ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
75.350 |
75.705 |
0.355 |
0.5% |
75.615 |
High |
76.250 |
76.280 |
0.030 |
0.0% |
76.280 |
Low |
75.350 |
75.475 |
0.125 |
0.2% |
74.865 |
Close |
75.904 |
76.210 |
0.306 |
0.4% |
76.210 |
Range |
0.900 |
0.805 |
-0.095 |
-10.6% |
1.415 |
ATR |
0.671 |
0.681 |
0.010 |
1.4% |
0.000 |
Volume |
35,972 |
32,107 |
-3,865 |
-10.7% |
146,325 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.403 |
78.112 |
76.653 |
|
R3 |
77.598 |
77.307 |
76.431 |
|
R2 |
76.793 |
76.793 |
76.358 |
|
R1 |
76.502 |
76.502 |
76.284 |
76.648 |
PP |
75.988 |
75.988 |
75.988 |
76.061 |
S1 |
75.697 |
75.697 |
76.136 |
75.843 |
S2 |
75.183 |
75.183 |
76.062 |
|
S3 |
74.378 |
74.892 |
75.989 |
|
S4 |
73.573 |
74.087 |
75.767 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.030 |
79.535 |
76.988 |
|
R3 |
78.615 |
78.120 |
76.599 |
|
R2 |
77.200 |
77.200 |
76.469 |
|
R1 |
76.705 |
76.705 |
76.340 |
76.953 |
PP |
75.785 |
75.785 |
75.785 |
75.909 |
S1 |
75.290 |
75.290 |
76.080 |
75.538 |
S2 |
74.370 |
74.370 |
75.951 |
|
S3 |
72.955 |
73.875 |
75.821 |
|
S4 |
71.540 |
72.460 |
75.432 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.280 |
74.865 |
1.415 |
1.9% |
0.654 |
0.9% |
95% |
True |
False |
29,265 |
10 |
76.505 |
74.590 |
1.915 |
2.5% |
0.710 |
0.9% |
85% |
False |
False |
30,097 |
20 |
76.505 |
73.880 |
2.625 |
3.4% |
0.629 |
0.8% |
89% |
False |
False |
20,761 |
40 |
77.015 |
73.325 |
3.690 |
4.8% |
0.651 |
0.9% |
78% |
False |
False |
10,509 |
60 |
77.250 |
73.325 |
3.925 |
5.2% |
0.564 |
0.7% |
74% |
False |
False |
7,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.701 |
2.618 |
78.387 |
1.618 |
77.582 |
1.000 |
77.085 |
0.618 |
76.777 |
HIGH |
76.280 |
0.618 |
75.972 |
0.500 |
75.878 |
0.382 |
75.783 |
LOW |
75.475 |
0.618 |
74.978 |
1.000 |
74.670 |
1.618 |
74.173 |
2.618 |
73.368 |
4.250 |
72.054 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
76.099 |
75.998 |
PP |
75.988 |
75.785 |
S1 |
75.878 |
75.573 |
|