ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
75.975 |
75.920 |
-0.055 |
-0.1% |
75.250 |
High |
76.505 |
76.250 |
-0.255 |
-0.3% |
76.505 |
Low |
75.855 |
75.355 |
-0.500 |
-0.7% |
74.590 |
Close |
76.224 |
75.461 |
-0.763 |
-1.0% |
75.461 |
Range |
0.650 |
0.895 |
0.245 |
37.7% |
1.915 |
ATR |
0.651 |
0.668 |
0.017 |
2.7% |
0.000 |
Volume |
35,293 |
33,730 |
-1,563 |
-4.4% |
154,647 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.374 |
77.812 |
75.953 |
|
R3 |
77.479 |
76.917 |
75.707 |
|
R2 |
76.584 |
76.584 |
75.625 |
|
R1 |
76.022 |
76.022 |
75.543 |
75.856 |
PP |
75.689 |
75.689 |
75.689 |
75.605 |
S1 |
75.127 |
75.127 |
75.379 |
74.961 |
S2 |
74.794 |
74.794 |
75.297 |
|
S3 |
73.899 |
74.232 |
75.215 |
|
S4 |
73.004 |
73.337 |
74.969 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.264 |
80.277 |
76.514 |
|
R3 |
79.349 |
78.362 |
75.988 |
|
R2 |
77.434 |
77.434 |
75.812 |
|
R1 |
76.447 |
76.447 |
75.637 |
76.941 |
PP |
75.519 |
75.519 |
75.519 |
75.765 |
S1 |
74.532 |
74.532 |
75.285 |
75.026 |
S2 |
73.604 |
73.604 |
75.110 |
|
S3 |
71.689 |
72.617 |
74.934 |
|
S4 |
69.774 |
70.702 |
74.408 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.505 |
74.590 |
1.915 |
2.5% |
0.766 |
1.0% |
45% |
False |
False |
30,929 |
10 |
76.505 |
73.880 |
2.625 |
3.5% |
0.674 |
0.9% |
60% |
False |
False |
26,422 |
20 |
77.015 |
73.880 |
3.135 |
4.2% |
0.613 |
0.8% |
50% |
False |
False |
13,528 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.623 |
0.8% |
58% |
False |
False |
6,858 |
60 |
77.250 |
73.325 |
3.925 |
5.2% |
0.537 |
0.7% |
54% |
False |
False |
4,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.054 |
2.618 |
78.593 |
1.618 |
77.698 |
1.000 |
77.145 |
0.618 |
76.803 |
HIGH |
76.250 |
0.618 |
75.908 |
0.500 |
75.803 |
0.382 |
75.697 |
LOW |
75.355 |
0.618 |
74.802 |
1.000 |
74.460 |
1.618 |
73.907 |
2.618 |
73.012 |
4.250 |
71.551 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
75.803 |
75.663 |
PP |
75.689 |
75.595 |
S1 |
75.575 |
75.528 |
|