ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.800 |
74.130 |
-0.670 |
-0.9% |
75.400 |
High |
74.910 |
74.445 |
-0.465 |
-0.6% |
75.545 |
Low |
74.140 |
74.065 |
-0.075 |
-0.1% |
74.140 |
Close |
74.217 |
74.369 |
0.152 |
0.2% |
74.217 |
Range |
0.770 |
0.380 |
-0.390 |
-50.6% |
1.405 |
ATR |
0.609 |
0.593 |
-0.016 |
-2.7% |
0.000 |
Volume |
2,654 |
11,975 |
9,321 |
351.2% |
4,686 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.433 |
75.281 |
74.578 |
|
R3 |
75.053 |
74.901 |
74.474 |
|
R2 |
74.673 |
74.673 |
74.439 |
|
R1 |
74.521 |
74.521 |
74.404 |
74.597 |
PP |
74.293 |
74.293 |
74.293 |
74.331 |
S1 |
74.141 |
74.141 |
74.334 |
74.217 |
S2 |
73.913 |
73.913 |
74.299 |
|
S3 |
73.533 |
73.761 |
74.265 |
|
S4 |
73.153 |
73.381 |
74.160 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.849 |
77.938 |
74.990 |
|
R3 |
77.444 |
76.533 |
74.603 |
|
R2 |
76.039 |
76.039 |
74.475 |
|
R1 |
75.128 |
75.128 |
74.346 |
74.881 |
PP |
74.634 |
74.634 |
74.634 |
74.511 |
S1 |
73.723 |
73.723 |
74.088 |
73.476 |
S2 |
73.229 |
73.229 |
73.959 |
|
S3 |
71.824 |
72.318 |
73.831 |
|
S4 |
70.419 |
70.913 |
73.444 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.410 |
74.065 |
1.345 |
1.8% |
0.561 |
0.8% |
23% |
False |
True |
3,222 |
10 |
76.980 |
74.065 |
2.915 |
3.9% |
0.524 |
0.7% |
10% |
False |
True |
1,791 |
20 |
77.015 |
74.065 |
2.950 |
4.0% |
0.602 |
0.8% |
10% |
False |
True |
1,046 |
40 |
77.015 |
73.325 |
3.690 |
5.0% |
0.558 |
0.8% |
28% |
False |
False |
562 |
60 |
77.515 |
73.325 |
4.190 |
5.6% |
0.470 |
0.6% |
25% |
False |
False |
379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.060 |
2.618 |
75.440 |
1.618 |
75.060 |
1.000 |
74.825 |
0.618 |
74.680 |
HIGH |
74.445 |
0.618 |
74.300 |
0.500 |
74.255 |
0.382 |
74.210 |
LOW |
74.065 |
0.618 |
73.830 |
1.000 |
73.685 |
1.618 |
73.450 |
2.618 |
73.070 |
4.250 |
72.450 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
74.331 |
74.718 |
PP |
74.293 |
74.601 |
S1 |
74.255 |
74.485 |
|