ICE US Dollar Index Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
87.005 |
87.550 |
0.545 |
0.6% |
87.120 |
| High |
87.700 |
88.920 |
1.220 |
1.4% |
88.920 |
| Low |
86.755 |
87.365 |
0.610 |
0.7% |
86.595 |
| Close |
87.584 |
88.905 |
1.321 |
1.5% |
88.905 |
| Range |
0.945 |
1.555 |
0.610 |
64.6% |
2.325 |
| ATR |
0.837 |
0.888 |
0.051 |
6.1% |
0.000 |
| Volume |
534 |
3,341 |
2,807 |
525.7% |
4,494 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.062 |
92.538 |
89.760 |
|
| R3 |
91.507 |
90.983 |
89.333 |
|
| R2 |
89.952 |
89.952 |
89.190 |
|
| R1 |
89.428 |
89.428 |
89.048 |
89.690 |
| PP |
88.397 |
88.397 |
88.397 |
88.528 |
| S1 |
87.873 |
87.873 |
88.762 |
88.135 |
| S2 |
86.842 |
86.842 |
88.620 |
|
| S3 |
85.287 |
86.318 |
88.477 |
|
| S4 |
83.732 |
84.763 |
88.050 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.115 |
94.335 |
90.184 |
|
| R3 |
92.790 |
92.010 |
89.544 |
|
| R2 |
90.465 |
90.465 |
89.331 |
|
| R1 |
89.685 |
89.685 |
89.118 |
90.075 |
| PP |
88.140 |
88.140 |
88.140 |
88.335 |
| S1 |
87.360 |
87.360 |
88.692 |
87.750 |
| S2 |
85.815 |
85.815 |
88.479 |
|
| S3 |
83.490 |
85.035 |
88.266 |
|
| S4 |
81.165 |
82.710 |
87.626 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.529 |
|
2.618 |
92.991 |
|
1.618 |
91.436 |
|
1.000 |
90.475 |
|
0.618 |
89.881 |
|
HIGH |
88.920 |
|
0.618 |
88.326 |
|
0.500 |
88.143 |
|
0.382 |
87.959 |
|
LOW |
87.365 |
|
0.618 |
86.404 |
|
1.000 |
85.810 |
|
1.618 |
84.849 |
|
2.618 |
83.294 |
|
4.250 |
80.756 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.651 |
88.549 |
| PP |
88.397 |
88.193 |
| S1 |
88.143 |
87.838 |
|