ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 02-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
75.000 |
75.335 |
0.335 |
0.4% |
76.350 |
High |
75.410 |
75.370 |
-0.040 |
-0.1% |
77.015 |
Low |
74.820 |
74.680 |
-0.140 |
-0.2% |
75.400 |
Close |
75.196 |
74.790 |
-0.406 |
-0.5% |
75.498 |
Range |
0.590 |
0.690 |
0.100 |
16.9% |
1.615 |
ATR |
0.590 |
0.597 |
0.007 |
1.2% |
0.000 |
Volume |
440 |
795 |
355 |
80.7% |
1,658 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.017 |
76.593 |
75.170 |
|
R3 |
76.327 |
75.903 |
74.980 |
|
R2 |
75.637 |
75.637 |
74.917 |
|
R1 |
75.213 |
75.213 |
74.853 |
75.080 |
PP |
74.947 |
74.947 |
74.947 |
74.880 |
S1 |
74.523 |
74.523 |
74.727 |
74.390 |
S2 |
74.257 |
74.257 |
74.664 |
|
S3 |
73.567 |
73.833 |
74.600 |
|
S4 |
72.877 |
73.143 |
74.411 |
|
|
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 |
76.175 |
74.680 |
1.495 |
2.0% |
0.515 |
0.7% |
7% |
False |
True |
459 |
10 |
77.015 |
74.680 |
2.335 |
3.1% |
0.553 |
0.7% |
5% |
False |
True |
405 |
20 |
77.015 |
74.610 |
2.405 |
3.2% |
0.624 |
0.8% |
7% |
False |
False |
336 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.542 |
0.7% |
40% |
False |
False |
197 |
60 |
77.977 |
73.325 |
4.652 |
6.2% |
0.451 |
0.6% |
31% |
False |
False |
135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.303 |
2.618 |
77.176 |
1.618 |
76.486 |
1.000 |
76.060 |
0.618 |
75.796 |
HIGH |
75.370 |
0.618 |
75.106 |
0.500 |
75.025 |
0.382 |
74.944 |
LOW |
74.680 |
0.618 |
74.254 |
1.000 |
73.990 |
1.618 |
73.564 |
2.618 |
72.874 |
4.250 |
71.748 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
75.025 |
75.045 |
PP |
74.947 |
74.960 |
S1 |
74.868 |
74.875 |
|