ICE US Dollar Index Future June 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
82.075 |
82.020 |
-0.055 |
-0.1% |
81.580 |
| High |
82.230 |
82.690 |
0.460 |
0.6% |
82.870 |
| Low |
81.745 |
81.870 |
0.125 |
0.2% |
81.360 |
| Close |
81.991 |
82.399 |
0.408 |
0.5% |
81.991 |
| Range |
0.485 |
0.820 |
0.335 |
69.1% |
1.510 |
| ATR |
0.623 |
0.637 |
0.014 |
2.3% |
0.000 |
| Volume |
21,280 |
16,620 |
-4,660 |
-21.9% |
123,437 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.780 |
84.409 |
82.850 |
|
| R3 |
83.960 |
83.589 |
82.625 |
|
| R2 |
83.140 |
83.140 |
82.549 |
|
| R1 |
82.769 |
82.769 |
82.474 |
82.955 |
| PP |
82.320 |
82.320 |
82.320 |
82.412 |
| S1 |
81.949 |
81.949 |
82.324 |
82.135 |
| S2 |
81.500 |
81.500 |
82.249 |
|
| S3 |
80.680 |
81.129 |
82.174 |
|
| S4 |
79.860 |
80.309 |
81.948 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.604 |
85.807 |
82.822 |
|
| R3 |
85.094 |
84.297 |
82.406 |
|
| R2 |
83.584 |
83.584 |
82.268 |
|
| R1 |
82.787 |
82.787 |
82.129 |
83.186 |
| PP |
82.074 |
82.074 |
82.074 |
82.273 |
| S1 |
81.277 |
81.277 |
81.853 |
81.676 |
| S2 |
80.564 |
80.564 |
81.714 |
|
| S3 |
79.054 |
79.767 |
81.576 |
|
| S4 |
77.544 |
78.257 |
81.161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.870 |
81.360 |
1.510 |
1.8% |
0.782 |
0.9% |
69% |
False |
False |
23,083 |
| 10 |
82.870 |
80.860 |
2.010 |
2.4% |
0.668 |
0.8% |
77% |
False |
False |
21,151 |
| 20 |
82.870 |
80.140 |
2.730 |
3.3% |
0.590 |
0.7% |
83% |
False |
False |
20,977 |
| 40 |
82.870 |
79.730 |
3.140 |
3.8% |
0.588 |
0.7% |
85% |
False |
False |
21,142 |
| 60 |
82.870 |
79.730 |
3.140 |
3.8% |
0.605 |
0.7% |
85% |
False |
False |
14,267 |
| 80 |
82.870 |
77.170 |
5.700 |
6.9% |
0.540 |
0.7% |
92% |
False |
False |
10,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.175 |
|
2.618 |
84.837 |
|
1.618 |
84.017 |
|
1.000 |
83.510 |
|
0.618 |
83.197 |
|
HIGH |
82.690 |
|
0.618 |
82.377 |
|
0.500 |
82.280 |
|
0.382 |
82.183 |
|
LOW |
81.870 |
|
0.618 |
81.363 |
|
1.000 |
81.050 |
|
1.618 |
80.543 |
|
2.618 |
79.723 |
|
4.250 |
78.385 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.359 |
82.339 |
| PP |
82.320 |
82.278 |
| S1 |
82.280 |
82.218 |
|