ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
75.820 |
75.415 |
-0.405 |
-0.5% |
75.025 |
| High |
76.015 |
75.735 |
-0.280 |
-0.4% |
76.140 |
| Low |
75.475 |
75.230 |
-0.245 |
-0.3% |
74.530 |
| Close |
75.545 |
75.632 |
0.087 |
0.1% |
75.938 |
| Range |
0.540 |
0.505 |
-0.035 |
-6.5% |
1.610 |
| ATR |
0.709 |
0.694 |
-0.015 |
-2.1% |
0.000 |
| Volume |
40,035 |
31,703 |
-8,332 |
-20.8% |
223,717 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.047 |
76.845 |
75.910 |
|
| R3 |
76.542 |
76.340 |
75.771 |
|
| R2 |
76.037 |
76.037 |
75.725 |
|
| R1 |
75.835 |
75.835 |
75.678 |
75.936 |
| PP |
75.532 |
75.532 |
75.532 |
75.583 |
| S1 |
75.330 |
75.330 |
75.586 |
75.431 |
| S2 |
75.027 |
75.027 |
75.539 |
|
| S3 |
74.522 |
74.825 |
75.493 |
|
| S4 |
74.017 |
74.320 |
75.354 |
|
|
| 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 |
74.945 |
1.245 |
1.6% |
0.730 |
1.0% |
55% |
False |
False |
38,589 |
| 10 |
76.190 |
72.985 |
3.205 |
4.2% |
0.849 |
1.1% |
83% |
False |
False |
45,958 |
| 20 |
76.190 |
72.860 |
3.330 |
4.4% |
0.708 |
0.9% |
83% |
False |
False |
35,242 |
| 40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.616 |
0.8% |
69% |
False |
False |
29,503 |
| 60 |
78.040 |
72.860 |
5.180 |
6.8% |
0.595 |
0.8% |
54% |
False |
False |
24,517 |
| 80 |
79.295 |
72.860 |
6.435 |
8.5% |
0.572 |
0.8% |
43% |
False |
False |
18,414 |
| 100 |
81.985 |
72.860 |
9.125 |
12.1% |
0.568 |
0.8% |
30% |
False |
False |
14,766 |
| 120 |
82.150 |
72.860 |
9.290 |
12.3% |
0.512 |
0.7% |
30% |
False |
False |
12,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.881 |
|
2.618 |
77.057 |
|
1.618 |
76.552 |
|
1.000 |
76.240 |
|
0.618 |
76.047 |
|
HIGH |
75.735 |
|
0.618 |
75.542 |
|
0.500 |
75.483 |
|
0.382 |
75.423 |
|
LOW |
75.230 |
|
0.618 |
74.918 |
|
1.000 |
74.725 |
|
1.618 |
74.413 |
|
2.618 |
73.908 |
|
4.250 |
73.084 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.582 |
75.710 |
| PP |
75.532 |
75.684 |
| S1 |
75.483 |
75.658 |
|