ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 16-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
74.820 |
75.975 |
1.155 |
1.5% |
74.130 |
High |
76.135 |
76.505 |
0.370 |
0.5% |
75.340 |
Low |
74.820 |
75.855 |
1.035 |
1.4% |
73.880 |
Close |
76.072 |
76.224 |
0.152 |
0.2% |
75.186 |
Range |
1.315 |
0.650 |
-0.665 |
-50.6% |
1.460 |
ATR |
0.651 |
0.651 |
0.000 |
0.0% |
0.000 |
Volume |
41,153 |
35,293 |
-5,860 |
-14.2% |
109,581 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.145 |
77.834 |
76.582 |
|
R3 |
77.495 |
77.184 |
76.403 |
|
R2 |
76.845 |
76.845 |
76.343 |
|
R1 |
76.534 |
76.534 |
76.284 |
76.690 |
PP |
76.195 |
76.195 |
76.195 |
76.272 |
S1 |
75.884 |
75.884 |
76.164 |
76.040 |
S2 |
75.545 |
75.545 |
76.105 |
|
S3 |
74.895 |
75.234 |
76.045 |
|
S4 |
74.245 |
74.584 |
75.867 |
|
|
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 |
76.505 |
74.440 |
2.065 |
2.7% |
0.767 |
1.0% |
86% |
True |
False |
31,443 |
10 |
76.505 |
73.880 |
2.625 |
3.4% |
0.661 |
0.9% |
89% |
True |
False |
23,315 |
20 |
77.015 |
73.880 |
3.135 |
4.1% |
0.607 |
0.8% |
75% |
False |
False |
11,860 |
40 |
77.015 |
73.325 |
3.690 |
4.8% |
0.609 |
0.8% |
79% |
False |
False |
6,016 |
60 |
77.250 |
73.325 |
3.925 |
5.1% |
0.528 |
0.7% |
74% |
False |
False |
4,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.268 |
2.618 |
78.207 |
1.618 |
77.557 |
1.000 |
77.155 |
0.618 |
76.907 |
HIGH |
76.505 |
0.618 |
76.257 |
0.500 |
76.180 |
0.382 |
76.103 |
LOW |
75.855 |
0.618 |
75.453 |
1.000 |
75.205 |
1.618 |
74.803 |
2.618 |
74.153 |
4.250 |
73.093 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
76.209 |
75.999 |
PP |
76.195 |
75.773 |
S1 |
76.180 |
75.548 |
|