ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 23-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
75.095 |
75.350 |
0.255 |
0.3% |
75.250 |
High |
75.310 |
76.250 |
0.940 |
1.2% |
76.505 |
Low |
74.865 |
75.350 |
0.485 |
0.6% |
74.590 |
Close |
75.188 |
75.904 |
0.716 |
1.0% |
75.461 |
Range |
0.445 |
0.900 |
0.455 |
102.2% |
1.915 |
ATR |
0.641 |
0.671 |
0.030 |
4.7% |
0.000 |
Volume |
26,543 |
35,972 |
9,429 |
35.5% |
154,647 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.535 |
78.119 |
76.399 |
|
R3 |
77.635 |
77.219 |
76.152 |
|
R2 |
76.735 |
76.735 |
76.069 |
|
R1 |
76.319 |
76.319 |
75.987 |
76.527 |
PP |
75.835 |
75.835 |
75.835 |
75.939 |
S1 |
75.419 |
75.419 |
75.822 |
75.627 |
S2 |
74.935 |
74.935 |
75.739 |
|
S3 |
74.035 |
74.519 |
75.657 |
|
S4 |
73.135 |
73.619 |
75.409 |
|
|
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 |
76.250 |
74.865 |
1.385 |
1.8% |
0.672 |
0.9% |
75% |
True |
False |
29,589 |
10 |
76.505 |
74.440 |
2.065 |
2.7% |
0.720 |
0.9% |
71% |
False |
False |
30,516 |
20 |
76.505 |
73.880 |
2.625 |
3.5% |
0.627 |
0.8% |
77% |
False |
False |
19,169 |
40 |
77.015 |
73.325 |
3.690 |
4.9% |
0.637 |
0.8% |
70% |
False |
False |
9,709 |
60 |
77.250 |
73.325 |
3.925 |
5.2% |
0.552 |
0.7% |
66% |
False |
False |
6,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.075 |
2.618 |
78.606 |
1.618 |
77.706 |
1.000 |
77.150 |
0.618 |
76.806 |
HIGH |
76.250 |
0.618 |
75.906 |
0.500 |
75.800 |
0.382 |
75.694 |
LOW |
75.350 |
0.618 |
74.794 |
1.000 |
74.450 |
1.618 |
73.894 |
2.618 |
72.994 |
4.250 |
71.525 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
75.869 |
75.789 |
PP |
75.835 |
75.673 |
S1 |
75.800 |
75.558 |
|