ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
76.080 |
75.820 |
-0.260 |
-0.3% |
75.025 |
High |
76.190 |
76.015 |
-0.175 |
-0.2% |
76.140 |
Low |
75.410 |
75.475 |
0.065 |
0.1% |
74.530 |
Close |
75.651 |
75.545 |
-0.106 |
-0.1% |
75.938 |
Range |
0.780 |
0.540 |
-0.240 |
-30.8% |
1.610 |
ATR |
0.722 |
0.709 |
-0.013 |
-1.8% |
0.000 |
Volume |
36,278 |
40,035 |
3,757 |
10.4% |
223,717 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.298 |
76.962 |
75.842 |
|
R3 |
76.758 |
76.422 |
75.694 |
|
R2 |
76.218 |
76.218 |
75.644 |
|
R1 |
75.882 |
75.882 |
75.595 |
75.780 |
PP |
75.678 |
75.678 |
75.678 |
75.628 |
S1 |
75.342 |
75.342 |
75.496 |
75.240 |
S2 |
75.138 |
75.138 |
75.446 |
|
S3 |
74.598 |
74.802 |
75.397 |
|
S4 |
74.058 |
74.262 |
75.248 |
|
|
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 |
76.190 |
74.530 |
1.660 |
2.2% |
0.847 |
1.1% |
61% |
False |
False |
43,273 |
10 |
76.190 |
72.860 |
3.330 |
4.4% |
0.861 |
1.1% |
81% |
False |
False |
46,449 |
20 |
76.190 |
72.860 |
3.330 |
4.4% |
0.715 |
0.9% |
81% |
False |
False |
34,762 |
40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.611 |
0.8% |
67% |
False |
False |
29,251 |
60 |
78.655 |
72.860 |
5.795 |
7.7% |
0.598 |
0.8% |
46% |
False |
False |
23,991 |
80 |
79.295 |
72.860 |
6.435 |
8.5% |
0.572 |
0.8% |
42% |
False |
False |
18,019 |
100 |
81.985 |
72.860 |
9.125 |
12.1% |
0.566 |
0.7% |
29% |
False |
False |
14,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.310 |
2.618 |
77.429 |
1.618 |
76.889 |
1.000 |
76.555 |
0.618 |
76.349 |
HIGH |
76.015 |
0.618 |
75.809 |
0.500 |
75.745 |
0.382 |
75.681 |
LOW |
75.475 |
0.618 |
75.141 |
1.000 |
74.935 |
1.618 |
74.601 |
2.618 |
74.061 |
4.250 |
73.180 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
75.745 |
75.568 |
PP |
75.678 |
75.560 |
S1 |
75.612 |
75.553 |
|