ICE US Dollar Index Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
82.490 |
83.615 |
1.125 |
1.4% |
81.580 |
| High |
83.625 |
84.435 |
0.810 |
1.0% |
82.870 |
| Low |
82.405 |
83.470 |
1.065 |
1.3% |
81.360 |
| Close |
83.421 |
84.200 |
0.779 |
0.9% |
81.991 |
| Range |
1.220 |
0.965 |
-0.255 |
-20.9% |
1.510 |
| ATR |
0.679 |
0.703 |
0.024 |
3.5% |
0.000 |
| Volume |
13,003 |
30,757 |
17,754 |
136.5% |
123,437 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.930 |
86.530 |
84.731 |
|
| R3 |
85.965 |
85.565 |
84.465 |
|
| R2 |
85.000 |
85.000 |
84.377 |
|
| R1 |
84.600 |
84.600 |
84.288 |
84.800 |
| PP |
84.035 |
84.035 |
84.035 |
84.135 |
| S1 |
83.635 |
83.635 |
84.112 |
83.835 |
| S2 |
83.070 |
83.070 |
84.023 |
|
| S3 |
82.105 |
82.670 |
83.935 |
|
| S4 |
81.140 |
81.705 |
83.669 |
|
|
| 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 |
84.435 |
81.745 |
2.690 |
3.2% |
0.799 |
0.9% |
91% |
True |
False |
22,402 |
| 10 |
84.435 |
81.140 |
3.295 |
3.9% |
0.811 |
1.0% |
93% |
True |
False |
21,993 |
| 20 |
84.435 |
80.140 |
4.295 |
5.1% |
0.655 |
0.8% |
95% |
True |
False |
21,681 |
| 40 |
84.435 |
79.730 |
4.705 |
5.6% |
0.621 |
0.7% |
95% |
True |
False |
21,839 |
| 60 |
84.435 |
79.730 |
4.705 |
5.6% |
0.621 |
0.7% |
95% |
True |
False |
14,982 |
| 80 |
84.435 |
77.170 |
7.265 |
8.6% |
0.560 |
0.7% |
97% |
True |
False |
11,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.536 |
|
2.618 |
86.961 |
|
1.618 |
85.996 |
|
1.000 |
85.400 |
|
0.618 |
85.031 |
|
HIGH |
84.435 |
|
0.618 |
84.066 |
|
0.500 |
83.953 |
|
0.382 |
83.839 |
|
LOW |
83.470 |
|
0.618 |
82.874 |
|
1.000 |
82.505 |
|
1.618 |
81.909 |
|
2.618 |
80.944 |
|
4.250 |
79.369 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.118 |
83.851 |
| PP |
84.035 |
83.502 |
| S1 |
83.953 |
83.153 |
|