ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
73.280 |
74.260 |
0.980 |
1.3% |
73.185 |
| High |
74.420 |
75.180 |
0.760 |
1.0% |
75.180 |
| Low |
72.985 |
74.110 |
1.125 |
1.5% |
72.860 |
| Close |
74.375 |
75.080 |
0.705 |
0.9% |
75.080 |
| Range |
1.435 |
1.070 |
-0.365 |
-25.4% |
2.320 |
| ATR |
0.627 |
0.659 |
0.032 |
5.0% |
0.000 |
| Volume |
60,862 |
66,993 |
6,131 |
10.1% |
212,144 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.000 |
77.610 |
75.669 |
|
| R3 |
76.930 |
76.540 |
75.374 |
|
| R2 |
75.860 |
75.860 |
75.276 |
|
| R1 |
75.470 |
75.470 |
75.178 |
75.665 |
| PP |
74.790 |
74.790 |
74.790 |
74.888 |
| S1 |
74.400 |
74.400 |
74.982 |
74.595 |
| S2 |
73.720 |
73.720 |
74.884 |
|
| S3 |
72.650 |
73.330 |
74.786 |
|
| S4 |
71.580 |
72.260 |
74.492 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.333 |
80.527 |
76.356 |
|
| R3 |
79.013 |
78.207 |
75.718 |
|
| R2 |
76.693 |
76.693 |
75.505 |
|
| R1 |
75.887 |
75.887 |
75.293 |
76.290 |
| PP |
74.373 |
74.373 |
74.373 |
74.575 |
| S1 |
73.567 |
73.567 |
74.867 |
73.970 |
| S2 |
72.053 |
72.053 |
74.655 |
|
| S3 |
69.733 |
71.247 |
74.442 |
|
| S4 |
67.413 |
68.927 |
73.804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.180 |
72.860 |
2.320 |
3.1% |
0.838 |
1.1% |
96% |
True |
False |
42,428 |
| 10 |
75.180 |
72.860 |
2.320 |
3.1% |
0.682 |
0.9% |
96% |
True |
False |
32,109 |
| 20 |
76.055 |
72.860 |
3.195 |
4.3% |
0.632 |
0.8% |
69% |
False |
False |
28,250 |
| 40 |
77.675 |
72.860 |
4.815 |
6.4% |
0.595 |
0.8% |
46% |
False |
False |
26,618 |
| 60 |
79.295 |
72.860 |
6.435 |
8.6% |
0.560 |
0.7% |
34% |
False |
False |
19,009 |
| 80 |
80.085 |
72.860 |
7.225 |
9.6% |
0.557 |
0.7% |
31% |
False |
False |
14,276 |
| 100 |
81.985 |
72.860 |
9.125 |
12.2% |
0.529 |
0.7% |
24% |
False |
False |
11,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.728 |
|
2.618 |
77.981 |
|
1.618 |
76.911 |
|
1.000 |
76.250 |
|
0.618 |
75.841 |
|
HIGH |
75.180 |
|
0.618 |
74.771 |
|
0.500 |
74.645 |
|
0.382 |
74.519 |
|
LOW |
74.110 |
|
0.618 |
73.449 |
|
1.000 |
73.040 |
|
1.618 |
72.379 |
|
2.618 |
71.309 |
|
4.250 |
69.563 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
74.935 |
74.727 |
| PP |
74.790 |
74.373 |
| S1 |
74.645 |
74.020 |
|