ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
75.195 |
75.845 |
0.650 |
0.9% |
76.080 |
| High |
75.920 |
76.540 |
0.620 |
0.8% |
76.190 |
| Low |
75.085 |
75.825 |
0.740 |
1.0% |
75.085 |
| Close |
75.579 |
76.234 |
0.655 |
0.9% |
75.579 |
| Range |
0.835 |
0.715 |
-0.120 |
-14.4% |
1.105 |
| ATR |
0.693 |
0.712 |
0.019 |
2.8% |
0.000 |
| Volume |
41,776 |
38,742 |
-3,034 |
-7.3% |
190,851 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.345 |
78.004 |
76.627 |
|
| R3 |
77.630 |
77.289 |
76.431 |
|
| R2 |
76.915 |
76.915 |
76.365 |
|
| R1 |
76.574 |
76.574 |
76.300 |
76.745 |
| PP |
76.200 |
76.200 |
76.200 |
76.285 |
| S1 |
75.859 |
75.859 |
76.168 |
76.030 |
| S2 |
75.485 |
75.485 |
76.103 |
|
| S3 |
74.770 |
75.144 |
76.037 |
|
| S4 |
74.055 |
74.429 |
75.841 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.933 |
78.361 |
76.187 |
|
| R3 |
77.828 |
77.256 |
75.883 |
|
| R2 |
76.723 |
76.723 |
75.782 |
|
| R1 |
76.151 |
76.151 |
75.680 |
75.885 |
| PP |
75.618 |
75.618 |
75.618 |
75.485 |
| S1 |
75.046 |
75.046 |
75.478 |
74.780 |
| S2 |
74.513 |
74.513 |
75.376 |
|
| S3 |
73.408 |
73.941 |
75.275 |
|
| S4 |
72.303 |
72.836 |
74.971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.540 |
75.085 |
1.455 |
1.9% |
0.624 |
0.8% |
79% |
True |
False |
38,663 |
| 10 |
76.540 |
74.530 |
2.010 |
2.6% |
0.731 |
1.0% |
85% |
True |
False |
40,175 |
| 20 |
76.540 |
72.860 |
3.680 |
4.8% |
0.721 |
0.9% |
92% |
True |
False |
37,948 |
| 40 |
76.870 |
72.860 |
4.010 |
5.3% |
0.622 |
0.8% |
84% |
False |
False |
30,402 |
| 60 |
77.760 |
72.860 |
4.900 |
6.4% |
0.608 |
0.8% |
69% |
False |
False |
26,518 |
| 80 |
79.295 |
72.860 |
6.435 |
8.4% |
0.582 |
0.8% |
52% |
False |
False |
19,933 |
| 100 |
81.985 |
72.860 |
9.125 |
12.0% |
0.578 |
0.8% |
37% |
False |
False |
15,980 |
| 120 |
81.985 |
72.860 |
9.125 |
12.0% |
0.525 |
0.7% |
37% |
False |
False |
13,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.579 |
|
2.618 |
78.412 |
|
1.618 |
77.697 |
|
1.000 |
77.255 |
|
0.618 |
76.982 |
|
HIGH |
76.540 |
|
0.618 |
76.267 |
|
0.500 |
76.183 |
|
0.382 |
76.098 |
|
LOW |
75.825 |
|
0.618 |
75.383 |
|
1.000 |
75.110 |
|
1.618 |
74.668 |
|
2.618 |
73.953 |
|
4.250 |
72.786 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.217 |
76.094 |
| PP |
76.200 |
75.953 |
| S1 |
76.183 |
75.813 |
|