ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
73.955 |
73.585 |
-0.370 |
-0.5% |
74.830 |
High |
74.065 |
73.995 |
-0.070 |
-0.1% |
74.955 |
Low |
73.515 |
73.560 |
0.045 |
0.1% |
73.725 |
Close |
73.528 |
73.939 |
0.411 |
0.6% |
73.807 |
Range |
0.550 |
0.435 |
-0.115 |
-20.9% |
1.230 |
ATR |
0.654 |
0.641 |
-0.013 |
-2.0% |
0.000 |
Volume |
32,443 |
40,925 |
8,482 |
26.1% |
122,698 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.136 |
74.973 |
74.178 |
|
R3 |
74.701 |
74.538 |
74.059 |
|
R2 |
74.266 |
74.266 |
74.019 |
|
R1 |
74.103 |
74.103 |
73.979 |
74.185 |
PP |
73.831 |
73.831 |
73.831 |
73.872 |
S1 |
73.668 |
73.668 |
73.899 |
73.750 |
S2 |
73.396 |
73.396 |
73.859 |
|
S3 |
72.961 |
73.233 |
73.819 |
|
S4 |
72.526 |
72.798 |
73.700 |
|
|
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 |
1.9% |
0.576 |
0.8% |
29% |
False |
False |
34,356 |
10 |
76.395 |
73.515 |
2.880 |
3.9% |
0.585 |
0.8% |
15% |
False |
False |
31,972 |
20 |
76.540 |
73.515 |
3.025 |
4.1% |
0.658 |
0.9% |
14% |
False |
False |
35,827 |
40 |
76.540 |
72.860 |
3.680 |
5.0% |
0.652 |
0.9% |
29% |
False |
False |
33,181 |
60 |
77.390 |
72.860 |
4.530 |
6.1% |
0.615 |
0.8% |
24% |
False |
False |
30,224 |
80 |
79.125 |
72.860 |
6.265 |
8.5% |
0.588 |
0.8% |
17% |
False |
False |
24,256 |
100 |
80.085 |
72.860 |
7.225 |
9.8% |
0.580 |
0.8% |
15% |
False |
False |
19,421 |
120 |
81.985 |
72.860 |
9.125 |
12.3% |
0.554 |
0.7% |
12% |
False |
False |
16,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.844 |
2.618 |
75.134 |
1.618 |
74.699 |
1.000 |
74.430 |
0.618 |
74.264 |
HIGH |
73.995 |
0.618 |
73.829 |
0.500 |
73.778 |
0.382 |
73.726 |
LOW |
73.560 |
0.618 |
73.291 |
1.000 |
73.125 |
1.618 |
72.856 |
2.618 |
72.421 |
4.250 |
71.711 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
73.885 |
73.893 |
PP |
73.831 |
73.846 |
S1 |
73.778 |
73.800 |
|