ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
75.495 |
75.415 |
-0.080 |
-0.1% |
75.025 |
High |
75.835 |
76.140 |
0.305 |
0.4% |
76.140 |
Low |
75.205 |
74.945 |
-0.260 |
-0.3% |
74.530 |
Close |
75.417 |
75.938 |
0.521 |
0.7% |
75.938 |
Range |
0.630 |
1.195 |
0.565 |
89.7% |
1.610 |
ATR |
0.681 |
0.717 |
0.037 |
5.4% |
0.000 |
Volume |
39,107 |
45,826 |
6,719 |
17.2% |
223,717 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.259 |
78.794 |
76.595 |
|
R3 |
78.064 |
77.599 |
76.267 |
|
R2 |
76.869 |
76.869 |
76.157 |
|
R1 |
76.404 |
76.404 |
76.048 |
76.637 |
PP |
75.674 |
75.674 |
75.674 |
75.791 |
S1 |
75.209 |
75.209 |
75.828 |
75.442 |
S2 |
74.479 |
74.479 |
75.719 |
|
S3 |
73.284 |
74.014 |
75.609 |
|
S4 |
72.089 |
72.819 |
75.281 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.366 |
79.762 |
76.824 |
|
R3 |
78.756 |
78.152 |
76.381 |
|
R2 |
77.146 |
77.146 |
76.233 |
|
R1 |
76.542 |
76.542 |
76.086 |
76.844 |
PP |
75.536 |
75.536 |
75.536 |
75.687 |
S1 |
74.932 |
74.932 |
75.790 |
75.234 |
S2 |
73.926 |
73.926 |
75.643 |
|
S3 |
72.316 |
73.322 |
75.495 |
|
S4 |
70.706 |
71.712 |
75.053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.140 |
74.530 |
1.610 |
2.1% |
0.832 |
1.1% |
87% |
True |
False |
44,743 |
10 |
76.140 |
72.860 |
3.280 |
4.3% |
0.835 |
1.1% |
94% |
True |
False |
43,586 |
20 |
76.140 |
72.860 |
3.280 |
4.3% |
0.719 |
0.9% |
94% |
True |
False |
33,855 |
40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.613 |
0.8% |
77% |
False |
False |
28,494 |
60 |
78.655 |
72.860 |
5.795 |
7.6% |
0.591 |
0.8% |
53% |
False |
False |
22,726 |
80 |
79.295 |
72.860 |
6.435 |
8.5% |
0.571 |
0.8% |
48% |
False |
False |
17,066 |
100 |
81.985 |
72.860 |
9.125 |
12.0% |
0.559 |
0.7% |
34% |
False |
False |
13,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.219 |
2.618 |
79.269 |
1.618 |
78.074 |
1.000 |
77.335 |
0.618 |
76.879 |
HIGH |
76.140 |
0.618 |
75.684 |
0.500 |
75.543 |
0.382 |
75.401 |
LOW |
74.945 |
0.618 |
74.206 |
1.000 |
73.750 |
1.618 |
73.011 |
2.618 |
71.816 |
4.250 |
69.866 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
75.806 |
75.737 |
PP |
75.674 |
75.536 |
S1 |
75.543 |
75.335 |
|