ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
76.095 |
75.620 |
-0.475 |
-0.6% |
75.845 |
High |
76.095 |
75.670 |
-0.425 |
-0.6% |
76.540 |
Low |
75.415 |
74.895 |
-0.520 |
-0.7% |
74.895 |
Close |
75.632 |
74.955 |
-0.677 |
-0.9% |
74.955 |
Range |
0.680 |
0.775 |
0.095 |
14.0% |
1.645 |
ATR |
0.686 |
0.693 |
0.006 |
0.9% |
0.000 |
Volume |
31,803 |
26,982 |
-4,821 |
-15.2% |
156,262 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.498 |
77.002 |
75.381 |
|
R3 |
76.723 |
76.227 |
75.168 |
|
R2 |
75.948 |
75.948 |
75.097 |
|
R1 |
75.452 |
75.452 |
75.026 |
75.313 |
PP |
75.173 |
75.173 |
75.173 |
75.104 |
S1 |
74.677 |
74.677 |
74.884 |
74.538 |
S2 |
74.398 |
74.398 |
74.813 |
|
S3 |
73.623 |
73.902 |
74.742 |
|
S4 |
72.848 |
73.127 |
74.529 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.398 |
79.322 |
75.860 |
|
R3 |
78.753 |
77.677 |
75.407 |
|
R2 |
77.108 |
77.108 |
75.257 |
|
R1 |
76.032 |
76.032 |
75.106 |
75.748 |
PP |
75.463 |
75.463 |
75.463 |
75.321 |
S1 |
74.387 |
74.387 |
74.804 |
74.103 |
S2 |
73.818 |
73.818 |
74.653 |
|
S3 |
72.173 |
72.742 |
74.503 |
|
S4 |
70.528 |
71.097 |
74.050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.540 |
74.895 |
1.645 |
2.2% |
0.644 |
0.9% |
4% |
False |
True |
31,252 |
10 |
76.540 |
74.895 |
1.645 |
2.2% |
0.641 |
0.9% |
4% |
False |
True |
34,711 |
20 |
76.540 |
72.860 |
3.680 |
4.9% |
0.738 |
1.0% |
57% |
False |
False |
39,148 |
40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.638 |
0.9% |
52% |
False |
False |
31,252 |
60 |
77.675 |
72.860 |
4.815 |
6.4% |
0.614 |
0.8% |
44% |
False |
False |
28,437 |
80 |
79.295 |
72.860 |
6.435 |
8.6% |
0.583 |
0.8% |
33% |
False |
False |
21,399 |
100 |
81.985 |
72.860 |
9.125 |
12.2% |
0.581 |
0.8% |
23% |
False |
False |
17,145 |
120 |
81.985 |
72.860 |
9.125 |
12.2% |
0.538 |
0.7% |
23% |
False |
False |
14,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.964 |
2.618 |
77.699 |
1.618 |
76.924 |
1.000 |
76.445 |
0.618 |
76.149 |
HIGH |
75.670 |
0.618 |
75.374 |
0.500 |
75.283 |
0.382 |
75.191 |
LOW |
74.895 |
0.618 |
74.416 |
1.000 |
74.120 |
1.618 |
73.641 |
2.618 |
72.866 |
4.250 |
71.601 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
75.283 |
75.645 |
PP |
75.173 |
75.415 |
S1 |
75.064 |
75.185 |
|