ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
73.585 |
73.875 |
0.290 |
0.4% |
74.830 |
High |
73.995 |
74.320 |
0.325 |
0.4% |
74.955 |
Low |
73.560 |
73.695 |
0.135 |
0.2% |
73.725 |
Close |
73.939 |
74.201 |
0.262 |
0.4% |
73.807 |
Range |
0.435 |
0.625 |
0.190 |
43.7% |
1.230 |
ATR |
0.641 |
0.639 |
-0.001 |
-0.2% |
0.000 |
Volume |
40,925 |
38,502 |
-2,423 |
-5.9% |
122,698 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.947 |
75.699 |
74.545 |
|
R3 |
75.322 |
75.074 |
74.373 |
|
R2 |
74.697 |
74.697 |
74.316 |
|
R1 |
74.449 |
74.449 |
74.258 |
74.573 |
PP |
74.072 |
74.072 |
74.072 |
74.134 |
S1 |
73.824 |
73.824 |
74.144 |
73.948 |
S2 |
73.447 |
73.447 |
74.086 |
|
S3 |
72.822 |
73.199 |
74.029 |
|
S4 |
72.197 |
72.574 |
73.857 |
|
|
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 |
74.505 |
73.515 |
0.990 |
1.3% |
0.562 |
0.8% |
69% |
False |
False |
36,095 |
10 |
76.095 |
73.515 |
2.580 |
3.5% |
0.592 |
0.8% |
27% |
False |
False |
32,667 |
20 |
76.540 |
73.515 |
3.025 |
4.1% |
0.635 |
0.9% |
23% |
False |
False |
34,996 |
40 |
76.540 |
72.860 |
3.680 |
5.0% |
0.654 |
0.9% |
36% |
False |
False |
33,464 |
60 |
77.135 |
72.860 |
4.275 |
5.8% |
0.612 |
0.8% |
31% |
False |
False |
30,370 |
80 |
79.125 |
72.860 |
6.265 |
8.4% |
0.591 |
0.8% |
21% |
False |
False |
24,736 |
100 |
79.705 |
72.860 |
6.845 |
9.2% |
0.578 |
0.8% |
20% |
False |
False |
19,805 |
120 |
81.985 |
72.860 |
9.125 |
12.3% |
0.557 |
0.8% |
15% |
False |
False |
16,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.976 |
2.618 |
75.956 |
1.618 |
75.331 |
1.000 |
74.945 |
0.618 |
74.706 |
HIGH |
74.320 |
0.618 |
74.081 |
0.500 |
74.008 |
0.382 |
73.934 |
LOW |
73.695 |
0.618 |
73.309 |
1.000 |
73.070 |
1.618 |
72.684 |
2.618 |
72.059 |
4.250 |
71.039 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
74.137 |
74.107 |
PP |
74.072 |
74.012 |
S1 |
74.008 |
73.918 |
|