ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 01-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.830 |
74.525 |
-0.305 |
-0.4% |
75.845 |
High |
74.840 |
74.955 |
0.115 |
0.2% |
76.540 |
Low |
74.495 |
74.345 |
-0.150 |
-0.2% |
74.895 |
Close |
74.696 |
74.731 |
0.035 |
0.0% |
74.955 |
Range |
0.345 |
0.610 |
0.265 |
76.8% |
1.645 |
ATR |
0.676 |
0.671 |
-0.005 |
-0.7% |
0.000 |
Volume |
25,853 |
31,753 |
5,900 |
22.8% |
156,262 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.507 |
76.229 |
75.067 |
|
R3 |
75.897 |
75.619 |
74.899 |
|
R2 |
75.287 |
75.287 |
74.843 |
|
R1 |
75.009 |
75.009 |
74.787 |
75.148 |
PP |
74.677 |
74.677 |
74.677 |
74.747 |
S1 |
74.399 |
74.399 |
74.675 |
74.538 |
S2 |
74.067 |
74.067 |
74.619 |
|
S3 |
73.457 |
73.789 |
74.563 |
|
S4 |
72.847 |
73.179 |
74.396 |
|
|
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 |
76.395 |
74.345 |
2.050 |
2.7% |
0.594 |
0.8% |
19% |
False |
True |
29,588 |
10 |
76.540 |
74.345 |
2.195 |
2.9% |
0.604 |
0.8% |
18% |
False |
True |
32,840 |
20 |
76.540 |
72.860 |
3.680 |
4.9% |
0.732 |
1.0% |
51% |
False |
False |
39,645 |
40 |
76.540 |
72.860 |
3.680 |
4.9% |
0.633 |
0.8% |
51% |
False |
False |
31,536 |
60 |
77.675 |
72.860 |
4.815 |
6.4% |
0.618 |
0.8% |
39% |
False |
False |
29,244 |
80 |
79.295 |
72.860 |
6.435 |
8.6% |
0.583 |
0.8% |
29% |
False |
False |
22,115 |
100 |
81.760 |
72.860 |
8.900 |
11.9% |
0.583 |
0.8% |
21% |
False |
False |
17,708 |
120 |
81.985 |
72.860 |
9.125 |
12.2% |
0.546 |
0.7% |
21% |
False |
False |
14,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.548 |
2.618 |
76.552 |
1.618 |
75.942 |
1.000 |
75.565 |
0.618 |
75.332 |
HIGH |
74.955 |
0.618 |
74.722 |
0.500 |
74.650 |
0.382 |
74.578 |
LOW |
74.345 |
0.618 |
73.968 |
1.000 |
73.735 |
1.618 |
73.358 |
2.618 |
72.748 |
4.250 |
71.753 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
74.704 |
75.008 |
PP |
74.677 |
74.915 |
S1 |
74.650 |
74.823 |
|