ICE US Dollar Index Future September 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
75.615 |
75.260 |
-0.355 |
-0.5% |
75.250 |
| High |
75.950 |
75.455 |
-0.495 |
-0.7% |
76.505 |
| Low |
75.365 |
74.920 |
-0.445 |
-0.6% |
74.590 |
| Close |
75.500 |
74.931 |
-0.569 |
-0.8% |
75.461 |
| Range |
0.585 |
0.535 |
-0.050 |
-8.5% |
1.915 |
| ATR |
0.662 |
0.656 |
-0.006 |
-0.9% |
0.000 |
| Volume |
24,665 |
27,038 |
2,373 |
9.6% |
154,647 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.707 |
76.354 |
75.225 |
|
| R3 |
76.172 |
75.819 |
75.078 |
|
| R2 |
75.637 |
75.637 |
75.029 |
|
| R1 |
75.284 |
75.284 |
74.980 |
75.193 |
| PP |
75.102 |
75.102 |
75.102 |
75.057 |
| S1 |
74.749 |
74.749 |
74.882 |
74.658 |
| S2 |
74.567 |
74.567 |
74.833 |
|
| S3 |
74.032 |
74.214 |
74.784 |
|
| S4 |
73.497 |
73.679 |
74.637 |
|
|
| 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 |
74.820 |
1.685 |
2.2% |
0.796 |
1.1% |
7% |
False |
False |
32,375 |
| 10 |
76.505 |
73.920 |
2.585 |
3.4% |
0.691 |
0.9% |
39% |
False |
False |
29,214 |
| 20 |
76.855 |
73.880 |
2.975 |
4.0% |
0.610 |
0.8% |
35% |
False |
False |
16,067 |
| 40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.629 |
0.8% |
44% |
False |
False |
8,148 |
| 60 |
77.250 |
73.325 |
3.925 |
5.2% |
0.539 |
0.7% |
41% |
False |
False |
5,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.729 |
|
2.618 |
76.856 |
|
1.618 |
76.321 |
|
1.000 |
75.990 |
|
0.618 |
75.786 |
|
HIGH |
75.455 |
|
0.618 |
75.251 |
|
0.500 |
75.188 |
|
0.382 |
75.124 |
|
LOW |
74.920 |
|
0.618 |
74.589 |
|
1.000 |
74.385 |
|
1.618 |
74.054 |
|
2.618 |
73.519 |
|
4.250 |
72.646 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.188 |
75.585 |
| PP |
75.102 |
75.367 |
| S1 |
75.017 |
75.149 |
|