ICE US Dollar Index Future June 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
74.525 |
74.865 |
0.340 |
0.5% |
75.845 |
| High |
74.955 |
74.955 |
0.000 |
0.0% |
76.540 |
| Low |
74.345 |
74.260 |
-0.085 |
-0.1% |
74.895 |
| Close |
74.731 |
74.375 |
-0.356 |
-0.5% |
74.955 |
| Range |
0.610 |
0.695 |
0.085 |
13.9% |
1.645 |
| ATR |
0.671 |
0.673 |
0.002 |
0.3% |
0.000 |
| Volume |
31,753 |
29,806 |
-1,947 |
-6.1% |
156,262 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.615 |
76.190 |
74.757 |
|
| R3 |
75.920 |
75.495 |
74.566 |
|
| R2 |
75.225 |
75.225 |
74.502 |
|
| R1 |
74.800 |
74.800 |
74.439 |
74.665 |
| PP |
74.530 |
74.530 |
74.530 |
74.463 |
| S1 |
74.105 |
74.105 |
74.311 |
73.970 |
| S2 |
73.835 |
73.835 |
74.248 |
|
| S3 |
73.140 |
73.410 |
74.184 |
|
| S4 |
72.445 |
72.715 |
73.993 |
|
|
| 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 |
76.095 |
74.260 |
1.835 |
2.5% |
0.621 |
0.8% |
6% |
False |
True |
29,239 |
| 10 |
76.540 |
74.260 |
2.280 |
3.1% |
0.623 |
0.8% |
5% |
False |
True |
32,650 |
| 20 |
76.540 |
72.985 |
3.555 |
4.8% |
0.736 |
1.0% |
39% |
False |
False |
39,304 |
| 40 |
76.540 |
72.860 |
3.680 |
4.9% |
0.640 |
0.9% |
41% |
False |
False |
31,689 |
| 60 |
77.675 |
72.860 |
4.815 |
6.5% |
0.620 |
0.8% |
31% |
False |
False |
29,532 |
| 80 |
79.295 |
72.860 |
6.435 |
8.7% |
0.587 |
0.8% |
24% |
False |
False |
22,486 |
| 100 |
81.480 |
72.860 |
8.620 |
11.6% |
0.586 |
0.8% |
18% |
False |
False |
18,006 |
| 120 |
81.985 |
72.860 |
9.125 |
12.3% |
0.546 |
0.7% |
17% |
False |
False |
15,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.909 |
|
2.618 |
76.775 |
|
1.618 |
76.080 |
|
1.000 |
75.650 |
|
0.618 |
75.385 |
|
HIGH |
74.955 |
|
0.618 |
74.690 |
|
0.500 |
74.608 |
|
0.382 |
74.525 |
|
LOW |
74.260 |
|
0.618 |
73.830 |
|
1.000 |
73.565 |
|
1.618 |
73.135 |
|
2.618 |
72.440 |
|
4.250 |
71.306 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
74.608 |
74.608 |
| PP |
74.530 |
74.530 |
| S1 |
74.453 |
74.453 |
|