ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
75.025 |
74.775 |
-0.250 |
-0.3% |
73.185 |
High |
75.360 |
75.175 |
-0.185 |
-0.2% |
75.180 |
Low |
74.605 |
74.685 |
0.080 |
0.1% |
72.860 |
Close |
74.900 |
74.782 |
-0.118 |
-0.2% |
75.080 |
Range |
0.755 |
0.490 |
-0.265 |
-35.1% |
2.320 |
ATR |
0.666 |
0.653 |
-0.013 |
-1.9% |
0.000 |
Volume |
51,554 |
32,107 |
-19,447 |
-37.7% |
212,144 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.351 |
76.056 |
75.052 |
|
R3 |
75.861 |
75.566 |
74.917 |
|
R2 |
75.371 |
75.371 |
74.872 |
|
R1 |
75.076 |
75.076 |
74.827 |
75.224 |
PP |
74.881 |
74.881 |
74.881 |
74.954 |
S1 |
74.586 |
74.586 |
74.737 |
74.734 |
S2 |
74.391 |
74.391 |
74.692 |
|
S3 |
73.901 |
74.096 |
74.647 |
|
S4 |
73.411 |
73.606 |
74.513 |
|
|
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% |
0.874 |
1.2% |
77% |
False |
False |
49,625 |
10 |
75.360 |
72.860 |
2.500 |
3.3% |
0.702 |
0.9% |
77% |
False |
False |
37,201 |
20 |
76.055 |
72.860 |
3.195 |
4.3% |
0.645 |
0.9% |
60% |
False |
False |
30,535 |
40 |
77.390 |
72.860 |
4.530 |
6.1% |
0.593 |
0.8% |
42% |
False |
False |
27,423 |
60 |
79.125 |
72.860 |
6.265 |
8.4% |
0.565 |
0.8% |
31% |
False |
False |
20,398 |
80 |
80.085 |
72.860 |
7.225 |
9.7% |
0.561 |
0.8% |
27% |
False |
False |
15,319 |
100 |
81.985 |
72.860 |
9.125 |
12.2% |
0.533 |
0.7% |
21% |
False |
False |
12,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.258 |
2.618 |
76.458 |
1.618 |
75.968 |
1.000 |
75.665 |
0.618 |
75.478 |
HIGH |
75.175 |
0.618 |
74.988 |
0.500 |
74.930 |
0.382 |
74.872 |
LOW |
74.685 |
0.618 |
74.382 |
1.000 |
74.195 |
1.618 |
73.892 |
2.618 |
73.402 |
4.250 |
72.603 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
74.930 |
74.766 |
PP |
74.881 |
74.751 |
S1 |
74.831 |
74.735 |
|