ICE US Dollar Index Future June 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
88.400 |
88.545 |
0.145 |
0.2% |
86.725 |
| High |
88.800 |
88.650 |
-0.150 |
-0.2% |
88.405 |
| Low |
88.230 |
88.020 |
-0.210 |
-0.2% |
86.220 |
| Close |
88.463 |
88.473 |
0.010 |
0.0% |
88.315 |
| Range |
0.570 |
0.630 |
0.060 |
10.5% |
2.185 |
| ATR |
0.983 |
0.958 |
-0.025 |
-2.6% |
0.000 |
| Volume |
36,966 |
19,602 |
-17,364 |
-47.0% |
66,416 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.271 |
90.002 |
88.820 |
|
| R3 |
89.641 |
89.372 |
88.646 |
|
| R2 |
89.011 |
89.011 |
88.589 |
|
| R1 |
88.742 |
88.742 |
88.531 |
88.562 |
| PP |
88.381 |
88.381 |
88.381 |
88.291 |
| S1 |
88.112 |
88.112 |
88.415 |
87.932 |
| S2 |
87.751 |
87.751 |
88.358 |
|
| S3 |
87.121 |
87.482 |
88.300 |
|
| S4 |
86.491 |
86.852 |
88.127 |
|
|
| 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 |
86.385 |
2.415 |
2.7% |
0.833 |
0.9% |
86% |
False |
False |
24,098 |
| 10 |
88.800 |
85.935 |
2.865 |
3.2% |
0.963 |
1.1% |
89% |
False |
False |
23,521 |
| 20 |
88.800 |
84.330 |
4.470 |
5.1% |
1.007 |
1.1% |
93% |
False |
False |
29,013 |
| 40 |
88.800 |
80.140 |
8.660 |
9.8% |
0.885 |
1.0% |
96% |
False |
False |
28,076 |
| 60 |
88.800 |
79.730 |
9.070 |
10.3% |
0.791 |
0.9% |
96% |
False |
False |
26,268 |
| 80 |
88.800 |
79.730 |
9.070 |
10.3% |
0.748 |
0.8% |
96% |
False |
False |
20,672 |
| 100 |
88.800 |
77.405 |
11.395 |
12.9% |
0.683 |
0.8% |
97% |
False |
False |
16,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.328 |
|
2.618 |
90.299 |
|
1.618 |
89.669 |
|
1.000 |
89.280 |
|
0.618 |
89.039 |
|
HIGH |
88.650 |
|
0.618 |
88.409 |
|
0.500 |
88.335 |
|
0.382 |
88.261 |
|
LOW |
88.020 |
|
0.618 |
87.631 |
|
1.000 |
87.390 |
|
1.618 |
87.001 |
|
2.618 |
86.371 |
|
4.250 |
85.343 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.427 |
88.278 |
| PP |
88.381 |
88.083 |
| S1 |
88.335 |
87.888 |
|