ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
75.415 |
75.485 |
0.070 |
0.1% |
75.025 |
High |
75.735 |
75.710 |
-0.025 |
0.0% |
76.140 |
Low |
75.230 |
75.185 |
-0.045 |
-0.1% |
74.530 |
Close |
75.632 |
75.277 |
-0.355 |
-0.5% |
75.938 |
Range |
0.505 |
0.525 |
0.020 |
4.0% |
1.610 |
ATR |
0.694 |
0.682 |
-0.012 |
-1.7% |
0.000 |
Volume |
31,703 |
41,059 |
9,356 |
29.5% |
223,717 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.966 |
76.646 |
75.566 |
|
R3 |
76.441 |
76.121 |
75.421 |
|
R2 |
75.916 |
75.916 |
75.373 |
|
R1 |
75.596 |
75.596 |
75.325 |
75.494 |
PP |
75.391 |
75.391 |
75.391 |
75.339 |
S1 |
75.071 |
75.071 |
75.229 |
74.969 |
S2 |
74.866 |
74.866 |
75.181 |
|
S3 |
74.341 |
74.546 |
75.133 |
|
S4 |
73.816 |
74.021 |
74.988 |
|
|
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 |
74.945 |
1.245 |
1.7% |
0.709 |
0.9% |
27% |
False |
False |
38,980 |
10 |
76.190 |
74.110 |
2.080 |
2.8% |
0.758 |
1.0% |
56% |
False |
False |
43,978 |
20 |
76.190 |
72.860 |
3.330 |
4.4% |
0.697 |
0.9% |
73% |
False |
False |
35,885 |
40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.616 |
0.8% |
60% |
False |
False |
29,903 |
60 |
77.790 |
72.860 |
4.930 |
6.5% |
0.597 |
0.8% |
49% |
False |
False |
25,184 |
80 |
79.295 |
72.860 |
6.435 |
8.5% |
0.574 |
0.8% |
38% |
False |
False |
18,927 |
100 |
81.985 |
72.860 |
9.125 |
12.1% |
0.573 |
0.8% |
26% |
False |
False |
15,176 |
120 |
82.000 |
72.860 |
9.140 |
12.1% |
0.516 |
0.7% |
26% |
False |
False |
12,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.941 |
2.618 |
77.084 |
1.618 |
76.559 |
1.000 |
76.235 |
0.618 |
76.034 |
HIGH |
75.710 |
0.618 |
75.509 |
0.500 |
75.448 |
0.382 |
75.386 |
LOW |
75.185 |
0.618 |
74.861 |
1.000 |
74.660 |
1.618 |
74.336 |
2.618 |
73.811 |
4.250 |
72.954 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
75.448 |
75.600 |
PP |
75.391 |
75.492 |
S1 |
75.334 |
75.385 |
|