ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.865 |
74.365 |
-0.500 |
-0.7% |
74.830 |
High |
74.955 |
74.505 |
-0.450 |
-0.6% |
74.955 |
Low |
74.260 |
73.725 |
-0.535 |
-0.7% |
73.725 |
Close |
74.375 |
73.807 |
-0.568 |
-0.8% |
73.807 |
Range |
0.695 |
0.780 |
0.085 |
12.2% |
1.230 |
ATR |
0.673 |
0.681 |
0.008 |
1.1% |
0.000 |
Volume |
29,806 |
35,286 |
5,480 |
18.4% |
122,698 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.352 |
75.860 |
74.236 |
|
R3 |
75.572 |
75.080 |
74.022 |
|
R2 |
74.792 |
74.792 |
73.950 |
|
R1 |
74.300 |
74.300 |
73.879 |
74.156 |
PP |
74.012 |
74.012 |
74.012 |
73.941 |
S1 |
73.520 |
73.520 |
73.736 |
73.376 |
S2 |
73.232 |
73.232 |
73.664 |
|
S3 |
72.452 |
72.740 |
73.593 |
|
S4 |
71.672 |
71.960 |
73.378 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.852 |
77.060 |
74.484 |
|
R3 |
76.622 |
75.830 |
74.145 |
|
R2 |
75.392 |
75.392 |
74.033 |
|
R1 |
74.600 |
74.600 |
73.920 |
74.381 |
PP |
74.162 |
74.162 |
74.162 |
74.053 |
S1 |
73.370 |
73.370 |
73.694 |
73.151 |
S2 |
72.932 |
72.932 |
73.582 |
|
S3 |
71.702 |
72.140 |
73.469 |
|
S4 |
70.472 |
70.910 |
73.131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.670 |
73.725 |
1.945 |
2.6% |
0.641 |
0.9% |
4% |
False |
True |
29,936 |
10 |
76.540 |
73.725 |
2.815 |
3.8% |
0.649 |
0.9% |
3% |
False |
True |
32,073 |
20 |
76.540 |
73.725 |
2.815 |
3.8% |
0.703 |
1.0% |
3% |
False |
True |
38,026 |
40 |
76.540 |
72.860 |
3.680 |
5.0% |
0.649 |
0.9% |
26% |
False |
False |
32,020 |
60 |
77.675 |
72.860 |
4.815 |
6.5% |
0.626 |
0.8% |
20% |
False |
False |
29,777 |
80 |
79.295 |
72.860 |
6.435 |
8.7% |
0.590 |
0.8% |
15% |
False |
False |
22,926 |
100 |
80.670 |
72.860 |
7.810 |
10.6% |
0.585 |
0.8% |
12% |
False |
False |
18,358 |
120 |
81.985 |
72.860 |
9.125 |
12.4% |
0.550 |
0.7% |
10% |
False |
False |
15,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.820 |
2.618 |
76.547 |
1.618 |
75.767 |
1.000 |
75.285 |
0.618 |
74.987 |
HIGH |
74.505 |
0.618 |
74.207 |
0.500 |
74.115 |
0.382 |
74.023 |
LOW |
73.725 |
0.618 |
73.243 |
1.000 |
72.945 |
1.618 |
72.463 |
2.618 |
71.683 |
4.250 |
70.410 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
74.115 |
74.340 |
PP |
74.012 |
74.162 |
S1 |
73.910 |
73.985 |
|