ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
75.845 |
76.445 |
0.600 |
0.8% |
76.080 |
High |
76.540 |
76.450 |
-0.090 |
-0.1% |
76.190 |
Low |
75.825 |
75.960 |
0.135 |
0.2% |
75.085 |
Close |
76.234 |
76.023 |
-0.211 |
-0.3% |
75.579 |
Range |
0.715 |
0.490 |
-0.225 |
-31.5% |
1.105 |
ATR |
0.712 |
0.696 |
-0.016 |
-2.2% |
0.000 |
Volume |
38,742 |
27,182 |
-11,560 |
-29.8% |
190,851 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.614 |
77.309 |
76.293 |
|
R3 |
77.124 |
76.819 |
76.158 |
|
R2 |
76.634 |
76.634 |
76.113 |
|
R1 |
76.329 |
76.329 |
76.068 |
76.237 |
PP |
76.144 |
76.144 |
76.144 |
76.098 |
S1 |
75.839 |
75.839 |
75.978 |
75.747 |
S2 |
75.654 |
75.654 |
75.933 |
|
S3 |
75.164 |
75.349 |
75.888 |
|
S4 |
74.674 |
74.859 |
75.754 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.933 |
78.361 |
76.187 |
|
R3 |
77.828 |
77.256 |
75.883 |
|
R2 |
76.723 |
76.723 |
75.782 |
|
R1 |
76.151 |
76.151 |
75.680 |
75.885 |
PP |
75.618 |
75.618 |
75.618 |
75.485 |
S1 |
75.046 |
75.046 |
75.478 |
74.780 |
S2 |
74.513 |
74.513 |
75.376 |
|
S3 |
73.408 |
73.941 |
75.275 |
|
S4 |
72.303 |
72.836 |
74.971 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.540 |
75.085 |
1.455 |
1.9% |
0.614 |
0.8% |
64% |
False |
False |
36,092 |
10 |
76.540 |
74.530 |
2.010 |
2.6% |
0.731 |
1.0% |
74% |
False |
False |
39,683 |
20 |
76.540 |
72.860 |
3.680 |
4.8% |
0.716 |
0.9% |
86% |
False |
False |
38,442 |
40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.624 |
0.8% |
79% |
False |
False |
30,647 |
60 |
77.675 |
72.860 |
4.815 |
6.3% |
0.606 |
0.8% |
66% |
False |
False |
26,968 |
80 |
79.295 |
72.860 |
6.435 |
8.5% |
0.580 |
0.8% |
49% |
False |
False |
20,272 |
100 |
81.985 |
72.860 |
9.125 |
12.0% |
0.579 |
0.8% |
35% |
False |
False |
16,252 |
120 |
81.985 |
72.860 |
9.125 |
12.0% |
0.522 |
0.7% |
35% |
False |
False |
13,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.533 |
2.618 |
77.733 |
1.618 |
77.243 |
1.000 |
76.940 |
0.618 |
76.753 |
HIGH |
76.450 |
0.618 |
76.263 |
0.500 |
76.205 |
0.382 |
76.147 |
LOW |
75.960 |
0.618 |
75.657 |
1.000 |
75.470 |
1.618 |
75.167 |
2.618 |
74.677 |
4.250 |
73.878 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
76.205 |
75.953 |
PP |
76.144 |
75.883 |
S1 |
76.084 |
75.813 |
|