ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.130 |
74.345 |
0.215 |
0.3% |
75.400 |
High |
74.445 |
74.445 |
0.000 |
0.0% |
75.545 |
Low |
74.065 |
73.880 |
-0.185 |
-0.2% |
74.140 |
Close |
74.369 |
73.898 |
-0.471 |
-0.6% |
74.217 |
Range |
0.380 |
0.565 |
0.185 |
48.7% |
1.405 |
ATR |
0.593 |
0.591 |
-0.002 |
-0.3% |
0.000 |
Volume |
11,975 |
11,807 |
-168 |
-1.4% |
4,686 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.769 |
75.399 |
74.209 |
|
R3 |
75.204 |
74.834 |
74.053 |
|
R2 |
74.639 |
74.639 |
74.002 |
|
R1 |
74.269 |
74.269 |
73.950 |
74.172 |
PP |
74.074 |
74.074 |
74.074 |
74.026 |
S1 |
73.704 |
73.704 |
73.846 |
73.607 |
S2 |
73.509 |
73.509 |
73.794 |
|
S3 |
72.944 |
73.139 |
73.743 |
|
S4 |
72.379 |
72.574 |
73.587 |
|
|
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 |
73.880 |
1.530 |
2.1% |
0.599 |
0.8% |
1% |
False |
True |
5,534 |
10 |
76.855 |
73.880 |
2.975 |
4.0% |
0.528 |
0.7% |
1% |
False |
True |
2,919 |
20 |
77.015 |
73.880 |
3.135 |
4.2% |
0.606 |
0.8% |
1% |
False |
True |
1,625 |
40 |
77.015 |
73.325 |
3.690 |
5.0% |
0.567 |
0.8% |
16% |
False |
False |
857 |
60 |
77.515 |
73.325 |
4.190 |
5.7% |
0.479 |
0.6% |
14% |
False |
False |
576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.846 |
2.618 |
75.924 |
1.618 |
75.359 |
1.000 |
75.010 |
0.618 |
74.794 |
HIGH |
74.445 |
0.618 |
74.229 |
0.500 |
74.163 |
0.382 |
74.096 |
LOW |
73.880 |
0.618 |
73.531 |
1.000 |
73.315 |
1.618 |
72.966 |
2.618 |
72.401 |
4.250 |
71.479 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
74.163 |
74.395 |
PP |
74.074 |
74.229 |
S1 |
73.986 |
74.064 |
|