ICE US Dollar Index Future June 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.130 |
74.805 |
0.675 |
0.9% |
73.770 |
High |
74.935 |
74.950 |
0.015 |
0.0% |
74.935 |
Low |
74.045 |
74.596 |
0.551 |
0.7% |
73.515 |
Close |
74.798 |
74.596 |
-0.202 |
-0.3% |
74.798 |
Range |
0.890 |
0.354 |
-0.536 |
-60.2% |
1.420 |
ATR |
0.657 |
0.636 |
-0.022 |
-3.3% |
0.000 |
Volume |
19,307 |
1,282 |
-18,025 |
-93.4% |
164,500 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.776 |
75.540 |
74.791 |
|
R3 |
75.422 |
75.186 |
74.693 |
|
R2 |
75.068 |
75.068 |
74.661 |
|
R1 |
74.832 |
74.832 |
74.628 |
74.773 |
PP |
74.714 |
74.714 |
74.714 |
74.685 |
S1 |
74.478 |
74.478 |
74.564 |
74.419 |
S2 |
74.360 |
74.360 |
74.531 |
|
S3 |
74.006 |
74.124 |
74.499 |
|
S4 |
73.652 |
73.770 |
74.401 |
|
|
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 |
74.950 |
73.515 |
1.435 |
1.9% |
0.571 |
0.8% |
75% |
True |
False |
26,491 |
10 |
74.955 |
73.515 |
1.440 |
1.9% |
0.570 |
0.8% |
75% |
False |
False |
28,848 |
20 |
76.540 |
73.515 |
3.025 |
4.1% |
0.605 |
0.8% |
36% |
False |
False |
31,779 |
40 |
76.540 |
72.860 |
3.680 |
4.9% |
0.662 |
0.9% |
47% |
False |
False |
32,817 |
60 |
76.870 |
72.860 |
4.010 |
5.4% |
0.610 |
0.8% |
43% |
False |
False |
29,589 |
80 |
78.655 |
72.860 |
5.795 |
7.8% |
0.595 |
0.8% |
30% |
False |
False |
24,989 |
100 |
79.295 |
72.860 |
6.435 |
8.6% |
0.578 |
0.8% |
27% |
False |
False |
20,009 |
120 |
81.985 |
72.860 |
9.125 |
12.2% |
0.566 |
0.8% |
19% |
False |
False |
16,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.455 |
2.618 |
75.877 |
1.618 |
75.523 |
1.000 |
75.304 |
0.618 |
75.169 |
HIGH |
74.950 |
0.618 |
74.815 |
0.500 |
74.773 |
0.382 |
74.731 |
LOW |
74.596 |
0.618 |
74.377 |
1.000 |
74.242 |
1.618 |
74.023 |
2.618 |
73.669 |
4.250 |
73.092 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
74.773 |
74.505 |
PP |
74.714 |
74.414 |
S1 |
74.655 |
74.323 |
|