ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.875 |
74.820 |
-0.055 |
-0.1% |
74.130 |
High |
75.005 |
76.135 |
1.130 |
1.5% |
75.340 |
Low |
74.590 |
74.820 |
0.230 |
0.3% |
73.880 |
Close |
74.692 |
76.072 |
1.380 |
1.8% |
75.186 |
Range |
0.415 |
1.315 |
0.900 |
216.9% |
1.460 |
ATR |
0.590 |
0.651 |
0.061 |
10.3% |
0.000 |
Volume |
19,034 |
41,153 |
22,119 |
116.2% |
109,581 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.621 |
79.161 |
76.795 |
|
R3 |
78.306 |
77.846 |
76.434 |
|
R2 |
76.991 |
76.991 |
76.313 |
|
R1 |
76.531 |
76.531 |
76.193 |
76.761 |
PP |
75.676 |
75.676 |
75.676 |
75.791 |
S1 |
75.216 |
75.216 |
75.951 |
75.446 |
S2 |
74.361 |
74.361 |
75.831 |
|
S3 |
73.046 |
73.901 |
75.710 |
|
S4 |
71.731 |
72.586 |
75.349 |
|
|
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 |
76.135 |
74.050 |
2.085 |
2.7% |
0.762 |
1.0% |
97% |
True |
False |
30,847 |
10 |
76.135 |
73.880 |
2.255 |
3.0% |
0.665 |
0.9% |
97% |
True |
False |
19,865 |
20 |
77.015 |
73.880 |
3.135 |
4.1% |
0.598 |
0.8% |
70% |
False |
False |
10,101 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.608 |
0.8% |
74% |
False |
False |
5,137 |
60 |
77.250 |
73.325 |
3.925 |
5.2% |
0.521 |
0.7% |
70% |
False |
False |
3,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.724 |
2.618 |
79.578 |
1.618 |
78.263 |
1.000 |
77.450 |
0.618 |
76.948 |
HIGH |
76.135 |
0.618 |
75.633 |
0.500 |
75.478 |
0.382 |
75.322 |
LOW |
74.820 |
0.618 |
74.007 |
1.000 |
73.505 |
1.618 |
72.692 |
2.618 |
71.377 |
4.250 |
69.231 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
75.874 |
75.836 |
PP |
75.676 |
75.599 |
S1 |
75.478 |
75.363 |
|