337 |
1.618 |
76.582 |
1.000 |
76.115 |
0.618 |
75.827 |
HIGH |
75.360 |
0.618 |
75.072 |
0.500 |
74.983 |
0.382 |
74.893 |
LOW |
74.605 |
0.618 |
74.138 |
1.000 |
73.850 |
1.618 |
73.383 |
2.618 |
72.628 |
4.250 |
71.396 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
74.983 |
74.658 |
PP |
74.955 |
74.415 |
S1 |
74.928 |
74.173 |
|