ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
75.400 |
75.325 |
-0.075 |
-0.1% |
76.350 |
High |
75.545 |
75.340 |
-0.205 |
-0.3% |
77.015 |
Low |
75.400 |
74.965 |
-0.435 |
-0.6% |
75.400 |
Close |
75.510 |
75.166 |
-0.344 |
-0.5% |
75.498 |
Range |
0.145 |
0.375 |
0.230 |
158.6% |
1.615 |
ATR |
0.593 |
0.590 |
-0.003 |
-0.6% |
0.000 |
Volume |
550 |
247 |
-303 |
-55.1% |
1,658 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.282 |
76.099 |
75.372 |
|
R3 |
75.907 |
75.724 |
75.269 |
|
R2 |
75.532 |
75.532 |
75.235 |
|
R1 |
75.349 |
75.349 |
75.200 |
75.253 |
PP |
75.157 |
75.157 |
75.157 |
75.109 |
S1 |
74.974 |
74.974 |
75.132 |
74.878 |
S2 |
74.782 |
74.782 |
75.097 |
|
S3 |
74.407 |
74.599 |
75.063 |
|
S4 |
74.032 |
74.224 |
74.960 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.816 |
79.772 |
76.386 |
|
R3 |
79.201 |
78.157 |
75.942 |
|
R2 |
77.586 |
77.586 |
75.794 |
|
R1 |
76.542 |
76.542 |
75.646 |
76.257 |
PP |
75.971 |
75.971 |
75.971 |
75.828 |
S1 |
74.927 |
74.927 |
75.350 |
74.642 |
S2 |
74.356 |
74.356 |
75.202 |
|
S3 |
72.741 |
73.312 |
75.054 |
|
S4 |
71.126 |
71.697 |
74.610 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.855 |
74.965 |
1.890 |
2.5% |
0.457 |
0.6% |
11% |
False |
True |
304 |
10 |
77.015 |
74.965 |
2.050 |
2.7% |
0.513 |
0.7% |
10% |
False |
True |
304 |
20 |
77.015 |
73.370 |
3.645 |
4.8% |
0.655 |
0.9% |
49% |
False |
False |
280 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.525 |
0.7% |
50% |
False |
False |
167 |
60 |
77.977 |
73.325 |
4.652 |
6.2% |
0.429 |
0.6% |
40% |
False |
False |
124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.934 |
2.618 |
76.322 |
1.618 |
75.947 |
1.000 |
75.715 |
0.618 |
75.572 |
HIGH |
75.340 |
0.618 |
75.197 |
0.500 |
75.153 |
0.382 |
75.108 |
LOW |
74.965 |
0.618 |
74.733 |
1.000 |
74.590 |
1.618 |
74.358 |
2.618 |
73.983 |
4.250 |
73.371 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
75.162 |
75.570 |
PP |
75.157 |
75.435 |
S1 |
75.153 |
75.301 |
|