ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.270 |
74.550 |
0.280 |
0.4% |
74.130 |
High |
74.675 |
75.340 |
0.665 |
0.9% |
75.340 |
Low |
74.050 |
74.440 |
0.390 |
0.5% |
73.880 |
Close |
74.599 |
75.186 |
0.587 |
0.8% |
75.186 |
Range |
0.625 |
0.900 |
0.275 |
44.0% |
1.460 |
ATR |
0.584 |
0.607 |
0.023 |
3.9% |
0.000 |
Volume |
32,314 |
36,301 |
3,987 |
12.3% |
109,581 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.689 |
77.337 |
75.681 |
|
R3 |
76.789 |
76.437 |
75.434 |
|
R2 |
75.889 |
75.889 |
75.351 |
|
R1 |
75.537 |
75.537 |
75.269 |
75.713 |
PP |
74.989 |
74.989 |
74.989 |
75.077 |
S1 |
74.637 |
74.637 |
75.104 |
74.813 |
S2 |
74.089 |
74.089 |
75.021 |
|
S3 |
73.189 |
73.737 |
74.939 |
|
S4 |
72.289 |
72.837 |
74.691 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.182 |
78.644 |
75.989 |
|
R3 |
77.722 |
77.184 |
75.588 |
|
R2 |
76.262 |
76.262 |
75.454 |
|
R1 |
75.724 |
75.724 |
75.320 |
75.993 |
PP |
74.802 |
74.802 |
74.802 |
74.937 |
S1 |
74.264 |
74.264 |
75.052 |
74.533 |
S2 |
73.342 |
73.342 |
74.918 |
|
S3 |
71.882 |
72.804 |
74.785 |
|
S4 |
70.422 |
71.344 |
74.383 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.340 |
73.880 |
1.460 |
1.9% |
0.581 |
0.8% |
89% |
True |
False |
21,916 |
10 |
75.545 |
73.880 |
1.665 |
2.2% |
0.548 |
0.7% |
78% |
False |
False |
11,426 |
20 |
77.015 |
73.880 |
3.135 |
4.2% |
0.565 |
0.8% |
42% |
False |
False |
5,857 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.589 |
0.8% |
50% |
False |
False |
3,000 |
60 |
77.250 |
73.325 |
3.925 |
5.2% |
0.498 |
0.7% |
47% |
False |
False |
2,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.165 |
2.618 |
77.696 |
1.618 |
76.796 |
1.000 |
76.240 |
0.618 |
75.896 |
HIGH |
75.340 |
0.618 |
74.996 |
0.500 |
74.890 |
0.382 |
74.784 |
LOW |
74.440 |
0.618 |
73.884 |
1.000 |
73.540 |
1.618 |
72.984 |
2.618 |
72.084 |
4.250 |
70.615 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
75.087 |
75.001 |
PP |
74.989 |
74.815 |
S1 |
74.890 |
74.630 |
|