ICE US Dollar Index Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
87.190 |
88.400 |
1.210 |
1.4% |
86.725 |
| High |
88.405 |
88.800 |
0.395 |
0.4% |
88.405 |
| Low |
86.975 |
88.230 |
1.255 |
1.4% |
86.220 |
| Close |
88.315 |
88.463 |
0.148 |
0.2% |
88.315 |
| Range |
1.430 |
0.570 |
-0.860 |
-60.1% |
2.185 |
| ATR |
1.015 |
0.983 |
-0.032 |
-3.1% |
0.000 |
| Volume |
19,036 |
36,966 |
17,930 |
94.2% |
66,416 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.208 |
89.905 |
88.777 |
|
| R3 |
89.638 |
89.335 |
88.620 |
|
| R2 |
89.068 |
89.068 |
88.568 |
|
| R1 |
88.765 |
88.765 |
88.515 |
88.917 |
| PP |
88.498 |
88.498 |
88.498 |
88.573 |
| S1 |
88.195 |
88.195 |
88.411 |
88.347 |
| S2 |
87.928 |
87.928 |
88.359 |
|
| S3 |
87.358 |
87.625 |
88.306 |
|
| S4 |
86.788 |
87.055 |
88.150 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.202 |
93.443 |
89.517 |
|
| R3 |
92.017 |
91.258 |
88.916 |
|
| R2 |
89.832 |
89.832 |
88.716 |
|
| R1 |
89.073 |
89.073 |
88.515 |
89.453 |
| PP |
87.647 |
87.647 |
87.647 |
87.836 |
| S1 |
86.888 |
86.888 |
88.115 |
87.268 |
| S2 |
85.462 |
85.462 |
87.914 |
|
| S3 |
83.277 |
84.703 |
87.714 |
|
| S4 |
81.092 |
82.518 |
87.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.800 |
86.220 |
2.580 |
2.9% |
0.979 |
1.1% |
87% |
True |
False |
20,676 |
| 10 |
88.800 |
85.655 |
3.145 |
3.6% |
0.998 |
1.1% |
89% |
True |
False |
25,142 |
| 20 |
88.800 |
83.070 |
5.730 |
6.5% |
1.049 |
1.2% |
94% |
True |
False |
31,471 |
| 40 |
88.800 |
80.140 |
8.660 |
9.8% |
0.885 |
1.0% |
96% |
True |
False |
28,283 |
| 60 |
88.800 |
79.730 |
9.070 |
10.3% |
0.791 |
0.9% |
96% |
True |
False |
26,461 |
| 80 |
88.800 |
79.730 |
9.070 |
10.3% |
0.746 |
0.8% |
96% |
True |
False |
20,428 |
| 100 |
88.800 |
77.405 |
11.395 |
12.9% |
0.679 |
0.8% |
97% |
True |
False |
16,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.223 |
|
2.618 |
90.292 |
|
1.618 |
89.722 |
|
1.000 |
89.370 |
|
0.618 |
89.152 |
|
HIGH |
88.800 |
|
0.618 |
88.582 |
|
0.500 |
88.515 |
|
0.382 |
88.448 |
|
LOW |
88.230 |
|
0.618 |
87.878 |
|
1.000 |
87.660 |
|
1.618 |
87.308 |
|
2.618 |
86.738 |
|
4.250 |
85.808 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.515 |
88.173 |
| PP |
88.498 |
87.883 |
| S1 |
88.480 |
87.593 |
|