ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
75.705 |
76.190 |
0.485 |
0.6% |
75.615 |
High |
76.280 |
76.590 |
0.310 |
0.4% |
76.280 |
Low |
75.475 |
75.710 |
0.235 |
0.3% |
74.865 |
Close |
76.210 |
75.828 |
-0.382 |
-0.5% |
76.210 |
Range |
0.805 |
0.880 |
0.075 |
9.3% |
1.415 |
ATR |
0.681 |
0.695 |
0.014 |
2.1% |
0.000 |
Volume |
32,107 |
35,328 |
3,221 |
10.0% |
146,325 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.683 |
78.135 |
76.312 |
|
R3 |
77.803 |
77.255 |
76.070 |
|
R2 |
76.923 |
76.923 |
75.989 |
|
R1 |
76.375 |
76.375 |
75.909 |
76.209 |
PP |
76.043 |
76.043 |
76.043 |
75.960 |
S1 |
75.495 |
75.495 |
75.747 |
75.329 |
S2 |
75.163 |
75.163 |
75.667 |
|
S3 |
74.283 |
74.615 |
75.586 |
|
S4 |
73.403 |
73.735 |
75.344 |
|
|
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 |
76.590 |
74.865 |
1.725 |
2.3% |
0.713 |
0.9% |
56% |
True |
False |
31,397 |
10 |
76.590 |
74.590 |
2.000 |
2.6% |
0.743 |
1.0% |
62% |
True |
False |
31,086 |
20 |
76.590 |
73.880 |
2.710 |
3.6% |
0.666 |
0.9% |
72% |
True |
False |
22,500 |
40 |
77.015 |
73.370 |
3.645 |
4.8% |
0.660 |
0.9% |
67% |
False |
False |
11,390 |
60 |
77.015 |
73.325 |
3.690 |
4.9% |
0.569 |
0.8% |
68% |
False |
False |
7,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.330 |
2.618 |
78.894 |
1.618 |
78.014 |
1.000 |
77.470 |
0.618 |
77.134 |
HIGH |
76.590 |
0.618 |
76.254 |
0.500 |
76.150 |
0.382 |
76.046 |
LOW |
75.710 |
0.618 |
75.166 |
1.000 |
74.830 |
1.618 |
74.286 |
2.618 |
73.406 |
4.250 |
71.970 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
76.150 |
75.970 |
PP |
76.043 |
75.923 |
S1 |
75.935 |
75.875 |
|