ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
73.770 |
73.955 |
0.185 |
0.3% |
74.830 |
High |
74.085 |
74.065 |
-0.020 |
0.0% |
74.955 |
Low |
73.665 |
73.515 |
-0.150 |
-0.2% |
73.725 |
Close |
73.999 |
73.528 |
-0.471 |
-0.6% |
73.807 |
Range |
0.420 |
0.550 |
0.130 |
31.0% |
1.230 |
ATR |
0.662 |
0.654 |
-0.008 |
-1.2% |
0.000 |
Volume |
33,323 |
32,443 |
-880 |
-2.6% |
122,698 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.353 |
74.990 |
73.831 |
|
R3 |
74.803 |
74.440 |
73.679 |
|
R2 |
74.253 |
74.253 |
73.629 |
|
R1 |
73.890 |
73.890 |
73.578 |
73.797 |
PP |
73.703 |
73.703 |
73.703 |
73.656 |
S1 |
73.340 |
73.340 |
73.478 |
73.247 |
S2 |
73.153 |
73.153 |
73.427 |
|
S3 |
72.603 |
72.790 |
73.377 |
|
S4 |
72.053 |
72.240 |
73.226 |
|
|
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 |
73.515 |
1.440 |
2.0% |
0.611 |
0.8% |
1% |
False |
True |
32,522 |
10 |
76.450 |
73.515 |
2.935 |
4.0% |
0.591 |
0.8% |
0% |
False |
True |
30,598 |
20 |
76.540 |
73.515 |
3.025 |
4.1% |
0.661 |
0.9% |
0% |
False |
True |
35,387 |
40 |
76.540 |
72.860 |
3.680 |
5.0% |
0.646 |
0.9% |
18% |
False |
False |
32,583 |
60 |
77.390 |
72.860 |
4.530 |
6.2% |
0.617 |
0.8% |
15% |
False |
False |
29,916 |
80 |
79.295 |
72.860 |
6.435 |
8.8% |
0.590 |
0.8% |
10% |
False |
False |
23,746 |
100 |
80.085 |
72.860 |
7.225 |
9.8% |
0.580 |
0.8% |
9% |
False |
False |
19,013 |
120 |
81.985 |
72.860 |
9.125 |
12.4% |
0.558 |
0.8% |
7% |
False |
False |
15,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.403 |
2.618 |
75.505 |
1.618 |
74.955 |
1.000 |
74.615 |
0.618 |
74.405 |
HIGH |
74.065 |
0.618 |
73.855 |
0.500 |
73.790 |
0.382 |
73.725 |
LOW |
73.515 |
0.618 |
73.175 |
1.000 |
72.965 |
1.618 |
72.625 |
2.618 |
72.075 |
4.250 |
71.178 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
73.790 |
74.010 |
PP |
73.703 |
73.849 |
S1 |
73.615 |
73.689 |
|