ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 26-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
76.115 |
76.095 |
-0.020 |
0.0% |
76.080 |
High |
76.395 |
76.095 |
-0.300 |
-0.4% |
76.190 |
Low |
75.835 |
75.415 |
-0.420 |
-0.6% |
75.085 |
Close |
76.030 |
75.632 |
-0.398 |
-0.5% |
75.579 |
Range |
0.560 |
0.680 |
0.120 |
21.4% |
1.105 |
ATR |
0.687 |
0.686 |
0.000 |
-0.1% |
0.000 |
Volume |
31,553 |
31,803 |
250 |
0.8% |
190,851 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.754 |
77.373 |
76.006 |
|
R3 |
77.074 |
76.693 |
75.819 |
|
R2 |
76.394 |
76.394 |
75.757 |
|
R1 |
76.013 |
76.013 |
75.694 |
75.864 |
PP |
75.714 |
75.714 |
75.714 |
75.639 |
S1 |
75.333 |
75.333 |
75.570 |
75.184 |
S2 |
75.034 |
75.034 |
75.507 |
|
S3 |
74.354 |
74.653 |
75.445 |
|
S4 |
73.674 |
73.973 |
75.258 |
|
|
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% |
0.656 |
0.9% |
38% |
False |
False |
34,211 |
10 |
76.540 |
74.945 |
1.595 |
2.1% |
0.683 |
0.9% |
43% |
False |
False |
36,595 |
20 |
76.540 |
72.860 |
3.680 |
4.9% |
0.717 |
0.9% |
75% |
False |
False |
38,720 |
40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.631 |
0.8% |
69% |
False |
False |
31,155 |
60 |
77.675 |
72.860 |
4.815 |
6.4% |
0.609 |
0.8% |
58% |
False |
False |
28,004 |
80 |
79.295 |
72.860 |
6.435 |
8.5% |
0.583 |
0.8% |
43% |
False |
False |
21,062 |
100 |
81.985 |
72.860 |
9.125 |
12.1% |
0.580 |
0.8% |
30% |
False |
False |
16,883 |
120 |
81.985 |
72.860 |
9.125 |
12.1% |
0.531 |
0.7% |
30% |
False |
False |
14,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.985 |
2.618 |
77.875 |
1.618 |
77.195 |
1.000 |
76.775 |
0.618 |
76.515 |
HIGH |
76.095 |
0.618 |
75.835 |
0.500 |
75.755 |
0.382 |
75.675 |
LOW |
75.415 |
0.618 |
74.995 |
1.000 |
74.735 |
1.618 |
74.315 |
2.618 |
73.635 |
4.250 |
72.525 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
75.755 |
75.933 |
PP |
75.714 |
75.832 |
S1 |
75.673 |
75.732 |
|