ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
75.415 |
76.080 |
0.665 |
0.9% |
75.025 |
| High |
76.140 |
76.190 |
0.050 |
0.1% |
76.140 |
| Low |
74.945 |
75.410 |
0.465 |
0.6% |
74.530 |
| Close |
75.938 |
75.651 |
-0.287 |
-0.4% |
75.938 |
| Range |
1.195 |
0.780 |
-0.415 |
-34.7% |
1.610 |
| ATR |
0.717 |
0.722 |
0.004 |
0.6% |
0.000 |
| Volume |
45,826 |
36,278 |
-9,548 |
-20.8% |
223,717 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.090 |
77.651 |
76.080 |
|
| R3 |
77.310 |
76.871 |
75.866 |
|
| R2 |
76.530 |
76.530 |
75.794 |
|
| R1 |
76.091 |
76.091 |
75.723 |
75.921 |
| PP |
75.750 |
75.750 |
75.750 |
75.665 |
| S1 |
75.311 |
75.311 |
75.580 |
75.141 |
| S2 |
74.970 |
74.970 |
75.508 |
|
| S3 |
74.190 |
74.531 |
75.437 |
|
| S4 |
73.410 |
73.751 |
75.222 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.366 |
79.762 |
76.824 |
|
| R3 |
78.756 |
78.152 |
76.381 |
|
| R2 |
77.146 |
77.146 |
76.233 |
|
| R1 |
76.542 |
76.542 |
76.086 |
76.844 |
| PP |
75.536 |
75.536 |
75.536 |
75.687 |
| S1 |
74.932 |
74.932 |
75.790 |
75.234 |
| S2 |
73.926 |
73.926 |
75.643 |
|
| S3 |
72.316 |
73.322 |
75.495 |
|
| S4 |
70.706 |
71.712 |
75.053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.190 |
74.530 |
1.660 |
2.2% |
0.837 |
1.1% |
68% |
True |
False |
41,688 |
| 10 |
76.190 |
72.860 |
3.330 |
4.4% |
0.855 |
1.1% |
84% |
True |
False |
44,900 |
| 20 |
76.190 |
72.860 |
3.330 |
4.4% |
0.738 |
1.0% |
84% |
True |
False |
34,715 |
| 40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.608 |
0.8% |
70% |
False |
False |
28,772 |
| 60 |
78.655 |
72.860 |
5.795 |
7.7% |
0.593 |
0.8% |
48% |
False |
False |
23,326 |
| 80 |
79.295 |
72.860 |
6.435 |
8.5% |
0.573 |
0.8% |
43% |
False |
False |
17,519 |
| 100 |
81.985 |
72.860 |
9.125 |
12.1% |
0.564 |
0.7% |
31% |
False |
False |
14,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.505 |
|
2.618 |
78.232 |
|
1.618 |
77.452 |
|
1.000 |
76.970 |
|
0.618 |
76.672 |
|
HIGH |
76.190 |
|
0.618 |
75.892 |
|
0.500 |
75.800 |
|
0.382 |
75.708 |
|
LOW |
75.410 |
|
0.618 |
74.928 |
|
1.000 |
74.630 |
|
1.618 |
74.148 |
|
2.618 |
73.368 |
|
4.250 |
72.095 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.800 |
75.623 |
| PP |
75.750 |
75.595 |
| S1 |
75.701 |
75.568 |
|