ICE US Dollar Index Future September 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
74.345 |
73.945 |
-0.400 |
-0.5% |
75.400 |
| High |
74.445 |
74.355 |
-0.090 |
-0.1% |
75.545 |
| Low |
73.880 |
73.920 |
0.040 |
0.1% |
74.140 |
| Close |
73.898 |
74.295 |
0.397 |
0.5% |
74.217 |
| Range |
0.565 |
0.435 |
-0.130 |
-23.0% |
1.405 |
| ATR |
0.591 |
0.581 |
-0.010 |
-1.6% |
0.000 |
| Volume |
11,807 |
17,184 |
5,377 |
45.5% |
4,686 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.495 |
75.330 |
74.534 |
|
| R3 |
75.060 |
74.895 |
74.415 |
|
| R2 |
74.625 |
74.625 |
74.375 |
|
| R1 |
74.460 |
74.460 |
74.335 |
74.543 |
| PP |
74.190 |
74.190 |
74.190 |
74.231 |
| S1 |
74.025 |
74.025 |
74.255 |
74.108 |
| S2 |
73.755 |
73.755 |
74.215 |
|
| S3 |
73.320 |
73.590 |
74.175 |
|
| S4 |
72.885 |
73.155 |
74.056 |
|
|
| 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 |
75.370 |
73.880 |
1.490 |
2.0% |
0.568 |
0.8% |
28% |
False |
False |
8,883 |
| 10 |
76.405 |
73.880 |
2.525 |
3.4% |
0.520 |
0.7% |
16% |
False |
False |
4,619 |
| 20 |
77.015 |
73.880 |
3.135 |
4.2% |
0.575 |
0.8% |
13% |
False |
False |
2,464 |
| 40 |
77.015 |
73.325 |
3.690 |
5.0% |
0.567 |
0.8% |
26% |
False |
False |
1,286 |
| 60 |
77.515 |
73.325 |
4.190 |
5.6% |
0.482 |
0.6% |
23% |
False |
False |
862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.204 |
|
2.618 |
75.494 |
|
1.618 |
75.059 |
|
1.000 |
74.790 |
|
0.618 |
74.624 |
|
HIGH |
74.355 |
|
0.618 |
74.189 |
|
0.500 |
74.138 |
|
0.382 |
74.086 |
|
LOW |
73.920 |
|
0.618 |
73.651 |
|
1.000 |
73.485 |
|
1.618 |
73.216 |
|
2.618 |
72.781 |
|
4.250 |
72.071 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
74.243 |
74.251 |
| PP |
74.190 |
74.207 |
| S1 |
74.138 |
74.163 |
|