ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 01-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
75.325 |
75.000 |
-0.325 |
-0.4% |
76.350 |
High |
75.340 |
75.410 |
0.070 |
0.1% |
77.015 |
Low |
74.965 |
74.820 |
-0.145 |
-0.2% |
75.400 |
Close |
75.166 |
75.196 |
0.030 |
0.0% |
75.498 |
Range |
0.375 |
0.590 |
0.215 |
57.3% |
1.615 |
ATR |
0.590 |
0.590 |
0.000 |
0.0% |
0.000 |
Volume |
247 |
440 |
193 |
78.1% |
1,658 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.912 |
76.644 |
75.521 |
|
R3 |
76.322 |
76.054 |
75.358 |
|
R2 |
75.732 |
75.732 |
75.304 |
|
R1 |
75.464 |
75.464 |
75.250 |
75.598 |
PP |
75.142 |
75.142 |
75.142 |
75.209 |
S1 |
74.874 |
74.874 |
75.142 |
75.008 |
S2 |
74.552 |
74.552 |
75.088 |
|
S3 |
73.962 |
74.284 |
75.034 |
|
S4 |
73.372 |
73.694 |
74.872 |
|
|
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 |
76.405 |
74.820 |
1.585 |
2.1% |
0.471 |
0.6% |
24% |
False |
True |
356 |
10 |
77.015 |
74.820 |
2.195 |
2.9% |
0.532 |
0.7% |
17% |
False |
True |
336 |
20 |
77.015 |
73.500 |
3.515 |
4.7% |
0.659 |
0.9% |
48% |
False |
False |
300 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.534 |
0.7% |
51% |
False |
False |
178 |
60 |
77.977 |
73.325 |
4.652 |
6.2% |
0.439 |
0.6% |
40% |
False |
False |
122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.918 |
2.618 |
76.955 |
1.618 |
76.365 |
1.000 |
76.000 |
0.618 |
75.775 |
HIGH |
75.410 |
0.618 |
75.185 |
0.500 |
75.115 |
0.382 |
75.045 |
LOW |
74.820 |
0.618 |
74.455 |
1.000 |
74.230 |
1.618 |
73.865 |
2.618 |
73.275 |
4.250 |
72.313 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
75.169 |
75.192 |
PP |
75.142 |
75.187 |
S1 |
75.115 |
75.183 |
|