ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
75.260 |
75.095 |
-0.165 |
-0.2% |
75.250 |
High |
75.455 |
75.310 |
-0.145 |
-0.2% |
76.505 |
Low |
74.920 |
74.865 |
-0.055 |
-0.1% |
74.590 |
Close |
74.931 |
75.188 |
0.257 |
0.3% |
75.461 |
Range |
0.535 |
0.445 |
-0.090 |
-16.8% |
1.915 |
ATR |
0.656 |
0.641 |
-0.015 |
-2.3% |
0.000 |
Volume |
27,038 |
26,543 |
-495 |
-1.8% |
154,647 |
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.456 |
76.267 |
75.433 |
|
R3 |
76.011 |
75.822 |
75.310 |
|
R2 |
75.566 |
75.566 |
75.270 |
|
R1 |
75.377 |
75.377 |
75.229 |
75.472 |
PP |
75.121 |
75.121 |
75.121 |
75.168 |
S1 |
74.932 |
74.932 |
75.147 |
75.027 |
S2 |
74.676 |
74.676 |
75.106 |
|
S3 |
74.231 |
74.487 |
75.066 |
|
S4 |
73.786 |
74.042 |
74.943 |
|
|
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 |
74.865 |
1.640 |
2.2% |
0.622 |
0.8% |
20% |
False |
True |
29,453 |
10 |
76.505 |
74.050 |
2.455 |
3.3% |
0.692 |
0.9% |
46% |
False |
False |
30,150 |
20 |
76.505 |
73.880 |
2.625 |
3.5% |
0.606 |
0.8% |
50% |
False |
False |
17,385 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.623 |
0.8% |
50% |
False |
False |
8,811 |
60 |
77.250 |
73.325 |
3.925 |
5.2% |
0.541 |
0.7% |
47% |
False |
False |
5,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.201 |
2.618 |
76.475 |
1.618 |
76.030 |
1.000 |
75.755 |
0.618 |
75.585 |
HIGH |
75.310 |
0.618 |
75.140 |
0.500 |
75.088 |
0.382 |
75.035 |
LOW |
74.865 |
0.618 |
74.590 |
1.000 |
74.420 |
1.618 |
74.145 |
2.618 |
73.700 |
4.250 |
72.974 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
75.155 |
75.408 |
PP |
75.121 |
75.334 |
S1 |
75.088 |
75.261 |
|