ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.365 |
73.770 |
-0.595 |
-0.8% |
74.830 |
High |
74.505 |
74.085 |
-0.420 |
-0.6% |
74.955 |
Low |
73.725 |
73.665 |
-0.060 |
-0.1% |
73.725 |
Close |
73.807 |
73.999 |
0.192 |
0.3% |
73.807 |
Range |
0.780 |
0.420 |
-0.360 |
-46.2% |
1.230 |
ATR |
0.681 |
0.662 |
-0.019 |
-2.7% |
0.000 |
Volume |
35,286 |
33,323 |
-1,963 |
-5.6% |
122,698 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.176 |
75.008 |
74.230 |
|
R3 |
74.756 |
74.588 |
74.115 |
|
R2 |
74.336 |
74.336 |
74.076 |
|
R1 |
74.168 |
74.168 |
74.038 |
74.252 |
PP |
73.916 |
73.916 |
73.916 |
73.959 |
S1 |
73.748 |
73.748 |
73.961 |
73.832 |
S2 |
73.496 |
73.496 |
73.922 |
|
S3 |
73.076 |
73.328 |
73.884 |
|
S4 |
72.656 |
72.908 |
73.768 |
|
|
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 |
74.955 |
73.665 |
1.290 |
1.7% |
0.570 |
0.8% |
26% |
False |
True |
31,204 |
10 |
76.540 |
73.665 |
2.875 |
3.9% |
0.607 |
0.8% |
12% |
False |
True |
31,228 |
20 |
76.540 |
73.665 |
2.875 |
3.9% |
0.671 |
0.9% |
12% |
False |
True |
36,342 |
40 |
76.540 |
72.860 |
3.680 |
5.0% |
0.651 |
0.9% |
31% |
False |
False |
32,296 |
60 |
77.675 |
72.860 |
4.815 |
6.5% |
0.620 |
0.8% |
24% |
False |
False |
29,859 |
80 |
79.295 |
72.860 |
6.435 |
8.7% |
0.588 |
0.8% |
18% |
False |
False |
23,342 |
100 |
80.085 |
72.860 |
7.225 |
9.8% |
0.579 |
0.8% |
16% |
False |
False |
18,689 |
120 |
81.985 |
72.860 |
9.125 |
12.3% |
0.553 |
0.7% |
12% |
False |
False |
15,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.870 |
2.618 |
75.185 |
1.618 |
74.765 |
1.000 |
74.505 |
0.618 |
74.345 |
HIGH |
74.085 |
0.618 |
73.925 |
0.500 |
73.875 |
0.382 |
73.825 |
LOW |
73.665 |
0.618 |
73.405 |
1.000 |
73.245 |
1.618 |
72.985 |
2.618 |
72.565 |
4.250 |
71.880 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
73.958 |
74.310 |
PP |
73.916 |
74.206 |
S1 |
73.875 |
74.103 |
|