ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
73.875 |
74.130 |
0.255 |
0.3% |
73.770 |
High |
74.320 |
74.935 |
0.615 |
0.8% |
74.935 |
Low |
73.695 |
74.045 |
0.350 |
0.5% |
73.515 |
Close |
74.201 |
74.798 |
0.597 |
0.8% |
74.798 |
Range |
0.625 |
0.890 |
0.265 |
42.4% |
1.420 |
ATR |
0.639 |
0.657 |
0.018 |
2.8% |
0.000 |
Volume |
38,502 |
19,307 |
-19,195 |
-49.9% |
164,500 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.263 |
76.920 |
75.288 |
|
R3 |
76.373 |
76.030 |
75.043 |
|
R2 |
75.483 |
75.483 |
74.961 |
|
R1 |
75.140 |
75.140 |
74.880 |
75.312 |
PP |
74.593 |
74.593 |
74.593 |
74.678 |
S1 |
74.250 |
74.250 |
74.716 |
74.422 |
S2 |
73.703 |
73.703 |
74.635 |
|
S3 |
72.813 |
73.360 |
74.553 |
|
S4 |
71.923 |
72.470 |
74.309 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.676 |
78.157 |
75.579 |
|
R3 |
77.256 |
76.737 |
75.189 |
|
R2 |
75.836 |
75.836 |
75.058 |
|
R1 |
75.317 |
75.317 |
74.928 |
75.577 |
PP |
74.416 |
74.416 |
74.416 |
74.546 |
S1 |
73.897 |
73.897 |
74.668 |
74.157 |
S2 |
72.996 |
72.996 |
74.538 |
|
S3 |
71.576 |
72.477 |
74.408 |
|
S4 |
70.156 |
71.057 |
74.017 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.935 |
73.515 |
1.420 |
1.9% |
0.584 |
0.8% |
90% |
True |
False |
32,900 |
10 |
75.670 |
73.515 |
2.155 |
2.9% |
0.613 |
0.8% |
60% |
False |
False |
31,418 |
20 |
76.540 |
73.515 |
3.025 |
4.0% |
0.648 |
0.9% |
42% |
False |
False |
34,006 |
40 |
76.540 |
72.860 |
3.680 |
4.9% |
0.667 |
0.9% |
53% |
False |
False |
33,391 |
60 |
76.980 |
72.860 |
4.120 |
5.5% |
0.618 |
0.8% |
47% |
False |
False |
30,053 |
80 |
78.745 |
72.860 |
5.885 |
7.9% |
0.595 |
0.8% |
33% |
False |
False |
24,975 |
100 |
79.705 |
72.860 |
6.845 |
9.2% |
0.581 |
0.8% |
28% |
False |
False |
19,997 |
120 |
81.985 |
72.860 |
9.125 |
12.2% |
0.564 |
0.8% |
21% |
False |
False |
16,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.718 |
2.618 |
77.265 |
1.618 |
76.375 |
1.000 |
75.825 |
0.618 |
75.485 |
HIGH |
74.935 |
0.618 |
74.595 |
0.500 |
74.490 |
0.382 |
74.385 |
LOW |
74.045 |
0.618 |
73.495 |
1.000 |
73.155 |
1.618 |
72.605 |
2.618 |
71.715 |
4.250 |
70.263 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
74.695 |
74.615 |
PP |
74.593 |
74.431 |
S1 |
74.490 |
74.248 |
|