ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
74.735 |
75.495 |
0.760 |
1.0% |
73.185 |
| High |
75.620 |
75.835 |
0.215 |
0.3% |
75.180 |
| Low |
74.530 |
75.205 |
0.675 |
0.9% |
72.860 |
| Close |
75.517 |
75.417 |
-0.100 |
-0.1% |
75.080 |
| Range |
1.090 |
0.630 |
-0.460 |
-42.2% |
2.320 |
| ATR |
0.685 |
0.681 |
-0.004 |
-0.6% |
0.000 |
| Volume |
55,123 |
39,107 |
-16,016 |
-29.1% |
212,144 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.376 |
77.026 |
75.764 |
|
| R3 |
76.746 |
76.396 |
75.590 |
|
| R2 |
76.116 |
76.116 |
75.533 |
|
| R1 |
75.766 |
75.766 |
75.475 |
75.626 |
| PP |
75.486 |
75.486 |
75.486 |
75.416 |
| S1 |
75.136 |
75.136 |
75.359 |
74.996 |
| S2 |
74.856 |
74.856 |
75.302 |
|
| S3 |
74.226 |
74.506 |
75.244 |
|
| S4 |
73.596 |
73.876 |
75.071 |
|
|
| 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 |
75.835 |
74.110 |
1.725 |
2.3% |
0.807 |
1.1% |
76% |
True |
False |
48,976 |
| 10 |
75.835 |
72.860 |
2.975 |
3.9% |
0.752 |
1.0% |
86% |
True |
False |
40,845 |
| 20 |
76.055 |
72.860 |
3.195 |
4.2% |
0.686 |
0.9% |
80% |
False |
False |
32,776 |
| 40 |
76.980 |
72.860 |
4.120 |
5.5% |
0.604 |
0.8% |
62% |
False |
False |
28,077 |
| 60 |
78.745 |
72.860 |
5.885 |
7.8% |
0.578 |
0.8% |
43% |
False |
False |
21,965 |
| 80 |
79.705 |
72.860 |
6.845 |
9.1% |
0.564 |
0.7% |
37% |
False |
False |
16,495 |
| 100 |
81.985 |
72.860 |
9.125 |
12.1% |
0.547 |
0.7% |
28% |
False |
False |
13,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.513 |
|
2.618 |
77.484 |
|
1.618 |
76.854 |
|
1.000 |
76.465 |
|
0.618 |
76.224 |
|
HIGH |
75.835 |
|
0.618 |
75.594 |
|
0.500 |
75.520 |
|
0.382 |
75.446 |
|
LOW |
75.205 |
|
0.618 |
74.816 |
|
1.000 |
74.575 |
|
1.618 |
74.186 |
|
2.618 |
73.556 |
|
4.250 |
72.528 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.520 |
75.339 |
| PP |
75.486 |
75.261 |
| S1 |
75.451 |
75.183 |
|