ICE US Dollar Index Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
83.900 |
84.585 |
0.685 |
0.8% |
82.020 |
| High |
84.540 |
84.905 |
0.365 |
0.4% |
85.460 |
| Low |
83.070 |
84.330 |
1.260 |
1.5% |
81.870 |
| Close |
84.335 |
84.613 |
0.278 |
0.3% |
84.659 |
| Range |
1.470 |
0.575 |
-0.895 |
-60.9% |
3.590 |
| ATR |
0.837 |
0.818 |
-0.019 |
-2.2% |
0.000 |
| Volume |
68,758 |
37,048 |
-31,710 |
-46.1% |
168,154 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.341 |
86.052 |
84.929 |
|
| R3 |
85.766 |
85.477 |
84.771 |
|
| R2 |
85.191 |
85.191 |
84.718 |
|
| R1 |
84.902 |
84.902 |
84.666 |
85.047 |
| PP |
84.616 |
84.616 |
84.616 |
84.688 |
| S1 |
84.327 |
84.327 |
84.560 |
84.472 |
| S2 |
84.041 |
84.041 |
84.508 |
|
| S3 |
83.466 |
83.752 |
84.455 |
|
| S4 |
82.891 |
83.177 |
84.297 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.766 |
93.303 |
86.634 |
|
| R3 |
91.176 |
89.713 |
85.646 |
|
| R2 |
87.586 |
87.586 |
85.317 |
|
| R1 |
86.123 |
86.123 |
84.988 |
86.855 |
| PP |
83.996 |
83.996 |
83.996 |
84.362 |
| S1 |
82.533 |
82.533 |
84.330 |
83.265 |
| S2 |
80.406 |
80.406 |
84.001 |
|
| S3 |
76.816 |
78.943 |
83.672 |
|
| S4 |
73.226 |
75.353 |
82.685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.460 |
83.070 |
2.390 |
2.8% |
1.106 |
1.3% |
65% |
False |
False |
48,867 |
| 10 |
85.460 |
81.745 |
3.715 |
4.4% |
0.927 |
1.1% |
77% |
False |
False |
35,969 |
| 20 |
85.460 |
80.140 |
5.320 |
6.3% |
0.768 |
0.9% |
84% |
False |
False |
27,980 |
| 40 |
85.460 |
79.730 |
5.730 |
6.8% |
0.681 |
0.8% |
85% |
False |
False |
24,639 |
| 60 |
85.460 |
79.730 |
5.730 |
6.8% |
0.665 |
0.8% |
85% |
False |
False |
18,508 |
| 80 |
85.460 |
77.405 |
8.055 |
9.5% |
0.610 |
0.7% |
89% |
False |
False |
13,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.349 |
|
2.618 |
86.410 |
|
1.618 |
85.835 |
|
1.000 |
85.480 |
|
0.618 |
85.260 |
|
HIGH |
84.905 |
|
0.618 |
84.685 |
|
0.500 |
84.618 |
|
0.382 |
84.550 |
|
LOW |
84.330 |
|
0.618 |
83.975 |
|
1.000 |
83.755 |
|
1.618 |
83.400 |
|
2.618 |
82.825 |
|
4.250 |
81.886 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.618 |
84.480 |
| PP |
84.616 |
84.346 |
| S1 |
84.615 |
84.213 |
|