ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
73.945 |
74.270 |
0.325 |
0.4% |
75.400 |
High |
74.355 |
74.675 |
0.320 |
0.4% |
75.545 |
Low |
73.920 |
74.050 |
0.130 |
0.2% |
74.140 |
Close |
74.295 |
74.599 |
0.304 |
0.4% |
74.217 |
Range |
0.435 |
0.625 |
0.190 |
43.7% |
1.405 |
ATR |
0.581 |
0.584 |
0.003 |
0.5% |
0.000 |
Volume |
17,184 |
32,314 |
15,130 |
88.0% |
4,686 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.316 |
76.083 |
74.943 |
|
R3 |
75.691 |
75.458 |
74.771 |
|
R2 |
75.066 |
75.066 |
74.714 |
|
R1 |
74.833 |
74.833 |
74.656 |
74.950 |
PP |
74.441 |
74.441 |
74.441 |
74.500 |
S1 |
74.208 |
74.208 |
74.542 |
74.325 |
S2 |
73.816 |
73.816 |
74.484 |
|
S3 |
73.191 |
73.583 |
74.427 |
|
S4 |
72.566 |
72.958 |
74.255 |
|
|
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 |
74.910 |
73.880 |
1.030 |
1.4% |
0.555 |
0.7% |
70% |
False |
False |
15,186 |
10 |
76.175 |
73.880 |
2.295 |
3.1% |
0.535 |
0.7% |
31% |
False |
False |
7,823 |
20 |
77.015 |
73.880 |
3.135 |
4.2% |
0.578 |
0.8% |
23% |
False |
False |
4,058 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.575 |
0.8% |
35% |
False |
False |
2,093 |
60 |
77.260 |
73.325 |
3.935 |
5.3% |
0.493 |
0.7% |
32% |
False |
False |
1,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.331 |
2.618 |
76.311 |
1.618 |
75.686 |
1.000 |
75.300 |
0.618 |
75.061 |
HIGH |
74.675 |
0.618 |
74.436 |
0.500 |
74.363 |
0.382 |
74.289 |
LOW |
74.050 |
0.618 |
73.664 |
1.000 |
73.425 |
1.618 |
73.039 |
2.618 |
72.414 |
4.250 |
71.394 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
74.520 |
74.492 |
PP |
74.441 |
74.385 |
S1 |
74.363 |
74.278 |
|