ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
76.445 |
76.115 |
-0.330 |
-0.4% |
76.080 |
High |
76.450 |
76.395 |
-0.055 |
-0.1% |
76.190 |
Low |
75.960 |
75.835 |
-0.125 |
-0.2% |
75.085 |
Close |
76.023 |
76.030 |
0.007 |
0.0% |
75.579 |
Range |
0.490 |
0.560 |
0.070 |
14.3% |
1.105 |
ATR |
0.696 |
0.687 |
-0.010 |
-1.4% |
0.000 |
Volume |
27,182 |
31,553 |
4,371 |
16.1% |
190,851 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.767 |
77.458 |
76.338 |
|
R3 |
77.207 |
76.898 |
76.184 |
|
R2 |
76.647 |
76.647 |
76.133 |
|
R1 |
76.338 |
76.338 |
76.081 |
76.213 |
PP |
76.087 |
76.087 |
76.087 |
76.024 |
S1 |
75.778 |
75.778 |
75.979 |
75.653 |
S2 |
75.527 |
75.527 |
75.927 |
|
S3 |
74.967 |
75.218 |
75.876 |
|
S4 |
74.407 |
74.658 |
75.722 |
|
|
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% |
0.625 |
0.8% |
65% |
False |
False |
36,062 |
10 |
76.540 |
74.945 |
1.595 |
2.1% |
0.678 |
0.9% |
68% |
False |
False |
37,326 |
20 |
76.540 |
72.860 |
3.680 |
4.8% |
0.706 |
0.9% |
86% |
False |
False |
38,440 |
40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.625 |
0.8% |
79% |
False |
False |
30,917 |
60 |
77.675 |
72.860 |
4.815 |
6.3% |
0.609 |
0.8% |
66% |
False |
False |
27,485 |
80 |
79.295 |
72.860 |
6.435 |
8.5% |
0.579 |
0.8% |
49% |
False |
False |
20,666 |
100 |
81.985 |
72.860 |
9.125 |
12.0% |
0.580 |
0.8% |
35% |
False |
False |
16,565 |
120 |
81.985 |
72.860 |
9.125 |
12.0% |
0.527 |
0.7% |
35% |
False |
False |
13,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.775 |
2.618 |
77.861 |
1.618 |
77.301 |
1.000 |
76.955 |
0.618 |
76.741 |
HIGH |
76.395 |
0.618 |
76.181 |
0.500 |
76.115 |
0.382 |
76.049 |
LOW |
75.835 |
0.618 |
75.489 |
1.000 |
75.275 |
1.618 |
74.929 |
2.618 |
74.369 |
4.250 |
73.455 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
76.115 |
76.183 |
PP |
76.087 |
76.132 |
S1 |
76.058 |
76.081 |
|