ICE US Dollar Index Future September 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
75.250 |
74.875 |
-0.375 |
-0.5% |
74.130 |
| High |
75.370 |
75.005 |
-0.365 |
-0.5% |
75.340 |
| Low |
74.815 |
74.590 |
-0.225 |
-0.3% |
73.880 |
| Close |
74.874 |
74.692 |
-0.182 |
-0.2% |
75.186 |
| Range |
0.555 |
0.415 |
-0.140 |
-25.2% |
1.460 |
| ATR |
0.603 |
0.590 |
-0.013 |
-2.2% |
0.000 |
| Volume |
25,437 |
19,034 |
-6,403 |
-25.2% |
109,581 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.007 |
75.765 |
74.920 |
|
| R3 |
75.592 |
75.350 |
74.806 |
|
| R2 |
75.177 |
75.177 |
74.768 |
|
| R1 |
74.935 |
74.935 |
74.730 |
74.849 |
| PP |
74.762 |
74.762 |
74.762 |
74.719 |
| S1 |
74.520 |
74.520 |
74.654 |
74.434 |
| S2 |
74.347 |
74.347 |
74.616 |
|
| S3 |
73.932 |
74.105 |
74.578 |
|
| S4 |
73.517 |
73.690 |
74.464 |
|
|
| 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 |
73.920 |
1.450 |
1.9% |
0.586 |
0.8% |
53% |
False |
False |
26,054 |
| 10 |
75.410 |
73.880 |
1.530 |
2.0% |
0.593 |
0.8% |
53% |
False |
False |
15,794 |
| 20 |
77.015 |
73.880 |
3.135 |
4.2% |
0.553 |
0.7% |
26% |
False |
False |
8,049 |
| 40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.589 |
0.8% |
37% |
False |
False |
4,110 |
| 60 |
77.250 |
73.325 |
3.925 |
5.3% |
0.503 |
0.7% |
35% |
False |
False |
2,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.769 |
|
2.618 |
76.091 |
|
1.618 |
75.676 |
|
1.000 |
75.420 |
|
0.618 |
75.261 |
|
HIGH |
75.005 |
|
0.618 |
74.846 |
|
0.500 |
74.798 |
|
0.382 |
74.749 |
|
LOW |
74.590 |
|
0.618 |
74.334 |
|
1.000 |
74.175 |
|
1.618 |
73.919 |
|
2.618 |
73.504 |
|
4.250 |
72.826 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
74.798 |
74.905 |
| PP |
74.762 |
74.834 |
| S1 |
74.727 |
74.763 |
|