ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.550 |
75.250 |
0.700 |
0.9% |
74.130 |
High |
75.340 |
75.370 |
0.030 |
0.0% |
75.340 |
Low |
74.440 |
74.815 |
0.375 |
0.5% |
73.880 |
Close |
75.186 |
74.874 |
-0.312 |
-0.4% |
75.186 |
Range |
0.900 |
0.555 |
-0.345 |
-38.3% |
1.460 |
ATR |
0.607 |
0.603 |
-0.004 |
-0.6% |
0.000 |
Volume |
36,301 |
25,437 |
-10,864 |
-29.9% |
109,581 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.685 |
76.334 |
75.179 |
|
R3 |
76.130 |
75.779 |
75.027 |
|
R2 |
75.575 |
75.575 |
74.976 |
|
R1 |
75.224 |
75.224 |
74.925 |
75.122 |
PP |
75.020 |
75.020 |
75.020 |
74.969 |
S1 |
74.669 |
74.669 |
74.823 |
74.567 |
S2 |
74.465 |
74.465 |
74.772 |
|
S3 |
73.910 |
74.114 |
74.721 |
|
S4 |
73.355 |
73.559 |
74.569 |
|
|
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 |
75.370 |
73.880 |
1.490 |
2.0% |
0.616 |
0.8% |
67% |
True |
False |
24,608 |
10 |
75.410 |
73.880 |
1.530 |
2.0% |
0.589 |
0.8% |
65% |
False |
False |
13,915 |
20 |
77.015 |
73.880 |
3.135 |
4.2% |
0.558 |
0.7% |
32% |
False |
False |
7,111 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.597 |
0.8% |
42% |
False |
False |
3,636 |
60 |
77.250 |
73.325 |
3.925 |
5.2% |
0.500 |
0.7% |
39% |
False |
False |
2,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.729 |
2.618 |
76.823 |
1.618 |
76.268 |
1.000 |
75.925 |
0.618 |
75.713 |
HIGH |
75.370 |
0.618 |
75.158 |
0.500 |
75.093 |
0.382 |
75.027 |
LOW |
74.815 |
0.618 |
74.472 |
1.000 |
74.260 |
1.618 |
73.917 |
2.618 |
73.362 |
4.250 |
72.456 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
75.093 |
74.819 |
PP |
75.020 |
74.765 |
S1 |
74.947 |
74.710 |
|