ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
74.775 |
74.735 |
-0.040 |
-0.1% |
73.185 |
High |
75.175 |
75.620 |
0.445 |
0.6% |
75.180 |
Low |
74.685 |
74.530 |
-0.155 |
-0.2% |
72.860 |
Close |
74.782 |
75.517 |
0.735 |
1.0% |
75.080 |
Range |
0.490 |
1.090 |
0.600 |
122.4% |
2.320 |
ATR |
0.653 |
0.685 |
0.031 |
4.8% |
0.000 |
Volume |
32,107 |
55,123 |
23,016 |
71.7% |
212,144 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.492 |
78.095 |
76.117 |
|
R3 |
77.402 |
77.005 |
75.817 |
|
R2 |
76.312 |
76.312 |
75.717 |
|
R1 |
75.915 |
75.915 |
75.617 |
76.114 |
PP |
75.222 |
75.222 |
75.222 |
75.322 |
S1 |
74.825 |
74.825 |
75.417 |
75.024 |
S2 |
74.132 |
74.132 |
75.317 |
|
S3 |
73.042 |
73.735 |
75.217 |
|
S4 |
71.952 |
72.645 |
74.918 |
|
|
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 |
75.620 |
72.985 |
2.635 |
3.5% |
0.968 |
1.3% |
96% |
True |
False |
53,327 |
10 |
75.620 |
72.860 |
2.760 |
3.7% |
0.734 |
1.0% |
96% |
True |
False |
39,554 |
20 |
76.055 |
72.860 |
3.195 |
4.2% |
0.674 |
0.9% |
83% |
False |
False |
31,933 |
40 |
77.135 |
72.860 |
4.275 |
5.7% |
0.601 |
0.8% |
62% |
False |
False |
28,057 |
60 |
79.125 |
72.860 |
6.265 |
8.3% |
0.577 |
0.8% |
42% |
False |
False |
21,316 |
80 |
79.705 |
72.860 |
6.845 |
9.1% |
0.564 |
0.7% |
39% |
False |
False |
16,008 |
100 |
81.985 |
72.860 |
9.125 |
12.1% |
0.541 |
0.7% |
29% |
False |
False |
12,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.253 |
2.618 |
78.474 |
1.618 |
77.384 |
1.000 |
76.710 |
0.618 |
76.294 |
HIGH |
75.620 |
0.618 |
75.204 |
0.500 |
75.075 |
0.382 |
74.946 |
LOW |
74.530 |
0.618 |
73.856 |
1.000 |
73.440 |
1.618 |
72.766 |
2.618 |
71.676 |
4.250 |
69.898 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
75.370 |
75.370 |
PP |
75.222 |
75.222 |
S1 |
75.075 |
75.075 |
|