ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
75.620 |
74.830 |
-0.790 |
-1.0% |
75.845 |
| High |
75.670 |
74.840 |
-0.830 |
-1.1% |
76.540 |
| Low |
74.895 |
74.495 |
-0.400 |
-0.5% |
74.895 |
| Close |
74.955 |
74.696 |
-0.259 |
-0.3% |
74.955 |
| Range |
0.775 |
0.345 |
-0.430 |
-55.5% |
1.645 |
| ATR |
0.693 |
0.676 |
-0.017 |
-2.4% |
0.000 |
| Volume |
26,982 |
25,853 |
-1,129 |
-4.2% |
156,262 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.712 |
75.549 |
74.886 |
|
| R3 |
75.367 |
75.204 |
74.791 |
|
| R2 |
75.022 |
75.022 |
74.759 |
|
| R1 |
74.859 |
74.859 |
74.728 |
74.768 |
| PP |
74.677 |
74.677 |
74.677 |
74.632 |
| S1 |
74.514 |
74.514 |
74.664 |
74.423 |
| S2 |
74.332 |
74.332 |
74.633 |
|
| S3 |
73.987 |
74.169 |
74.601 |
|
| S4 |
73.642 |
73.824 |
74.506 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.398 |
79.322 |
75.860 |
|
| R3 |
78.753 |
77.677 |
75.407 |
|
| R2 |
77.108 |
77.108 |
75.257 |
|
| R1 |
76.032 |
76.032 |
75.106 |
75.748 |
| PP |
75.463 |
75.463 |
75.463 |
75.321 |
| S1 |
74.387 |
74.387 |
74.804 |
74.103 |
| S2 |
73.818 |
73.818 |
74.653 |
|
| S3 |
72.173 |
72.742 |
74.503 |
|
| S4 |
70.528 |
71.097 |
74.050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.450 |
74.495 |
1.955 |
2.6% |
0.570 |
0.8% |
10% |
False |
True |
28,674 |
| 10 |
76.540 |
74.495 |
2.045 |
2.7% |
0.597 |
0.8% |
10% |
False |
True |
33,668 |
| 20 |
76.540 |
72.860 |
3.680 |
4.9% |
0.726 |
1.0% |
50% |
False |
False |
39,284 |
| 40 |
76.540 |
72.860 |
3.680 |
4.9% |
0.625 |
0.8% |
50% |
False |
False |
31,082 |
| 60 |
77.675 |
72.860 |
4.815 |
6.4% |
0.615 |
0.8% |
38% |
False |
False |
28,835 |
| 80 |
79.295 |
72.860 |
6.435 |
8.6% |
0.581 |
0.8% |
29% |
False |
False |
21,720 |
| 100 |
81.985 |
72.860 |
9.125 |
12.2% |
0.581 |
0.8% |
20% |
False |
False |
17,393 |
| 120 |
81.985 |
72.860 |
9.125 |
12.2% |
0.541 |
0.7% |
20% |
False |
False |
14,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.306 |
|
2.618 |
75.743 |
|
1.618 |
75.398 |
|
1.000 |
75.185 |
|
0.618 |
75.053 |
|
HIGH |
74.840 |
|
0.618 |
74.708 |
|
0.500 |
74.668 |
|
0.382 |
74.627 |
|
LOW |
74.495 |
|
0.618 |
74.282 |
|
1.000 |
74.150 |
|
1.618 |
73.937 |
|
2.618 |
73.592 |
|
4.250 |
73.029 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
74.687 |
75.295 |
| PP |
74.677 |
75.095 |
| S1 |
74.668 |
74.896 |
|