ICE US Dollar Index Future June 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
87.940 |
87.030 |
-0.910 |
-1.0% |
88.400 |
| High |
88.080 |
87.670 |
-0.410 |
-0.5% |
88.800 |
| Low |
86.750 |
86.960 |
0.210 |
0.2% |
86.750 |
| Close |
87.166 |
87.517 |
0.351 |
0.4% |
87.517 |
| Range |
1.330 |
0.710 |
-0.620 |
-46.6% |
2.050 |
| ATR |
0.989 |
0.969 |
-0.020 |
-2.0% |
0.000 |
| Volume |
32,771 |
30,435 |
-2,336 |
-7.1% |
154,528 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.512 |
89.225 |
87.908 |
|
| R3 |
88.802 |
88.515 |
87.712 |
|
| R2 |
88.092 |
88.092 |
87.647 |
|
| R1 |
87.805 |
87.805 |
87.582 |
87.949 |
| PP |
87.382 |
87.382 |
87.382 |
87.454 |
| S1 |
87.095 |
87.095 |
87.452 |
87.239 |
| S2 |
86.672 |
86.672 |
87.387 |
|
| S3 |
85.962 |
86.385 |
87.322 |
|
| S4 |
85.252 |
85.675 |
87.127 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.839 |
92.728 |
88.645 |
|
| R3 |
91.789 |
90.678 |
88.081 |
|
| R2 |
89.739 |
89.739 |
87.893 |
|
| R1 |
88.628 |
88.628 |
87.705 |
88.159 |
| PP |
87.689 |
87.689 |
87.689 |
87.454 |
| S1 |
86.578 |
86.578 |
87.329 |
86.109 |
| S2 |
85.639 |
85.639 |
87.141 |
|
| S3 |
83.589 |
84.528 |
86.953 |
|
| S4 |
81.539 |
82.478 |
86.390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.800 |
86.750 |
2.050 |
2.3% |
0.844 |
1.0% |
37% |
False |
False |
30,905 |
| 10 |
88.800 |
85.935 |
2.865 |
3.3% |
0.951 |
1.1% |
55% |
False |
False |
25,105 |
| 20 |
88.800 |
85.325 |
3.475 |
4.0% |
1.045 |
1.2% |
63% |
False |
False |
29,806 |
| 40 |
88.800 |
80.580 |
8.220 |
9.4% |
0.922 |
1.1% |
84% |
False |
False |
28,888 |
| 60 |
88.800 |
79.945 |
8.855 |
10.1% |
0.813 |
0.9% |
86% |
False |
False |
26,358 |
| 80 |
88.800 |
79.730 |
9.070 |
10.4% |
0.761 |
0.9% |
86% |
False |
False |
21,893 |
| 100 |
88.800 |
78.605 |
10.195 |
11.6% |
0.701 |
0.8% |
87% |
False |
False |
17,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.688 |
|
2.618 |
89.529 |
|
1.618 |
88.819 |
|
1.000 |
88.380 |
|
0.618 |
88.109 |
|
HIGH |
87.670 |
|
0.618 |
87.399 |
|
0.500 |
87.315 |
|
0.382 |
87.231 |
|
LOW |
86.960 |
|
0.618 |
86.521 |
|
1.000 |
86.250 |
|
1.618 |
85.811 |
|
2.618 |
85.101 |
|
4.250 |
83.943 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.450 |
87.588 |
| PP |
87.382 |
87.564 |
| S1 |
87.315 |
87.541 |
|